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Julien Chevallier

Institution: Université Paris-Saint-Denis (Paris VIII)

Primary Field: Energy (weighted toward more recent publications)

Homepage: https://sites.google.com/site/jpchevallier

First Publication: 2008

Most Recent: 2023

RePEc ID: pch595 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 4.44 0.91 0.20 5.55 -
Last 10 Years 0.00 13.66 2.56 2.00 18.21 -
All Time 0.00 31.82 8.51 12.18 52.51 -

Publication Statistics

Raw Publications 51
Coauthorship-Adjusted Count 48.80

Publications (51)

Year Article Journal Tier Authors
2023 Which exogenous driver is informative in forecasting European carbon volatility: Bond, commodity, stock or uncertainty? Energy Economics A 5
2023 Trading, storage, or penalty? Uncovering firms' decision-making behavior in the Shanghai emissions trading scheme: Insights from agent-based modeling Energy Economics A 5
2022 Convolutional neural network forecasting of European Union allowances futures using a novel unconstrained transformation method Energy Economics A 5
2022 Emission trading, induced innovation and firm performance Energy Economics A 4
2022 Could SO2 and CO2 emissions trading schemes achieve co-benefits of emissions reduction? Energy Policy B 5
2021 Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises Economic Modeling C 5
2021 Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter? Energy Economics A 4
2021 Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints Energy Policy B 4
2020 Regime changes and fiscal sustainability in Kenya Economic Modeling C 3
2020 Quantile spillovers and dependence between Bitcoin, equities and strategic commodities Economic Modeling C 4
2020 A dynamic conditional regime-switching GARCH CAPM for energy and financial markets Energy Economics A 3
2020 Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach Energy Economics A 4
2020 Does high-frequency crude oil futures data contain useful information for predicting volatility in the US stock market? New evidence Energy Economics A 4
2019 Commodities risk premia and regional integration in gas-exporting countries Energy Economics A 5
2019 On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model Energy Economics A 4
2019 A conditional dependence approach to CO2-energy price relationships Energy Economics A 3
2019 Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China European Journal of Health Economics C 5
2018 Market fragmentation, liquidity measures and improvement perspectives from China's emissions trading scheme pilots Energy Economics A 3
2018 On the road to China's 2020 carbon intensity target from the perspective of “double control” Energy Policy B 6
2018 Allocating CO2 allowances to emitters in China: A multi-objective decision approach Energy Policy B 5
2018 An intertemporal carbon emissions trading system with cap adjustment and path control Energy Policy B 5
2018 Allocating provincial CO2 quotas for the Chinese national carbon program Australian Journal of Agricultural and Resource Economics C 4
2018 Market integration and financial linkages among stock markets in Pacific Basin countries Journal of Empirical Finance C 4
2017 “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets Energy Economics A 3
2017 Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016 Energy Policy B 4
2017 Cross-country performance of Lévy regime-switching models for stock markets Applied Economics C 2
2015 Realized EquiCorrelation: a bird's-eye view of financial stress on equity markets Applied Economics C 2
2015 Can China achieve its carbon intensity target by 2020 while sustaining economic growth? Ecological Economics B 5
2014 Cross-market index with Factor-DCC Economic Modeling C 2
2014 Volatility equicorrelation: A cross-market perspective Economics Letters C 2
2014 Modelling the dynamics of European carbon futures price: A Zipf analysis Economic Modeling C 4
2014 On the Stochastic Properties of Carbon Futures Prices Environmental & Resource Economics B 2
2013 Variance risk-premia in CO2 markets Economic Modeling C 1
2012 Banking and Borrowing in the EU Ets: a Review of Economic Modelling, Current Provisions and Prospects for Future Design Journal of Economic Surveys C 1
2012 Global imbalances, cross-market linkages, and the financial crisis: A multivariate Markov-switching analysis Economic Modeling C 1
2012 On the volatility–volume relationship in energy futures markets using intraday data Energy Economics A 2
2012 Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC and DCC-MGARCH models Applied Economics C 1
2011 Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model Economic Modeling C 1
2011 Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model Economic Modeling C 1
2011 Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models Economic Modeling C 1
2011 Detecting instability in the volatility of carbon prices Energy Economics A 1
2011 Nonparametric modeling of carbon prices Energy Economics A 1
2011 A model of carbon price interactions with macroeconomic and energy dynamics Energy Economics A 1
2011 EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread Energy Policy B 4
2011 Forecasting world and regional aviation jet fuel demands to the mid-term (2025) Energy Policy B 3
2011 Options introduction and volatility in the EU ETS Resource and Energy Economics C 3
2010 Modelling risk premia in CO2 allowances spot and futures prices Economic Modeling C 1
2010 The impact of Australian ETS news on wholesale spot electricity prices: An exploratory analysis Energy Policy B 1
2009 Carbon futures and macroeconomic risk factors: A view from the EU ETS Energy Economics A 1
2009 Risk aversion and institutional information disclosure on the European carbon market: A case-study of the 2006 compliance event Energy Policy B 3
2008 Price drivers and structural breaks in European carbon prices 2005-2007 Energy Policy B 3