2013

Articles

• Chèze, Benoit ; Chevallier, Julien ; Gastineau, Pascal . Will technological progress be sufficient to effectively lead the air transport to a sustainable development in the mid-term (2025)?. Transportation Research Part D: Transport and Environment. Volume 18. n° 12. 2013. pages 91-96. Elsevier.

2012

Articles

• Chevallier, Julien ; Sévi, Benoît . On the volatility-volume relationship in energy futures markets using intraday data. Energy Economics. Volume 34. n° 6. 2012. pages 1896-1909. Elsevier. DOI http://dx.doi.org/10.1016/j.eneco.2012.08.024.
• Chevallier, Julien ; Delarue, Erik ; Lujan, Emeric ; D'haeseleer, William . A counterfactual simulation exercise of CO2 emissions abatement through fuel-switching in the UK (2008-2012). International Journal of Global Energy Issues. Volume 35. n° 5. 2012. pages 311-331. Inderscience. DOI http://dx.doi.org/10.1504/..046712.
• Chevallier, Julien . Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC, and DCC-MGARCH models. Applied Economics. Volume 44. n° 32. 2012. pages 4257-4274. Taylor & Francis. DOI http://dx.doi.org/10.1080/00036846.2011.589809.
• Chevallier, Julien . Cointegration between carbon spot and futures prices : from linear to nonlinear modeling. Economics Bulletin. Volume 32. n° 1. 2012. pages 160-181. Economics Bulletin.
• Chevallier, Julien . EUAs and CERs : Interactions in a Markov regime-switching environment. Economics Bulletin. Volume 32. n° 1. 2012. pages 86-101. Economics Bulletin.
• Chevallier, Julien . Banking and Borrowing in the EU ETS: A Review of Economic Modelling, Current Provisions and Prospects for Future Design. Journal of Economic Surveys. Volume 26. n° 1. 2012. pages 157-176. Wiley. DOI http://dx.doi.org/10.1111/j.1467-6419.2010.00642.x.
• Chevallier, Julien . Global imbalances, cross-market linkages, and the financial crisis : a multivariate Markov-Switching analysis. Economic Modelling. Volume 29. n° 3. 2012. pages 943-973. Elsevier. DOI http://dx.doi.org/10.1016/j.econmod.2012.02.012.

Working Papers

• Chèze, Benoit ; Gastineau, Pascal ; Chevallier, Julien . Air traffic energy efficiency differs from place to place : new results from a macro-level approach. Université Paris-Dauphine . 2012 .
• Chevallier, Julien ; Aboura, Sofiane . Leverage vs. Feedback: Which Effect Drives the Oil Market ?. Université Paris-Dauphine . 2012 .

Books

• Chevallier, Julien . Econometric Analysis of Carbon Markets : The European Union Emissions Trading Scheme and the Clean Development Mechanism. Dordrecht. Springer . 2012 . pages 226 . ISBN 978-94-007-2411-2 .

2011

Articles

• Chevallier, Julien . Nonparametric modeling of carbon prices. Energy Economics. Volume 33. n° 6. 2011. pages 1267-1282. Elsevier. DOI http://dx.doi.org/10.1016/j.eneco.2011.03.003.
• Chevallier, Julien ; Chèze, Benoît ; Gastineau, Pascal . Forecasting world and regional aviation Jet-Fuel demands to the mid term (2025). Energy Policy. Volume 39. n° 9. 2011. pages 5147-5158. Elsevier. DOI http://dx.doi.org/10.1016/j.enpol.2011.05.049.
• Chevallier, Julien ; Le Pen, Yannick ; Sévi, Benoît . Options introduction and volatility in the EU ETS. Resource and Energy Economics. Volume 33. n° 4. 2011. pages 855-880. Elsevier. DOI http://dx.doi.org/10.1016/j.reseneeco.2011.07.002.
• Chevallier, Julien . Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models. Economic Modelling. Volume 28. n° 6. 2011. pages 2634-2656. Elsevier. DOI http://dx.doi.org/10.1016/j.econmod.2011.08.003.
• Chevallier, Julien . A model of carbon price interactions with macroeconomic and energy dynamics. Energy Economics. Volume 33. n° 6. 2011. pages 1295–1312. Elsevier. DOI http://dx.doi.org/10.1016/j.eneco.2011.07.012.
• Chevallier, Julien . Wavelet packet transforms analysis applied to carbon prices. Economics Bulletin. Volume 31. n° 2. 2011. pages 1731-1747. Economics Bulletin.
• Chevallier, Julien . Anticipating correlations between EUAs and CERs : a dynamic conditional correlation GARCH model. Economics Bulletin. Volume 31. n° 1. 2011. pages 255-272. Economics Bulletin.
• Sévi, Benoît ; Chevallier, Julien . On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting. Annals of Finance. Volume 7. n° 1. 2011. pages 1-29. Springer. DOI http://dx.doi.org/10.1007/s10436-009-0142-x.
• Chevallier, Julien ; Etner, Johanna ; Jouvet, Pierre-André . Bankable emission permits under uncertainty and optimal risk-management rules. Research in Economics. Volume 65. n° 4. 2011. pages 332-339. Elsevier. DOI http://dx.doi.org/10.1016/j.rie.2011.01.004.
• Chevallier, Julien . Detecting instability in the volatility of carbon prices. Energy Economics. Volume 33. n° 1. 2011. pages 99-110. Elsevier. DOI http://dx.doi.org/10.1016/j.eneco.2010.09.006.
• Hervé-Mignucci, Morgan ; Mansanet-Bataller, Maria ; Chevallier, Julien ; Alberola, Emilie . EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread. Energy Policy. Volume 39. n° 3. 2011. pages 1056-1069. Elsevier. DOI http://dx.doi.org/10.1016/j.enpol.2010.10.047.
• Chevallier, Julien . Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model. Economic Modelling. Volume 28. n° 1-2. 2011. pages 557-567. Elsevier. DOI http://dx.doi.org/10.1016/j.econmod.2010.06.016.

Book chapters

• Chevallier, Julien . The European Carbon Market (2005-2007): Banking, Pricing and Risk-Hedging Strategies. Markandya, Anil; Gonzalez-Eguino, Mikel; Galarraga, Ibon. Handbook of Sustainable Energy. Londres. 2011. pages 395-414.
• Chevallier, Julien . The Clean Development Mechanism: A Stepping Stone Towards World Carbon Markets?. Markandya, Anil; Gonzalez-Eguino, Mikel; Galarraga, Ibon. Handbook of Sustainable Energy. Londres. 2011. pages 415-440.
• Chevallier, Julien . Intertemporal Emissions Trading and Market Power : A Dominant Firm with Competitive Fringe Model. Pickl, S.; Hansjürgens, Bernd; Letmathe, P.; Antes, Ralf. Climate Change, Emission Trading and Business Strategies. Berlin. 2011.
• Chevallier, Julien . Recent Developments in Carbon Futures and Options Markets under the EU ETS. Tavidze, Albert. Progress in Economics Research. . 2011. pages 127-140.
• Chevallier, Julien ; Etner, Johanna ; Jouvet, Pierre-André . Firms' Banking and Pooling in the EU ETS (2005-2007). Luo, Zongwei. Advanced Analytics for Green and Sustainable Economic Development: Supply Chain Models and Financial Technologies. . 2011. pages 34-49.
• Chevallier, Julien . Price relationships in the EU emissions trading system. Luo, Zongwei. Green Finance and Sustainability : Environmentally-Aware Business Models and Technologies. . 2011. pages 212-220.

Conference Contributions

• Sévi, Benoît ; Le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek . The Relation Between Oil and Gas Returns: a Factor Analysis. 34th IAEE International Conference : "Institutions, Efficiency and Evolving Energy Technologies". Stockholm. Suède. 2011.
• Chevallier, Julien ; Ielpo, Florian ; Sévi, Benoît . Do jumps help in forecasting the density of returns?. EEA-ESEM. Oslo. Norvège. 2011.
• Chevallier, Julien ; Chèze, Benoît ; Gastineau, Pascal . Forecasting world and regional air traffic in the mid-term (2025): An econometric analysis of air traffic determinants using dynamic panel-data models. 60e Congrès AFSE. Paris (Nanterre). France. 2011.

Working Papers

• Chevallier, Julien . Carbon Price Drivers : An Updated Literature Review. Université Paris-Dauphine . 2011 .

2010

Articles

• Chevallier, Julien . On the Use of Clean Development Mechanism Credits for Compliance in the EU Emissions Trading Scheme. Journal of Interdisciplinary Economics. 2010. Sage.
• Chevallier, Julien . Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power. International Journal of Ecological Economics and Statistics. Volume 18. n° S10. 2010. pages 1-19.
• Chevallier, Julien ; Sévi, Benoît . Jump-robust estimation of realized volatility in the EU emissions trading scheme. Journal of Energy Markets. Volume 3. n° 2. 2010. pages 49-67. Financial Publishing Ltd.
• Chevallier, Julien . Modelling risk premia in CO2 allowances spot and futures prices. Economic Modelling. Volume 27. n° 3. 2010. pages 717-729. Elsevier. DOI http://dx.doi.org/ 10.1016/j.econmod.2010.01.012.
• Chevallier, Julien . The impact of Australian ETS news on wholesale spot electricity prices : an exploratory analysis. Energy Policy. Volume 38. n° 8. 2010. pages 3910-3921. Elsevier. DOI http://dx.doi.org/10.1016/j.enpol.2010.03.014.
• Chevallier, Julien . Spéculation et marchés dérivés du pétrole. Revue d'Economie financière. Volume 98. n° 3. 2010. pages 353-371. Association d'économie financière.
• Chevallier, Julien . Carbon Capture and Storage (CCS) Technologies and Economic Investment Opportunities in the UK. Global Business and Economics Review. Volume 12. n° 3. 2010. pages 252-265. Inderscience. DOI http://dx.doi.org/10.1504/GBER.2010.034896.
• Chevallier, Julien . Volatility forecasting of carbon prices using factor models. Economics Bulletin. Volume 30. n° 2. 2010. pages 1642-1660. Vanderbilt University (Nashville).
• Chevallier, Julien . EUAs and CERs : Vector autoregression, impulse response function and cointegration analysis. Economics Bulletin. Volume 30. n° 1. 2010. pages 558-576. Economics Bulletin.
• Chevallier, Julien . A note on cointegrating and vector autoregressive relationships between CO2 allowances spot and futures prices. Economics Bulletin. Volume 30. n° 2. 2010. pages 1564-1584. Vanderbilt University.

Book chapters

• Alberola, Emilie ; Chevallier, Julien ; Chèze, Benoît . The EU ETS : CO2 prices drivers during the learning experience (2005-2007). Mazzanti, Massimiliano; Montini, Anna. Environmental Efficiency, Innovation and Economic Performances. Londres. 2010. pages 227-233.

Working Papers

• Chevallier, Julien . Carbon Prices during the EU ETS Phase II: Dynamics and Volume Analysis. Université Paris-Dauphine . 2010 .

Books

• Alberola, Emilie ; Chevallier, Julien . Finance Carbone : Comment les marchés du carbone peuvent-ils aider à lutter contre le changement climatique ?. Sarrebruck. Editions Universitaires Européennes . 2010 . pages 76 . ISBN 978-613-1-55325-7 .

Reports

• Chevallier, Julien . Etudes économétriques récentes réalisées à partir des données de la CFTC. Ministère de l'Economie, de l'Industrie et de l'Emploi . 2010 .
• Lasserre, Frédéric ; Laffitte, Michel ; Chevalier, Jean-Marie ; Baule, Frédéric ; Chevallier, Julien ; Odonnat, Ivan ; Viellefond, Edouard . Rapport du groupe de travail sur la volatilité des prix du pétrole. Ministère de l'Economie, de l'Industrie et de l'Emploi . 2010 .

2009

Articles

• Chèze, Benoît ; Chevallier, Julien ; Alberola, Emilie . Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors. Journal of Policy Modeling. Volume 31. n° 3. 2009. pages 446-462. Elsevier. DOI http://dx.doi.org/10.1016/j.jpolmod.2008.12.004.
• Chevallier, Julien ; Alberola, Emilie . Les déterminants du prix du carbone sur le marché européen des quotas. Economies et Sociétés. n° 10. 2009. pages 1657-1664. ISMEA.
• Chevallier, Julien . Emissions Trading: What Makes It Work?. Journal of Climate Change Strategies and Management. Volume 1. n° 4. 2009. pages 400-406. Emerald. DOI http://dx.doi.org/10.1108/17568690911002915.
• Chevallier, Julien . Modelling the convenience yield in carbon prices using daily and realized measures. International Review of Applied Financial Issues and Economics. Volume 1. n° 1. 2009. pages 56-73. IRAFIE.
• Chevallier, Julien . Re-examining the concept of sustainable development in light of climate change. IUP Journal of Environmental Sciences. Volume 3. n° 3. 2009. pages 85-99. Indiana University of Pennsylvania.
• Chevallier, Julien ; Jouvet, Pierre-André ; Michel, Philippe ; Rotillon, Gilles . Economic Consequences of Permits Allocation Rules. Economie internationale. n° 120. 2009. pages 77-90. CEPII.
• Alberola, Emilie ; Chevallier, Julien . Banking and Borrowing in the EU ETS: An Econometric Appraisal of the 2005-2007 Intertemporal Market. International Journal of Energy, Environment and Economics. Volume 17. n° 4. 2009. pages 1-16.
• Chevallier, Julien . Carbon futures and macroeconomic risk factors : a view from the EU ETS. Energy Economics. Volume 31. n° 4. 2009. pages 614-625. IPC Science and Technology Press. DOI http://dx.doi.org/10.1016/j.eneco.2009.02.008.
• Chevallier, Julien . Energy Risk Management with Carbon Assets. International Journal of Global Energy Issues. Volume 32. n° 4. 2009. pages 328-349. Inderscience publishers. DOI http://dx.doi.org/10.1504/IJGEI.2009.032335.
• Hervé-Mignucci, Morgan ; Chevallier, Julien ; Alberola, Emilie ; Mansanet-Bataller, Maria . EUAs and CERs : moving in lockstep ?. Tendances carbone. n° 40. 2009. pages 4. Caisse des Dépôts - Mission climat.
• Chevallier, Julien ; Alberola, Emilie . European carbon prices and banking restrictions : evidence from phase I (2005-2007). Energy Journal. Volume 30. n° 3. 2009. pages 51-80. International Association Energy Economists.
• Chevallier, Julien . Econometric Analysis of Carbon Markets. Modern Energy Review. Volume 3. n° 1. 2009. pages 5-6. Touch Briefings.
• Chevallier, Julien ; Ielpo, Florian ; Mercier, Ludovic . Risk aversion and institutional information disclosure on the European carbon market : a case-study of the 2006 compliance event. Energy Policy. Volume 37. n° 1. 2009. pages 15-28. Elsevier. DOI http://dx.doi.org/10.1016/j.enpol.2008.07.030.

Conference Contributions

• Chevallier, Julien ; Le Pen, Yannick ; Sévi, Benoît . Options introduction and volatility in the EU ETS. 32nd IAEE International Conference. San Francisco. États-Unis. 2009.

2008

Articles

• Chevallier, Julien . Strategic manipulation on Emissions Trading Banking Program with fixed horizon. Economics Bulletin. Volume 17. n° 14. 2008. pages 1-9. Economics Bulletin.
• Alberola, Emilie ; Chevallier, Julien ; Chèze, Benoît . The EU emissions trading scheme : The effects of industrial production and CO2 emissions on carbon prices. Economie internationale. Volume 4. n° 116. 2008. pages 93-125. Documentation française.
• Alberola, Emilie ; Chevallier, Julien ; Chèze, Benoît . Price drivers and structural breaks in European carbon prices 2005-07. Energy Policy. Volume 36. n° 2. 2008. pages 787-797. Elsevier. DOI http://dx.doi.org/10.1016/j.enpol.2007.10.029.

Book chapters

• Chevallier, Julien . Emissions trading. Philander, S. George. Encyclopedia of global warming and climate change. Los Angeles. 2008.

Conference Contributions

• Alberola, Emilie ; Chevallier, Julien ; Chèze, Benoît . Disentangling the Effects of EU Industrial Production and CO2 Emissions on Carbon Prices. ENVECON 2008. Londres. Royaume-Uni. 2008.

2007

Conference Contributions

• Chevallier, Julien ; Alberola, Emilie ; Chèze, Benoît . European carbon prices fundamentals in 2005-2007: the effects of energy markets, temperatures and sectorial production. Royal Economic Society third PhD Presentation Meeting. London. Royaume-Uni. 2008.

2006

Conference Contributions

• Chevallier, Julien . Intertemporal Emissions Trading and Allocation Rules: Gainers, Losers and the Spectre of Market Power. Workshop Permit Trading in Different Applications 2006. Halle-Wittenberg. Allemagne. 2006.
• Chevallier, Julien . A differential game of intertemporal emissions trading with market power. 56ème Congrès annuel de l'AFSE (Association Française de Science Economique). Paris. France. 2007.