Julien Chevallier

Economics and Econometrics · 2008–2021

A researcher in the Science corpus: 15 papers; trusts 49 researchers and is trusted by 54 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 196 citations into it; #925 of 23,481 by trust here, #1,230 by citations
• Finance — 65 citations into it
• Renewable Energy, Sustainability and the Environment — 64 citations into it; #81 of 5,212 by trust here, #1,028 by citations
• Environmental Engineering — 31 citations into it; #2,947 of 5,479 by trust here, #2,178 by citations
• Global and Planetary Change — 8 citations into it; #2,216 of 10,225 by trust here, #7,466 by citations
• Management Science and Operations Research — 8 citations into it
• Statistics and Probability — 8 citations into it

Whom Julien Chevallier trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andrew Ang
2. Emilie Alberola
3. M. Mansanet-Bataller
4. Ulrich Oberndorfer
5. W. Ploberger
6. Don Bredin
7. Ángel Pardo
8. Massimo Guidolin
9. Zacharias Psaradakis
10. Jin Seo Cho

Who trusts Julien Chevallier overall

1. Suk Joon Byun
2. Chang-Jing Ji
3. J. H. Fan
4. H. Cho
5. Nicolas Koch
6. B. Lutz
7. Yu-Jie Hu
8. Gary Koop
9. Meng Han
10. N. Todorova

Papers from Julien Chevallier's perspective

Ordered by how strongly the researchers Julien Chevallier trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. CO2 cost pass-through and windfall profits in the power sector
3. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models
4. Modeling the Price Dynamics of Co2 Emission Allowances
5. Testing for Regime Switching
6. European Emission Trading Scheme and competitiveness: A case study on the iron and steel industry
7. An Econometric Model of Nonlinear Dynamics in the Joint Distribution of Stock and Bond Returns
8. Identifying Bull and Bear Markets in Stock Returns
9. Price drivers and structural breaks in European carbon prices 2005–2007
10. An econometric analysis of emission allowance prices

Their papers

• Price drivers and structural breaks in European carbon prices 2005–2007 (2008) — 707 citations
• Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors (2009) — 123 citations
• Carbon futures and macroeconomic risk factors : a view from the EU ETS (2009) — 393 citations
• EUA and sCER phase II price drivers: Unveiling the reasons for the existence of the EUA-sCER spread (2011) — 140 citations
• Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing (2016) — 134 citations
• European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007) (2009) — 192 citations
• A model of carbon price interactions with macroeconomic and energy dynamics (2011) — 244 citations
• Detecting instability in the volatility of carbon prices (2011) — 128 citations
• Carbon Price Analysis Using Empirical Mode Decomposition (2015) — 135 citations
• Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach (2019) — 113 citations
• The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis (2016) — 199 citations
• On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region (2021) — 153 citations
• Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models (2020) — 113 citations
• On the road to China's 2020 carbon intensity target from the perspective of “double control” (2018) — 47 citations
• “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets (2017) — 138 citations