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Julien Chevallier

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Personal Details

First Name: Julien
Middle Name:
Last Name: Chevallier
Suffix:

RePEc Short-ID: pch595

Email:
Homepage: https://sites.google.com/site/jpchevallier
Postal Address: IPAG Business School 184 Boulevard Saint-Germain 75006 Paris, France FRANCE
Phone:

Affiliation

Institut de Préparation à l'Administration et à la Gestion (IPAG)
Location: Paris, France
Homepage: http://www.ipag.fr/
Email:
Phone: 33 1 53 63 36 00
Fax:
Postal: 184 Boulevard Saint-Germain, 75006 Paris
Handle: RePEc:edi:ipagpfr (more details at EDIRC)

Works

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Working papers

  1. Chevallier, Julien & Aboura, Sofiane, 2014. "Cross-market index with Factor-DCC," Economics Papers from University Paris Dauphine 123456789/13247, Paris Dauphine University.
  2. Aboura, Sofiane & Chevallier, Julien, 2014. "The cross-market index for volatility surprise," Economics Papers from University Paris Dauphine 123456789/12986, Paris Dauphine University.
  3. Chevallier, Julien & Aboura, Sofiane, 2014. "Volatility equicorrelation: A cross-market perspective," Economics Papers from University Paris Dauphine 123456789/12323, Paris Dauphine University.
  4. Aboura, Sofiane & Chevallier, Julien, 2014. "Volatility returns with vengeance: Financial markets vs. commodities," Economics Papers from University Paris Dauphine 123456789/13359, Paris Dauphine University.
  5. Bangzhu Zhu & Ping Wang & Julien Chevallier & Yiming Wei, 2014. "Carbon price analysis using empirical mode decomposition," Working Papers 2014-156, Department of Research, Ipag Business School.
  6. Julien Chevallier & Stéphane Goutte, 2014. "The goodness-of-fit of the fuel-switching price using the mean-reverting Lévy jump process," Working Papers 2014-285, Department of Research, Ipag Business School.
  7. Sofiane Aboura & Julien Chevallier, 2014. "Cross-Market Spillovers with 'Volatility Surprise'," Working Papers halshs-01052488, HAL.
  8. Bangzhu Zhu & Shujiao Ma & Julien Chevallier & Yiming Wei, 2014. "Examining the structural changes of European carbon futures price 2005- 2012," Working Papers 2014-422, Department of Research, Ipag Business School.
  9. Bangzhu Zhu & Shujiao Ma & Julien Chevallier & Yiming Wei, 2014. "Modeling the dynamics of European carbon futures price: a Zipf analysis," Working Papers 2014-155, Department of Research, Ipag Business School.
  10. Julien Chevallier, 2013. "Understanding the link between aggregated industrial production and the carbon price," Post-Print halshs-00846340, HAL.
  11. Ielpo, Florian & Chevallier, Julien, 2013. "Volatility spillovers in commodity markets," Economics Papers from University Paris Dauphine 123456789/11708, Paris Dauphine University.
  12. Ielpo, Florian & Gatumel, Mathieu & Chevallier, Julien, 2013. "Understanding momentum in commodity markets," Economics Papers from University Paris Dauphine 123456789/11711, Paris Dauphine University.
  13. Ielpo, Florian & Chevallier, Julien, 2013. "Cross-market linkages between commodities, stocks and bonds," Economics Papers from University Paris Dauphine 123456789/11709, Paris Dauphine University.
  14. Aboura, Sofiane & Chevallier, Julien, 2013. "An equicorrelation measure for equity, bond, foreign exchange and commodity returns," Economics Papers from University Paris Dauphine 123456789/11710, Paris Dauphine University.
  15. Julien Chevallier & Benoît Sévi, 2013. "A Fear Index to Predict Oil Futures Returns," Working Papers 2013.62, Fondazione Eni Enrico Mattei.
  16. Chevallier, Julien, 2013. "Price relationships in crude oil futures: new evidence from CFTC disaggregated data," Economics Papers from University Paris Dauphine 123456789/11712, Paris Dauphine University.
  17. Chevallier, Julien & Ielpo, Florian & Boon, Ling-Ni, 2013. "Common risk factors in commodities," Economics Papers from University Paris Dauphine 123456789/13626, Paris Dauphine University.
  18. Chevallier, Julien, 2013. "Variance risk-premia in CO2markets," Economics Papers from University Paris Dauphine 123456789/11713, Paris Dauphine University.
  19. Sévi, Benoît & Le Pen, Yannick & Chevallier, Julien & Bunn, Derek, 2013. "Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices," Economics Papers from University Paris Dauphine 123456789/11692, Paris Dauphine University.
  20. Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-Switching analysis," Economics Papers from University Paris Dauphine 123456789/8773, Paris Dauphine University.
  21. Sofiane Aboura & Julien Chevallier, 2012. "Leverage vs. Feedback: Which Effect Drives the Oil Market?," Working Papers halshs-00720156, HAL.
  22. Benoit Cheze & Pascal Gastineau & Julien Chevallier, 2012. "Air traffic energy efficiency differs from place to place: new results from a macro-level approach," Working Papers 1205, Chaire Economie du Climat.
  23. Chevallier, Julien, 2012. "Banking and Borrowing in the EU ETS: A Review of Economic Modelling, Current Provisions and Prospects for Future Design," Economics Papers from University Paris Dauphine 123456789/4611, Paris Dauphine University.
  24. Chevallier, Julien & Delarue, Erik & Lujan, Emeric & D'haeseleer, William, 2012. "A counterfactual simulation exercise of CO2 emissions abatement through fuel-switching in the UK (2008-2012)," Economics Papers from University Paris Dauphine 123456789/11055, Paris Dauphine University.
  25. Chevallier, Julien, 2012. "Econometric Analysis of Carbon Markets : The European Union Emissions Trading Scheme and the Clean Development Mechanism," Economics Papers from University Paris Dauphine 123456789/6889, Paris Dauphine University.
  26. Julien Chevallier & Benoît Sévi, 2012. "On the Stochastic Properties of Carbon Futures Prices," Working Papers halshs-00720166, HAL.
  27. Chevallier, Julien, 2012. "EUAs and CERs : Interactions in a Markov regime-switching environment," Economics Papers from University Paris Dauphine 123456789/7938, Paris Dauphine University.
  28. Benoît Chèze & Julien Chevallier & Pascal Gastineau, 2012. "Will technological progress be sufficient to stabilize CO2 emissions from air transport in the mid-term?," EconomiX Working Papers 2012-35, University of Paris West - Nanterre la Défense, EconomiX.
  29. Chevallier, Julien, 2012. "Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models," Economics Papers from University Paris Dauphine 123456789/6790, Paris Dauphine University.
  30. Chevallier, Julien, 2012. "Cointegration between carbon spot and futures prices : from linear to nonlinear modeling," Economics Papers from University Paris Dauphine 123456789/7936, Paris Dauphine University.
  31. Benoit Cheze & Julien Chevallier & Pascal Gastineau, 2012. "Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)?," Working Papers 1207, Chaire Economie du Climat.
  32. Chevallier, Julien, 2011. "Recent Developments in Carbon Futures and Options Markets under the EU ETS," Economics Papers from University Paris Dauphine 123456789/6884, Paris Dauphine University.
  33. Chevallier, Julien & Chèze, Benoît & Gastineau, Pascal, 2011. "Forecasting world and regional air traffic in the mid-term (2025): An econometric analysis of air traffic determinants using dynamic panel-data models," Economics Papers from University Paris Dauphine 123456789/6794, Paris Dauphine University.
  34. Chevallier, Julien, 2011. "Detecting instability in the volatility of carbon prices," Economics Papers from University Paris Dauphine 123456789/5110, Paris Dauphine University.
  35. Chevallier, Julien, 2011. "Anticipating correlations between EUAs and CERs : a dynamic conditional correlation GARCH model," Economics Papers from University Paris Dauphine 123456789/5441, Paris Dauphine University.
  36. Chevallier, Julien, 2011. "The impact of nonlinearities for carbon markets analyses," Economics Papers from University Paris Dauphine 123456789/11682, Paris Dauphine University.
  37. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economics Papers from University Paris Dauphine 123456789/6970, Paris Dauphine University.
  38. Chevallier, Julien, 2011. "Nonparametric modeling of carbon prices," Economics Papers from University Paris Dauphine 123456789/6791, Paris Dauphine University.
  39. Chevallier, Julien & Etner, Johanna & Jouvet, Pierre-André, 2011. "Firms' Banking and Pooling in the EU ETS (2005-2007)," Economics Papers from University Paris Dauphine 123456789/6863, Paris Dauphine University.
  40. Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economics Papers from University Paris Dauphine 123456789/5111, Paris Dauphine University.
  41. Chevallier, Julien & Ielpo, Florian & Sévi, Benoît, 2011. "Do jumps help in forecasting the density of returns?," Economics Papers from University Paris Dauphine 123456789/6805, Paris Dauphine University.
  42. Julien Chevallier, 2011. "Carbon Price Drivers: An Updated Literature Review," Working Papers halshs-00586513, HAL.
  43. Chevallier, Julien & Etner, Johanna & Jouvet, Pierre-André, 2011. "Bankable emission permits under uncertainty and optimal risk-management rules," Economics Papers from University Paris Dauphine 123456789/5385, Paris Dauphine University.
  44. Chevallier, Julien & Chèze, Benoît & Gastineau, Pascal, 2011. "Forecasting world and regional aviation Jet-Fuel demands to the mid term (2025)," Economics Papers from University Paris Dauphine 123456789/6792, Paris Dauphine University.
  45. Chevallier, Julien, 2011. "The Clean Development Mechanism: A Stepping Stone Towards World Carbon Markets?," Economics Papers from University Paris Dauphine 123456789/6788, Paris Dauphine University.
  46. Sévi, Benoît & Le Pen, Yannick & Chevallier, Julien & Bunn, Derek, 2011. "The Relation Between Oil and Gas Returns: a Factor Analysis," Economics Papers from University Paris Dauphine 123456789/10166, Paris Dauphine University.
  47. Hervé-Mignucci, Morgan & Mansanet-Bataller, Maria & Chevallier, Julien & Alberola, Emilie, 2011. "EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread," Economics Papers from University Paris Dauphine 123456789/5109, Paris Dauphine University.
  48. Chevallier, Julien, 2011. "Wavelet packet transforms analysis applied to carbon prices," Economics Papers from University Paris Dauphine 123456789/6515, Paris Dauphine University.
  49. Lujan, Emeric & Delarue, Erik & Chevallier, Julien & D'Haeseleer, William, 2011. "CO2 abatement opportunity in the UK through fuel-switching under the EU ETS (2005-2008): evidence from the E-Simulate model," Economics Papers from University Paris Dauphine 123456789/11677, Paris Dauphine University.
  50. Julien Chevallier & Benoît Sévi, 2011. "On the volatility-volume relationship in energy futures markets using intraday data," EconomiX Working Papers 2011-16, University of Paris West - Nanterre la Défense, EconomiX.
  51. Chevallier, Julien, 2011. "A model of carbon price interactions with macroeconomic and energy dynamics," Economics Papers from University Paris Dauphine 123456789/6969, Paris Dauphine University.
  52. Julien Chevallier, 2010. "The European carbon market (2005-2007): banking, pricing and risk-hedging strategies," Working Papers halshs-00458787, HAL.
  53. Julien Chevallier, 2010. "Spéculation et marchés dérivés du pétrole," Working Papers halshs-00458916, HAL.
  54. Julien Chevallier, 2010. "Price relationships in the EU emissions trading system," Working Papers halshs-00458728, HAL.
  55. Julien Chevallier, 2010. "Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis," Working Papers halshs-00459140, HAL.
  56. Chevallier, Julien, 2010. "A note on cointegrating and vector autoregressive relationships between CO2 allowances spot and futures prices," Economics Papers from University Paris Dauphine 123456789/4237, Paris Dauphine University.
  57. Julien Chevallier, 2010. "Modelling the convenience yield in carbon prices using daily and realized measures," Working Papers halshs-00463921, HAL.
  58. Julien Chevallier, 2010. "Etudes économétriques récentes réalisées à partir des données de la CFTC," Working Papers halshs-00458917, HAL.
  59. Chevallier, Julien, 2010. "On the Use of Clean Development Mechanism Credits for Compliance in the EU Emissions Trading Scheme," Economics Papers from University Paris Dauphine 123456789/5112, Paris Dauphine University.
  60. Julien Chevallier, 2010. "Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK," Working Papers halshs-00465621, HAL.
  61. Chevallier, Julien, 2010. "The impact of Australian ETS news on wholesale spot electricity prices : an exploratory analysis," Economics Papers from University Paris Dauphine 123456789/4219, Paris Dauphine University.
  62. Chevallier, Julien & Sévi, Benoît, 2010. "Jump-robust estimation of realized volatility in the EU emissions trading scheme," Economics Papers from University Paris Dauphine 123456789/4596, Paris Dauphine University.
  63. Chevallier, Julien, 2010. "Volatility forecasting of carbon prices using factor models," Economics Papers from University Paris Dauphine 123456789/4349, Paris Dauphine University.
  64. Alberola, Emilie & Chevallier, Julien, 2010. "Finance Carbone : Comment les marchés du carbone peuvent-ils aider à lutter contre le changement climatique ?," Economics Papers from University Paris Dauphine 123456789/5726, Paris Dauphine University.
  65. Chevallier, Julien, 2010. "EUAs and CERs : Vector autoregression, impulse response function and cointegration analysis," Economics Papers from University Paris Dauphine 123456789/4226, Paris Dauphine University.
  66. Lasserre, Frédéric & Laffitte, Michel & Chevalier, Jean-Marie & Baule, Frédéric & Chevallier, Julien & Odonnat, Ivan & Viellefond, Edouard, 2010. "Rapport du groupe de travail sur la volatilité des prix du pétrole," Economics Papers from University Paris Dauphine 123456789/4217, Paris Dauphine University.
  67. Maria Mansanet-Bataller & Julien Chevallier & Morgan Hervé-Mignucci & Emilie Alberola, 2010. "The EUA-sCER Spread: Compliance Strategies and Arbitrage in the European Carbon Market," Post-Print halshs-00458991, HAL.
  68. Chevallier, Julien, 2010. "Modelling risk premia in CO2 allowances spot and futures prices," Economics Papers from University Paris Dauphine 123456789/4227, Paris Dauphine University.
  69. Chevallier, Julien & Jouvet, Pierre-André & Michel, Philippe & Rotillon, Gilles, 2009. "Economic Consequences of Permits Allocation Rules," Economics Papers from University Paris Dauphine 123456789/4602, Paris Dauphine University.
  70. Hervé-Mignucci, Morgan & Chevallier, Julien & Alberola, Emilie & Mansanet-Bataller, Maria, 2009. "EUAs and CERs : moving in lockstep ?," Economics Papers from University Paris Dauphine 123456789/4214, Paris Dauphine University.
  71. Julien Chevallier, 2009. "Energy Risk Management with Carbon Assets," Working Papers halshs-00410059, HAL.
  72. Julien Chevallier, 2009. "Emissions Trading: What Makes It Work?," Working Papers halshs-00401725, HAL.
  73. Julien Chevallier, 2009. "Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power," Working Papers halshs-00124713, HAL.
  74. Emilie Alberola & Julien Chevallier & Benoît Chèze, 2009. "The EU ETS: CO2 prices drivers during the learning experience (2005-2007)," Working Papers halshs-00389916, HAL.
  75. Chevallier, Julien, 2009. "Carbon futures and macroeconomic risk factors : a view from the EU ETS," Economics Papers from University Paris Dauphine 123456789/4210, Paris Dauphine University.
  76. Julien Chevallier, 2009. "Re-examining the concept of sustainable development in light of climate change," Working Papers halshs-00388069, HAL.
  77. Julien Chevallier & Emilie Alberola, 2009. "Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market," Working Papers halshs-00388071, HAL.
  78. Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," EconomiX Working Papers 2009-24, University of Paris West - Nanterre la Défense, EconomiX.
  79. Chèze, Benoît & Chevallier, Julien & Alberola, Emilie, 2009. "Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors," Economics Papers from University Paris Dauphine 123456789/4224, Paris Dauphine University.
  80. Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2009. "Options introduction and volatility in the EU ETS," EconomiX Working Papers 2009-33, University of Paris West - Nanterre la Défense, EconomiX.
  81. Julien Chevallier, 2009. "Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model," Working Papers halshs-00388207, HAL.
  82. Chevallier, Julien & Ielpo, Florian & Mercier, Ludovic, 2009. "Risk aversion and institutional information disclosure on the European carbon market : a case-study of the 2006 compliance event," Economics Papers from University Paris Dauphine 123456789/4221, Paris Dauphine University.
  83. Chevallier, Julien, 2009. "Econometric Analysis of Carbon Markets," Economics Papers from University Paris Dauphine 123456789/6890, Paris Dauphine University.
  84. Emilie Alberola & Julien Chevallier, 2009. "Les déterminants du prix du carbone sur le marché européen des quotas," Working Papers halshs-00422653, HAL.
  85. Chevallier, Julien, 2008. "Emissions trading," Economics Papers from University Paris Dauphine 123456789/6888, Paris Dauphine University.
  86. Emilie Alberola & Benoît Chèze & Julien Chevallier, 2008. "The EU Emissions Trading Scheme : Disentangling the Effects of Industrial Production and CO2 Emissions on Carbon Prices," EconomiX Working Papers 2008-12, University of Paris West - Nanterre la Défense, EconomiX.
  87. Alberola, Emilie & Chevallier, Julien & Chèze, Benoît, 2008. "The EU emissions trading scheme : The effects of industrial production and CO2 emissions on carbon prices," Economics Papers from University Paris Dauphine 123456789/4223, Paris Dauphine University.
  88. Alberola, Emilie & Chevallier, Julien & Chèze, Benoît, 2008. "Disentangling the Effects of EU Industrial Production and CO2 Emissions on Carbon Prices," Economics Papers from University Paris Dauphine 123456789/4614, Paris Dauphine University.
  89. Chevallier, Julien, 2008. "Strategic manipulation on Emissions Trading Banking Program with fixed horizon," Economics Papers from University Paris Dauphine 123456789/4213, Paris Dauphine University.
  90. Julien Chevallier & Johanna Etner & Pierre-André Jouvet, 2008. "Bankable Pollution Permits under Uncertainty and Optimal Risk Management Rules: Theory and Empirical Evidence," EconomiX Working Papers 2008-25, University of Paris West - Nanterre la Défense, EconomiX.
  91. Alberola, Emilie & Chevallier, Julien & Chèze, Benoît, 2008. "Price drivers and structural breaks in European carbon prices 2005-07," Economics Papers from University Paris Dauphine 123456789/4222, Paris Dauphine University.
  92. Julien Pierre Chevallier, 2007. "A differential game of intertemporal emissions trading with market power," EconomiX Working Papers 2007-18, University of Paris West - Nanterre la Défense, EconomiX.
  93. Emilie Alberola & Julien Pierre Chevallier, 2007. "European carbon prices and banking restrictions: evidence from phase I (2005-2007)," EconomiX Working Papers 2007-32, University of Paris West - Nanterre la Défense, EconomiX.
  94. Emilie Alberola & Julien Pierre Chevallier & Benoît Chèze, 2007. "European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production," EconomiX Working Papers 2007-33, University of Paris West - Nanterre la Défense, EconomiX.

Articles

  1. Zhu, Bangzhu & Ma, Shujiao & Chevallier, Julien & Wei, Yiming, 2014. "Modelling the dynamics of European carbon futures price: A Zipf analysis," Economic Modelling, Elsevier, vol. 38(C), pages 372-380.
  2. Aboura, Sofiane & Chevallier, Julien, 2014. "Cross-market index with Factor-DCC," Economic Modelling, Elsevier, vol. 40(C), pages 158-166.
  3. Julien Chevallier & Benoît Sévi, 2014. "On the Stochastic Properties of Carbon Futures Prices," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 58(1), pages 127-153, May.
  4. Julien Chevallier & Florian Ielpo, 2014. "Twenty years of jumps in commodity markets," International Review of Applied Economics, Taylor & Francis Journals, vol. 28(1), pages 64-82, January.
  5. Julien Chevallier & Florian Ielpo, 2014. "“Time series momentum” in commodity markets," Managerial Finance, Emerald Group Publishing, vol. 40(7), pages 662-680.
  6. Aboura, Sofiane & Chevallier, Julien, 2014. "Volatility equicorrelation: A cross-market perspective," Economics Letters, Elsevier, vol. 122(2), pages 289-295.
  7. Julien Chevallier & Florian Ielpo, 2013. "Volatility spillovers in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(13), pages 1211-1227, September.
  8. Julien Chevallier & Florian Ielpo & Ling-Ni Boon, 2013. "Common risk factors in commodities," Economics Bulletin, AccessEcon, vol. 33(4), pages 2801-2816.
  9. Julien Chevallier & Mathieu Gatumel & Florian Ielpo, 2013. "Understanding momentum in commodity markets," Applied Economics Letters, Taylor & Francis Journals, vol. 20(15), pages 1383-1402, October.
  10. Aboura, Sofiane & Chevallier, Julien, 2013. "Leverage vs. feedback: Which Effect drives the oil market?," Finance Research Letters, Elsevier, vol. 10(3), pages 131-141.
  11. Julien Chevallier, 2013. "Carbon Price Drivers: An Updated Literature Review," International Journal of Applied Logistics (IJAL), IGI Global, vol. 4(4), pages 1-7, October.
  12. Julien Chevallier & Florian Ielpo, 2013. "Cross-market linkages between commodities, stocks and bonds," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 1008-1018, July.
  13. Julien Chevallier, 2013. "Price relationships in crude oil futures: new evidence from CFTC disaggregated data," Environmental Economics and Policy Studies, Society for Environmental Economics and Policy Studies - SEEPS, vol. 15(2), pages 133-170, April.
  14. Chevallier, Julien, 2013. "Variance risk-premia in CO2 markets," Economic Modelling, Elsevier, vol. 31(C), pages 598-605.
  15. Sofiane Aboura & Julien Chevallier, 2013. "An equicorrelation measure for equity, bond, foreign exchange and commodity returns," Applied Economics Letters, Taylor & Francis Journals, vol. 20(18), pages 1618-1624, December.
  16. Julien Chevallier, 2012. "Time-varying correlations in oil, gas and CO 2 prices: an application using BEKK, CCC and DCC-MGARCH models," Applied Economics, Taylor & Francis Journals, vol. 44(32), pages 4257-4274, November.
  17. Julien Chevallier & Erik Delarue & Emeric Lujan & William D'haeseleer;, 2012. "A counterfactual simulation exercise of CO 2 emissions abatement through fuel-switching in the UK (2008-2012)," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 35(5), pages 311-331.
  18. Julien Chevallier, 2012. "Cointegration between carbon spot and futures prices: from linear to nonlinear modeling," Economics Bulletin, AccessEcon, vol. 32(1), pages 160-181.
  19. Julien Chevallier, 2012. "Banking And Borrowing In The Eu Ets: A Review Of Economic Modelling, Current Provisions And Prospects For Future Design," Journal of Economic Surveys, Wiley Blackwell, vol. 26(1), pages 157-176, 02.
  20. Julien Chevallier, 2012. "EUAs and CERs: Interactions in a Markov regime-switching environment," Economics Bulletin, AccessEcon, vol. 32(1), pages 86-101.
  21. Chevallier, Julien & Sévi, Benoît, 2012. "On the volatility–volume relationship in energy futures markets using intraday data," Energy Economics, Elsevier, vol. 34(6), pages 1896-1909.
  22. Chevallier, Julien, 2012. "Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis," Economic Modelling, Elsevier, vol. 29(3), pages 943-973.
  23. Julien Chevallier, 2011. "The impact of nonlinearities for carbon markets analyses," Economie Internationale, CEPII research center, issue 126-127, pages 131-150.
  24. Mansanet-Bataller, Maria & Chevallier, Julien & Hervé-Mignucci, Morgan & Alberola, Emilie, 2011. "EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread," Energy Policy, Elsevier, vol. 39(3), pages 1056-1069, March.
  25. Chevallier, Julien, 2011. "Detecting instability in the volatility of carbon prices," Energy Economics, Elsevier, vol. 33(1), pages 99-110, January.
  26. Chevallier, Julien, 2011. "Nonparametric modeling of carbon prices," Energy Economics, Elsevier, vol. 33(6), pages 1267-1282.
  27. Julien Chevallier, 2011. "Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model," Economics Bulletin, AccessEcon, vol. 31(1), pages 255-272.
  28. Julien Chevallier, 2011. "Econometric analysis of carbon markets: the european union emissions trading scheme and the clean development mechanism," Economics Bulletin, AccessEcon, vol. 31(4), pages A53.
  29. Chèze, Benoît & Gastineau, Pascal & Chevallier, Julien, 2011. "Forecasting world and regional aviation jet fuel demands to the mid-term (2025)," Energy Policy, Elsevier, vol. 39(9), pages 5147-5158, September.
  30. Julien Chevallier, 2011. "Wavelet packet transforms analysis applied to carbon prices," Economics Bulletin, AccessEcon, vol. 31(2), pages 1731-1747.
  31. Chevallier, Julien & Etner, Johanna & Jouvet, Pierre-André, 2011. "Bankable emission permits under uncertainty and optimal risk-management rules," Research in Economics, Elsevier, vol. 65(4), pages 332-339, December.
  32. Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Economic Modelling, Elsevier, vol. 28(1-2), pages 557-567, January.
  33. Chevallier, Julien, 2011. "A model of carbon price interactions with macroeconomic and energy dynamics," Energy Economics, Elsevier, vol. 33(6), pages 1295-1312.
  34. Chevallier, Julien, 2011. "Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models," Economic Modelling, Elsevier, vol. 28(6), pages 2634-2656.
  35. Julien Chevallier & Benoît Sévi, 2011. "On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting," Annals of Finance, Springer, vol. 7(1), pages 1-29, February.
  36. Benoît Chèze & Pascal Gastineau & Julien Chevallier, 2011. "Air traffic energy efficiency differs from place to place: New results from a macro-level approach," Economie Internationale, CEPII research center, issue 126-127, pages 151-178.
  37. Emeric Lujan & Erik Delarue & Julien Chevallier & William D'haeseleer;, 2011. "CO 2 abatement opportunity in the UK through fuel-switching under the EU ETS (2005-2008): evidence from the E-Simulate model," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 35(2/3/4), pages 178-214.
  38. Chevallier, Julien & Le Pen, Yannick & Sévi, Benoît, 2011. "Options introduction and volatility in the EU ETS," Resource and Energy Economics, Elsevier, vol. 33(4), pages 855-880.
  39. Julien Chevallier, 2010. "EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis," Economics Bulletin, AccessEcon, vol. 30(1), pages 558-576.
  40. Julien Chevallier, 2010. "Carbon capture and storage (CCS) technologies and economic investment opportunities in the UK," Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 12(3), pages 252-265.
  41. Julien Chevallier, 2010. "Volatility forecasting of carbon prices using factor models," Economics Bulletin, AccessEcon, vol. 30(2), pages 1642-1660.
  42. Chevallier, Julien, 2010. "The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis," Energy Policy, Elsevier, vol. 38(8), pages 3910-3921, August.
  43. Chevallier, Julien, 2010. "Modelling risk premia in CO2 allowances spot and futures prices," Economic Modelling, Elsevier, vol. 27(3), pages 717-729, May.
  44. Julien Chevallier, 2010. "A Note on Cointegrating and Vector Autoregressive Relationships between CO2 allowances spot and futures prices," Economics Bulletin, AccessEcon, vol. 30(2), pages 1564-1584.
  45. Julien Chevallier, 2009. "Energy risk management with carbon assets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 32(4), pages 328-349.
  46. Alberola, Emilie & Chevallier, Julien & Chèze, Benoît, 2009. "Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors," Journal of Policy Modeling, Elsevier, vol. 31(3), pages 446-462, May.
  47. Chevallier, Julien & Ielpo, Florian & Mercier, Ludovic, 2009. "Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event," Energy Policy, Elsevier, vol. 37(1), pages 15-28, January.
  48. Chevallier, Julien, 2009. "Carbon futures and macroeconomic risk factors: A view from the EU ETS," Energy Economics, Elsevier, vol. 31(4), pages 614-625, July.
  49. Emilie Alberola & Julien Chevallier, 2009. "European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007)," The Energy Journal, International Association for Energy Economics, vol. 0(Number 3), pages 51-80.
  50. Julien Chevallier & Pierre-Andre Jouvet & Philippe Michel & Gilles Rotillon, 2009. "Economic Consequences of Permits Allocation Rules," Economie Internationale, CEPII research center, issue 120, pages 77-90.
  51. Emilic Alberola & Julien Chevallier & Benoit Cheze, 2008. "The EU Emissions Trading Scheme: the Effects of Industrial Production and CO2 Emissions on Carbon Prices," Economie Internationale, CEPII research center, issue 116, pages 93-126.
  52. Julien Chevallier, 2008. "Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon," Economics Bulletin, AccessEcon, vol. 17(14), pages 1-9.
  53. Alberola, Emilie & Chevallier, Julien & Cheze, Benoi^t, 2008. "Price drivers and structural breaks in European carbon prices 2005-2007," Energy Policy, Elsevier, vol. 36(2), pages 787-797, February.

NEP Fields

28 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (1) 2008-12-14
  2. NEP-BEC: Business Economics (1) 2012-08-23
  3. NEP-COM: Industrial Competition (1) 2007-06-30
  4. NEP-EEC: European Economics (4) 2008-01-05 2008-05-17 2009-10-03 2010-01-16
  5. NEP-ENE: Energy Economics (23) 2007-06-30 2008-01-05 2008-01-05 2008-05-17 2009-07-28 2009-10-03 2010-01-16 2011-04-30 2011-05-30 2011-12-19 2012-08-23 2012-09-30 2013-07-28 2013-08-05 2013-11-16 2013-11-16 2013-11-16 2014-03-30 2014-03-30 2014-05-17 2014-06-28 2014-07-28 2014-07-28. Author is listed
  6. NEP-ENV: Environmental Economics (16) 2007-06-30 2008-01-05 2008-05-17 2008-12-14 2009-07-28 2009-10-03 2010-01-16 2011-04-30 2011-12-19 2012-08-23 2012-09-30 2013-08-05 2013-11-16 2014-03-30 2014-03-30 2014-07-28. Author is listed
  7. NEP-ETS: Econometric Time Series (1) 2014-08-20
  8. NEP-EUR: Microeconomic European Issues (3) 2011-04-30 2011-12-19 2014-03-30
  9. NEP-FMK: Financial Markets (2) 2011-05-30 2014-08-20
  10. NEP-FOR: Forecasting (8) 2009-07-28 2010-01-16 2012-09-30 2013-07-28 2013-11-16 2013-11-16 2014-03-30 2014-06-28. Author is listed
  11. NEP-GTH: Game Theory (1) 2007-06-30
  12. NEP-MST: Market Microstructure (3) 2009-07-28 2010-01-16 2011-05-30
  13. NEP-REG: Regulation (1) 2007-06-30
  14. NEP-RMG: Risk Management (4) 2009-10-03 2011-12-19 2014-05-17 2014-06-28
  15. NEP-TRE: Transport Economics (2) 2012-09-30 2013-11-16

Statistics

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

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