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Julien Chevallier

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This is information that was supplied by Julien Chevallier in registering through RePEc. If you are Julien Chevallier , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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: Université Paris 8 LED -- D113 2 rue de la Liberté 93526 Saint-Denis Cedex, France FRANCE
Phone:

Affiliation

Laboratoire d'Économie Dionysien (LED)
Département d'Économie et de Gestion
Université Paris-Saint-Denis (Paris VIII)
Location: Saint-Denis, France
Homepage: http://recherche.univ-paris8.fr/red_fich_equ.php?OrgaNum=90
Email:
Phone: 01 49 40 65 15
Fax: 01 49 40 65 02
Postal: 2, rue de la Liberté, 93526 Saint-Denis Cedex
Handle: RePEc:edi:ledp8fr (more details at EDIRC)

Works

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Working papers

  1. Chèze, Benoit & Chevallier, Julien & Gastineau, Pascal, 2013. "Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)?," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/9262, Université Paris-Dauphine.
  2. Sofiane Aboura & Julien Chevallier, 2012. "Leverage vs. Feedback: Which Effect Drives the Oil Market?," Working Papers halshs-00720156, HAL.
  3. 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.
  4. Julien Chevallier & Benoît Sévi, 2012. "On the Stochastic Properties of Carbon Futures Prices," Working Papers halshs-00720166, HAL.
  5. Chevallier, Julien, 2012. "Cointegration between carbon spot and futures prices : from linear to nonlinear modeling," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/7936, Université Paris-Dauphine.
  6. Chevallier, Julien, 2012. "EUAs and CERs : Interactions in a Markov regime-switching environment," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/7938, Université Paris-Dauphine.
  7. 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.
  8. Chevallier, Julien & Etner, Johanna & Jouvet, Pierre-André, 2011. "Bankable emission permits under uncertainty and optimal risk-management rules," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/5385, Université Paris-Dauphine.
  9. Chevallier, Julien, 2011. "Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/5111, Université Paris-Dauphine.
  10. Chevallier, Julien, 2011. "Wavelet packet transforms analysis applied to carbon prices," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/6515, Université Paris-Dauphine.
  11. Chevallier, Julien & Chèze, Benoît & Gastineau, Pascal, 2011. "Forecasting world and regional aviation Jet-Fuel demands to the mid term (2025)," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/6792, Université Paris-Dauphine.
  12. 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," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/5109, Université Paris-Dauphine.
  13. Chevallier, Julien, 2011. "Anticipating correlations between EUAs and CERs : a dynamic conditional correlation GARCH model," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/5441, Université Paris-Dauphine.
  14. Chevallier, Julien, 2011. "Detecting instability in the volatility of carbon prices," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/5110, Université Paris-Dauphine.
  15. Julien Chevallier, 2011. "Carbon Price Drivers: An Updated Literature Review," Working Papers halshs-00586513, HAL.
  16. Julien Chevallier, 2010. "Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis," Working Papers halshs-00459140, HAL.
  17. Julien Chevallier, 2010. "Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK," Working Papers halshs-00465621, HAL.
  18. 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.
  19. Julien Chevallier, 2010. "Spéculation et marchés dérivés du pétrole," Working Papers halshs-00458916, HAL.
  20. Chevallier, Julien, 2010. "EUAs and CERs : Vector autoregression, impulse response function and cointegration analysis," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/4226, Université Paris-Dauphine.
  21. Chevallier, Julien, 2010. "A note on cointegrating and vector autoregressive relationships between CO2 allowances spot and futures prices," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/4237, Université Paris-Dauphine.
  22. Julien Chevallier, 2010. "The European carbon market (2005-2007): banking, pricing and risk-hedging strategies," Working Papers halshs-00458787, HAL.
  23. Julien Chevallier, 2010. "Price relationships in the EU emissions trading system," Working Papers halshs-00458728, HAL.
  24. Julien Chevallier, 2010. "Modelling the convenience yield in carbon prices using daily and realized measures," Working Papers halshs-00463921, HAL.
  25. Chevallier, Julien, 2010. "Volatility forecasting of carbon prices using factor models," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/4349, Université Paris-Dauphine.
  26. Julien Chevallier, 2010. "Etudes économétriques récentes réalisées à partir des données de la CFTC," Working Papers halshs-00458917, HAL.
  27. 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.
  28. 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.
  29. Hervé-Mignucci, Morgan & Chevallier, Julien & Alberola, Emilie & Mansanet-Bataller, Maria, 2009. "EUAs and CERs : moving in lockstep ?," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/4214, Université Paris-Dauphine.
  30. Emilie Alberola & Julien Chevallier, 2009. "Les déterminants du prix du carbone sur le marché européen des quotas," Working Papers halshs-00422653, HAL.
  31. Julien Chevallier, 2009. "Re-examining the concept of sustainable development in light of climate change," Working Papers halshs-00388069, HAL.
  32. Julien Chevallier, 2009. "Intertemporal Emissions Trading and Market Power: A Dominant Firm with Competitive Fringe Model," Working Papers halshs-00388207, HAL.
  33. Julien Chevallier, 2009. "Energy Risk Management with Carbon Assets," Working Papers halshs-00410059, HAL.
  34. Julien Chevallier, 2009. "Emissions Trading: What Makes It Work?," Working Papers halshs-00401725, HAL.
  35. Emilie Alberola & Julien Chevallier & Benoît Chèze, 2009. "The EU ETS: CO2 prices drivers during the learning experience (2005-2007)," Working Papers halshs-00389916, HAL.
  36. 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.
  37. 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.
  38. Chevallier, Julien, 2008. "Strategic manipulation on Emissions Trading Banking Program with fixed horizon," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/4213, Université Paris-Dauphine.
  39. Alberola, Emilie & Chevallier, Julien & Chèze, Benoît, 2008. "The EU emissions trading scheme : The effects of industrial production and CO2 emissions on carbon prices," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/4223, Université Paris-Dauphine.
  40. 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.
  41. 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.
  42. 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.
  43. 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.
  44. Chevallier, Julien, . "Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/4615, Université Paris-Dauphine.
  45. Chevallier, Julien & Chèze, Benoît & Gastineau, Pascal, . "Forecasting world and regional air traffic in the mid-term (2025): An econometric analysis of air traffic determinants using dynamic panel-data models," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/6794, Université Paris-Dauphine.
  46. Alberola, Emilie & Chevallier, Julien & Chèze, Benoît, . "Disentangling the Effects of EU Industrial Production and CO2 Emissions on Carbon Prices," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/4614, Université Paris-Dauphine.
  47. Chevallier, Julien & Ielpo, Florian & Sévi, Benoît, . "Do jumps help in forecasting the density of returns?," Open Access publications from Université Paris-Dauphine urn:hdl:123456789/6805, Université Paris-Dauphine.

Articles

  1. 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.
  2. Chevallier, Julien, 2013. "Variance risk-premia in CO2 markets," Economic Modelling, Elsevier, vol. 31(C), pages 598-605.
  3. 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 and Francis Journals, vol. 44(32), pages 4257-4274, November.
  4. Julien Chevallier, 2012. "Cointegration between carbon spot and futures prices: from linear to nonlinear modeling," Economics Bulletin, AccessEcon, vol. 32(1), pages 160-181.
  5. 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.
  6. 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.
  7. Julien Chevallier, 2012. "EUAs and CERs: Interactions in a Markov regime-switching environment," Economics Bulletin, AccessEcon, vol. 32(1), pages 86-101.
  8. 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.
  9. 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.
  10. Chevallier, Julien, 2011. "Nonparametric modeling of carbon prices," Energy Economics, Elsevier, vol. 33(6), pages 1267-1282.
  11. Julien Chevallier, 2011. "Anticipating correlations between EUAs and CERs: a Dynamic Conditional Correlation GARCH model," Economics Bulletin, AccessEcon, vol. 31(1), pages 255-272.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Julien Chevallier, 2011. "The impact of nonlinearities for carbon markets analyses," Economie Internationale, CEPII research center, issue 126-127, pages 131-150.
  18. Chevallier, Julien, 2011. "Detecting instability in the volatility of carbon prices," Energy Economics, Elsevier, vol. 33(1), pages 99-110, January.
  19. 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.
  20. 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.
  21. Chevallier, Julien, 2011. "A model of carbon price interactions with macroeconomic and energy dynamics," Energy Economics, Elsevier, vol. 33(6), pages 1295-1312.
  22. Julien Chevallier, 2011. "Wavelet packet transforms analysis applied to carbon prices," Economics Bulletin, AccessEcon, vol. 31(2), pages 1731-1747.
  23. 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.
  24. Julien Chevallier, 2010. "Volatility forecasting of carbon prices using factor models," Economics Bulletin, AccessEcon, vol. 30(2), pages 1642-1660.
  25. 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.
  26. Chevallier, Julien, 2010. "Modelling risk premia in CO2 allowances spot and futures prices," Economic Modelling, Elsevier, vol. 27(3), pages 717-729, May.
  27. 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, January.
  28. 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.
  29. Julien Chevallier, 2010. "EUAs and CERs: Vector Autoregression, Impulse Response Function and Cointegration Analysis," Economics Bulletin, AccessEcon, vol. 30(1), pages 558-576.
  30. 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.
  31. Julien Chevallier, 2009. "Energy risk management with carbon assets," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 32(4), pages 328-349, January.
  32. 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.
  33. 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.
  34. 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.
  35. 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.
  36. Julien Chevallier, 2008. "Strategic Manipulation on Emissions Trading Banking Program with Fixed Horizon," Economics Bulletin, AccessEcon, vol. 17(14), pages 1-9.
  37. 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.
  38. 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.
    RePEc:ebl:ecbull:v:17:y:2008:i:14:p:1-9 is not listed on IDEAS
    RePEc:ebl:ecbull:v:30:y:2010:i:1:p:558-576 is not listed on IDEAS

NEP Fields

47 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AGR: Agricultural Economics (2) 2008-12-14 2009-05-30
  2. NEP-BAN: Banking (1) 2009-05-30
  3. NEP-BEC: Business Economics (1) 2012-08-23
  4. NEP-COM: Industrial Competition (3) 2007-06-30 2009-01-24 2009-05-30
  5. NEP-CWA: Central & Western Asia (1) 2012-08-23
  6. NEP-EEC: European Economics (11) 2008-01-05 2008-05-17 2009-05-30 2009-05-30 2009-06-03 2009-06-03 2009-07-28 2009-08-02 2009-10-03 2009-10-10 2010-01-16. Author is listed
  7. NEP-ENE: Energy Economics (43) 2007-06-30 2008-01-05 2008-01-05 2008-05-17 2009-05-30 2009-05-30 2009-05-30 2009-05-30 2009-06-03 2009-06-03 2009-07-17 2009-07-28 2009-07-28 2009-08-02 2009-08-30 2009-10-03 2009-10-10 2009-10-17 2010-01-16 2010-03-06 2010-03-06 2010-03-06 2010-03-06 2010-03-28 2010-03-28 2010-06-04 2010-06-26 2010-06-26 2010-06-26 2010-11-27 2010-11-27 2010-11-27 2011-04-09 2011-04-30 2011-05-30 2011-07-02 2011-08-02 2011-12-19 2012-02-20 2012-02-20 2012-08-23 2012-09-30 2013-03-16. Author is listed
  8. NEP-ENV: Environmental Economics (41) 2007-06-30 2008-01-05 2008-05-17 2008-12-14 2009-01-24 2009-05-30 2009-05-30 2009-05-30 2009-06-03 2009-06-03 2009-07-17 2009-07-28 2009-07-28 2009-08-02 2009-08-30 2009-10-03 2009-10-10 2009-10-17 2010-01-16 2010-03-06 2010-03-06 2010-03-06 2010-03-06 2010-03-28 2010-03-28 2010-06-04 2010-06-26 2010-06-26 2010-06-26 2010-11-27 2010-11-27 2010-11-27 2011-01-23 2011-04-09 2011-04-30 2011-07-02 2011-12-19 2012-02-20 2012-08-23 2012-09-30 2013-03-16. Author is listed
  9. NEP-EUR: Microeconomic European Issues (10) 2010-03-06 2010-03-06 2010-03-06 2010-03-06 2010-06-04 2010-06-26 2010-11-27 2010-11-27 2011-04-30 2011-12-19. Author is listed
  10. NEP-FMK: Financial Markets (3) 2009-07-28 2009-10-10 2011-05-30
  11. NEP-FOR: Forecasting (8) 2009-05-30 2009-06-03 2009-07-28 2010-01-16 2010-06-26 2011-08-02 2012-09-30 2013-03-16. Author is listed
  12. NEP-GTH: Game Theory (1) 2007-06-30
  13. NEP-HME: Heterodox Microeconomics (1) 2011-07-02
  14. NEP-HPE: History & Philosophy of Economics (1) 2009-05-30
  15. NEP-MST: Market Microstructure (5) 2009-05-30 2009-06-03 2009-07-28 2010-01-16 2011-05-30. Author is listed
  16. NEP-ORE: Operations Research (1) 2010-06-26
  17. NEP-REG: Regulation (5) 2007-06-30 2009-01-24 2009-05-30 2010-03-06 2010-03-06. Author is listed
  18. NEP-RES: Resource Economics (2) 2009-05-30 2010-03-28
  19. NEP-RMG: Risk Management (6) 2009-08-30 2009-10-03 2009-10-10 2010-06-26 2011-04-09 2011-12-19. Author is listed
  20. NEP-TRE: Transport Economics (2) 2012-09-30 2013-03-16
  21. NEP-TUR: Tourism Economics (1) 2011-08-02

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Corrections

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