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Now showing items 1-9 of 9

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

On the volatility-volume relationship in energy futures markets using intraday data.

Chevallier, Julien; Sévi, Benoît (2012-11) Article accepté pour publication ou publié

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

Chevallier, Julien (2012-05) Article accepté pour publication ou publié

Air traffic energy efficiency differs from place to place : new results from a macro-level approach.

Chèze, Benoît; Gastineau, Pascal; Chevallier, Julien (2012-03) Document de travail / Working paper

Econometric Analysis of Carbon Markets : The European Union Emissions Trading Scheme and the Clean Development Mechanism.

Chevallier, Julien (2012) Ouvrage

Cointegration between carbon spot and futures prices : from linear to nonlinear modeling.

Chevallier, Julien (2012) Article accepté pour publication ou publié

EUAs and CERs : Interactions in a Markov regime-switching environment.

Chevallier, Julien (2012) Article accepté pour publication ou publié

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

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