World's Best Scientists 2026 revealed!
Julien Chevallier

Julien Chevallier

D-Index & Metrics

Economics and Finance

D-Index
53
Citations
9310
World Ranking
1201
National Ranking
28

Overview

Julien Chevallier is affiliated with Paris 8 University in France and has contributed extensively to research in the fields of Economics, Econometrics, and Finance. Their work intersects various subfields including Economics and Econometrics, Finance, Renewable Energy, Sustainability and the Environment, General Economics, Econometrics and Finance, and Global and Planetary Change.

Their research covers multiple topics, reflecting a diverse academic interest and expertise:

  • Market Dynamics and Volatility
  • Energy, Environment, Economic Growth
  • Global Energy and Sustainability Research
  • Financial Risk and Volatility Modeling
  • Energy, Environment, and Transportation Policies
  • Climate Change Policy and Economics
  • Complex Systems and Time Series Analysis

Julien Chevallier's recent publications include:

  • "Green finance and the restructuring of the oil-gas-coal business model under carbon asset stranding constraints," 2020, published in Energy Policy
  • "COVID-19 Pandemic and Financial Contagion," 2020, published in Journal of Risk and Financial Management

The scientist frequently publishes in specific academic venues, with multiple contributions to:

  • Journal of Risk and Financial Management
  • Commodities
  • SSRN Electronic Journal
  • Energy Economics
  • Energy Policy

Julien Chevallier collaborates regularly with several coauthors, notably:

  • Yigang Wei
  • Bilel Sanhaji
  • Stéphane Goutte
  • Khaled Guesmi
  • Yelin Wang

Their interdisciplinary approach combines elements from economics, finance, and environmental studies, emphasizing topics related to energy sustainability and financial volatility. This multidisciplinary perspective is apparent in their contributions to understanding market dynamics in the context of environmental and economic challenges.

Best Publications

  • Price drivers and structural breaks in European carbon prices 2005–2007

    Emilie Alberola;Julien Chevallier;Benoıˆt Chèze

  • Carbon futures and macroeconomic risk factors: a view from the EU ETS

    Julien Chevallier

  • European Carbon Prices and Banking Restrictions: Evidence from Phase I (2005-2007)

    Emilie Alberola;Julien Pierre Chevallier

  • A model of carbon price interactions with macroeconomic and energy dynamics

    Julien Chevallier

  • The effect of corruption on carbon dioxide emissions in APEC countries: A panel quantile regression analysis

    Yue-Jun Zhang;Yan-Lin Jin;Julien Chevallier;Bo Shen

  • Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing

    Frédéric Branger;Philippe Quirion;Julien Chevallier

  • EUA and sCER Phase II Price Drivers: Unveiling the reasons for the existence of the EUA-sCER spread

    Maria Mansanet-Bataller;Julien Chevallier;Morgan Hervé-Mignucci;Emilie Alberola

  • The EU emissions trading scheme: The effects of industrial production and CO2 emissions on carbon prices

    Emilie Alberola;Julien Chevallier;Benoît Chèze

  • Price drivers and structural breaks in European carbon prices 2005-07

    Emilie Alberola;Julien Chevallier;Benoît Chèze

  • Emissions Compliances and Carbon Prices under the EU ETS: A Country Specific Analysis of Industrial Sectors

    Emilie Alberola;Julien Chevallier;Benoît Chèze

  • “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets

    Yue-Jun Zhang;Julien Chevallier;Khaled Guesmi

  • Detecting Instability in the Volatility of Carbon Prices

    Julien Chevallier

  • On the nonlinear relationship between energy use and CO2 emissions within an EKC framework: Evidence from panel smooth transition regression in the MENA region

    Nidhaleddine Ben Cheikh;Younes Ben Zaied;Julien Chevallier

  • Carbon Price Analysis Using Empirical Mode Decomposition

    Bangzhu Zhu;Ping Wang;Julien Chevallier;Yiming Wei

  • Risk aversion and institutional information disclosure on the European carbon market: a case-study of the 2006 compliance event

    Julien Chevallier;Florian Ielpo;Ludovic Mercier

  • Time-varying correlations in oil, gas and CO2 prices: an application using BEKK, CCC and DCC-MGARCH models

    Julien Chevallier

  • Multilayer information spillover networks analysis of China’s financial institutions based on variance decompositions

    Gang-Jin Wang;Yang-Yang Chen;Hui-Bin Si;Chi Xie

  • Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market

    Bangzhu Zhu;Shujiao Ma;Rui Xie;Julien Chevallier

  • Forecasting world and regional aviation jet fuel demands to the mid-term (2025)

    Benoît Chèze;Pascal Gastineau;Julien Chevallier

  • Forecasting carbon price using a multi-objective least squares support vector machine with mixture kernels

    Bangzhu Zhu;Bangzhu Zhu;Shunxin Ye;Ping Wang;Julien Chevallier

  • Can China achieve its carbon intensity target by 2020 while sustaining economic growth

    Bangzhu Zhu;Kefan Wang;Julien Chevallier;Ping Wang

  • Including intangible costs into the cost-of-illness approach: a method refinement illustrated based on the PM2.5 economic burden in China.

    Bangzhu Zhu;Bangzhu Zhu;Runzhi Pang;Julien Chevallier;Yi-Ming Wei

Frequent Co-Authors

Yi-Ming Wei
Yi-Ming Wei Beijing Institute of Technology
Khaled Guesmi
Khaled Guesmi Paris School of Business
Erik Delarue
Erik Delarue KU Leuven
Derek W. Bunn
Derek W. Bunn London Business School
Feng Ma
Feng Ma Southwest Jiaotong University
Yue-Jun Zhang
Yue-Jun Zhang Hunan University
Philippe Quirion
Philippe Quirion Centre national de la recherche scientifique, CNRS
Gazi Salah Uddin
Gazi Salah Uddin Linköping University
Aviral Kumar Tiwari
Aviral Kumar Tiwari Indian Institute of Management Bodh Gaya

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