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Prof. Dr. Julien Chevallier
Prof. Dr. Julien Chevallier
Professor of Economics
Verified email at univ-paris8.fr - Homepage
Title
Cited by
Cited by
Year
Price drivers and structural breaks in European carbon prices 2005–2007
E Alberola, J Chevallier, B Chèze
Energy policy 36 (2), 787-797, 2008
9372008
Carbon futures and macroeconomic risk factors: A view from the EU ETS
J Chevallier
Energy Economics 31 (4), 614-625, 2009
4672009
Carbon price forecasting with a hybrid Arima and least squares support vector machines methodology
B Zhu, J Chevallier, B Zhu, J Chevallier
Pricing and Forecasting Carbon Markets: Models and Empirical Analyses, 87-107, 2017
4612017
European carbon prices and banking restrictions: Evidence from Phase I (2005-2007)
E Alberola, J Chevallier
The Energy Journal 30 (3), 51-80, 2009
2532009
A model of carbon price interactions with macroeconomic and energy dynamics
J Chevallier
Energy Economics 33 (6), 1295-1312, 2011
2392011
The effect of corruption on carbon dioxide emissions in APEC countries: a panel quantile regression analysis
YJ Zhang, YL Jin, J Chevallier, B Shen
Technological Forecasting and Social Change 112, 220-227, 2016
2022016
EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA–sCER spread
M Mansanet-Bataller, J Chevallier, M Hervé-Mignucci, E Alberola
Energy Policy 39 (3), 1056-1069, 2011
1812011
Carbon leakage and competitiveness of cement and steel industries under the EU ETS: much ado about nothing
F Branger, P Quirion, J Chevallier
The Energy Journal 37 (3), 2016
1772016
Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial SectorsEmissions Compliances and Carbon Price
E Alberola, J Chevallier, B Chèze
HAL, 2009
164*2009
The EU emissions trading scheme: The effects of industrial production and CO2 emissions on carbon prices
E Alberola, J Chevallier, B Chèze
Economie internationale, 93-125, 2008
1632008
“De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets
YJ Zhang, J Chevallier, K Guesmi
Energy Economics 68, 228-239, 2017
1482017
Detecting instability in the volatility of carbon prices
J Chevallier
Energy Economics 33 (1), 99-110, 2011
1482011
On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region
NB Cheikh, YB Zaied, J Chevallier
Research in International Business and Finance 55, 101331, 2021
1402021
Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models
NB Cheikh, YB Zaied, J Chevallier
Finance Research Letters 35, 101293, 2020
1392020
Risk aversion and institutional information disclosure on the European carbon market: a case-study of the 2006 compliance event
J Chevallier, F Ielpo, L Mercier
Energy Policy 37 (1), 15-28, 2009
1332009
Carbon price analysis using empirical mode decomposition
B Zhu, P Wang, J Chevallier, Y Wei
Computational Economics 45, 195-206, 2015
1312015
Forecasting world and regional aviation jet fuel demands to the mid-term (2025)
B Chèze, P Gastineau, J Chevallier
Energy Policy 39 (9), 5147-5158, 2011
1272011
Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC and DCC-MGARCH models
J Chevallier
Applied Economics 44 (32), 4257-4274, 2012
1192012
Hilbert spectra and empirical mode decomposition: a multiscale event analysis method to detect the impact of economic crises on the European carbon market
B Zhu, S Ma, R Xie, J Chevallier, YM Wei
Computational Economics 52, 105-121, 2018
1142018
Econometric analysis of carbon markets: the European Union emissions trading scheme and the clean development mechanism
J Chevallier
Springer Science & Business Media, 2011
1102011
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