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Author
Chevallier, Julien (7)
D'Haeseleer, William (1)Delarue, Erik (1)Lujan, Emeric (1)Sévi, Benoît (1)SubjectEU ETS (3)BEKK-MGARCH model (1)Bipower Variation (1)carbon dioxide (1)carbon emissions (1)Carbon Price (1)carbon pricing (1)carbon tax (1)CCC-MGARCH model (1)CER (1)... Plus d'optionsDate Issued
2012 (7)
Type de document
Article accepté pour publication ou publié (7)

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Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-Switching analysis 

Chevallier, Julien (2012-05) Article accepté pour publication ou publié
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Cointegration between carbon spot and futures prices : from linear to nonlinear modeling 

Chevallier, Julien (2012) Article accepté pour publication ou publié
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EUAs and CERs : Interactions in a Markov regime-switching environment 

Chevallier, Julien (2012) Article accepté pour publication ou publié
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Banking and Borrowing in the EU ETS: A Review of Economic Modelling, Current Provisions and Prospects for Future Design 

Chevallier, Julien (2012) Article accepté pour publication ou publié
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On the volatility-volume relationship in energy futures markets using intraday data 

Chevallier, Julien; Sévi, Benoît (2012-11) Article accepté pour publication ou publié
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Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models 

Chevallier, Julien (2012-11) Article accepté pour publication ou publié
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A counterfactual simulation exercise of CO2 emissions abatement through fuel-switching in the UK (2008-2012) 

Chevallier, Julien; Delarue, Erik; Lujan, Emeric; D'Haeseleer, William (2012-01) Article accepté pour publication ou publié

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