.
Chevallier, Julien's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 3,336
Total Citations 36
1.
Alberola, Emilie University of Paris 10 Nanterre
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Chèze, Benoît University of Paris 10 Nanterre
606(19,676)
3
Carbon Emissions Trading, Market Price Fundamentals, EU ETS
2.
Alberola, Emilie University of Paris 10 Nanterre
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Posted:
03 Jan 08
Last Revised:
17 Dec 08
545(22,670)
12
Carbon Emissions Trading, EU ETS, Banking, Borrowing, Hotelling Rule, Cost-of-carry Relationship, Futures Term Structure
3.
Alberola, Emilie University of Paris 10 Nanterre
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Chèze, Benoît University of Paris 10 Nanterre
Posted:
15 May 08
Last Revised:
03 Dec 08
444(29,759)
6
EU ETS, Emissions Trading, Carbon Pricing, CO2 Emissions, Industrial Production
4.
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
307(46,840)
Carbon Price, Banking Borrowing, Energy Prices, Macroeconomy, Financial Markets, Econometrics
5.
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Ielpo, Florian University of Paris 1 Pantheon-Sorbonne - CERMSEM
Mercier, Ludovic affiliation not provided to SSRN
Posted:
08 Apr 08
Last Revised:
03 Dec 08
247(59,895)
5
EU ETS, Risk Aversion, Option Prices, Futures Prices
6.
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Le Pen, Yannick Université Paris-Dauphine
Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
246(60,160)
3
EU ETS, Option prices, Volatility, GARCH, Rolling Estimation, Endogenous Structural Break Detection
7.
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
Posted:
13 May 09
Last Revised:
02 Feb 10
226(65,908)
5
CO2 Price, Realized Volatility, HAR-RV, GARCH, Futures Trading, Emissions Markets, EU ETS, Intraday Data, Forecasting
8.
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Ielpo, Florian University of Paris 1 Pantheon-Sorbonne - CERMSEM
Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
Posted:
08 Apr 10
Last Revised:
22 Jul 11
201(74,335)
2
Density Forecasting, Jumps, Realized Volatility, Bipower Variation, Median Realized Volatility, Bivariate Model
9.
Mansanet Bataller, Maria University of Valencia - Faculty of Economics
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Hervé-Mignucci, Morgan Université Paris-Dauphine
Alberola, Emilie University of Paris 10 Nanterre
194(76,996)
EUA-sCER Spread, Arbitrage, Emissions Markets
10.
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Raffin, Natacha Paris School of Economics (PSE)
125(114,077)
Emissions trading, linkage, rate-based system, absolute system, environmental integrity, EU ETS, European carbon market, Canadian Large Final Emitters System
11.
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
Posted:
23 Jul 12
Last Revised:
21 Oct 12
82(153,782)
Carbon Price, Stochastic Modeling, Activity Signature Function
12.
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Posted:
05 Apr 08
Last Revised:
19 Jan 09
57(188,369)
emissions trading, banking borrowing, market power
13.
Aboura, Sofiane Université Paris-Dauphine - Centre de Recherches sur la Gestion (CEREG)
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
54(193,337)
WTI, Crude Oil Price, Implied Volatility, Leverage Effect, Feedback Effect
14.
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
2(335,521)
Banking, Borrowing, Emissions trading, EU ETS
15.
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Jouvet, Pierre-André University of Paris 10 Nanterre - Department of Economics
Etner, Johanna University of Paris 5 Rene Descartes
Firm behavior, Tradable permits, Policy risk, EU ETS
16.
Alberola, Emilie University of Paris 10 Nanterre
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis
Chèze, Benoît University of Paris 10 Nanterre
Carbon emissions trading, Market price fundamentals, EU ETS
