What is he best known for?
The fields of study he is best known for:
- Statistics
- Finance
- Macroeconomics
Econometrics, Emissions trading, Financial economics, Carbon price and Futures contract are his primary areas of study.
When carried out as part of a general Econometrics research project, his work on Volatility, Autoregressive conditional heteroskedasticity and Volatility swap is frequently linked to work in Lag and Carbon market, therefore connecting diverse disciplines of study.
Emissions trading is intertwined with Spot contract, International economics, Overtime, Pilot phase and Allowance in his study.
His Spot contract research is multidisciplinary, incorporating perspectives in Production, Commerce and Economy.
In his research, Julien Chevallier performs multidisciplinary study on Financial economics and Event.
The study incorporates disciplines such as Event, Stock market index and Actuarial science in addition to Futures contract.
His most cited work include:
- Price drivers and structural breaks in European carbon prices 2005–2007 (431 citations)
- Carbon futures and macroeconomic risk factors: A view from the EU ETS (213 citations)
- Carbon futures and macroeconomic risk factors: A view from the EU ETS (213 citations)
What are the main themes of his work throughout his whole career to date?
The scientist’s investigation covers issues in Econometrics, Emissions trading, Futures contract, Financial economics and Volatility.
In the field of Econometrics, his study on Realized variance and Autoregressive conditional heteroskedasticity overlaps with subjects such as Carbon price.
His Emissions trading research integrates issues from Clean Development Mechanism and Kyoto Protocol.
Julien Chevallier has researched Futures contract in several fields, including Speculation and Factor analysis.
His study in Financial economics is interdisciplinary in nature, drawing from both Financial crisis and Interest rate.
His work in the fields of Volatility swap and Implied volatility overlaps with other areas such as Surprise.
He most often published in these fields:
- Econometrics (31.16%)
- Emissions trading (24.93%)
- Futures contract (19.58%)
What were the highlights of his more recent work (between 2017-2021)?
- Econometrics (31.16%)
- Volatility (18.10%)
- Monetary economics (10.98%)
In recent papers he was focusing on the following fields of study:
His primary scientific interests are in Econometrics, Volatility, Monetary economics, Financial market and Autoregressive conditional heteroskedasticity.
Julien Chevallier has included themes like Energy intensity, Futures contract and Markov chain in his Econometrics study.
His Volatility research incorporates themes from Covariance, Quantile, Investment strategy, Mathematical finance and Spot contract.
His studies deal with areas such as Financial contagion, Diversification, Volume and Debt as well as Monetary economics.
His Autoregressive conditional heteroskedasticity study incorporates themes from Financial crisis and Conditional dependence.
His work often combines Financial economics and Emissions trading studies.
Between 2017 and 2021, his most popular works were:
- Achieving the carbon intensity target of China: A least squares support vector machine with mixture kernel function approach (41 citations)
- Including Intangible Costs Into the Cost-Of-Illness Approach: A Method Refinement Illustrated Based on the PM 2.5 Economic Burden in China (28 citations)
- Allocating provincial CO2 quotas for the Chinese national carbon program (24 citations)
In his most recent research, the most cited papers focused on:
- Statistics
- Finance
- Microeconomics
His primary areas of study are Econometrics, Autoregressive conditional heteroskedasticity, Volatility, Energy intensity and Copula.
In the subject of general Econometrics, his work in Conditional dependence is often linked to Carbon price and World economy, thereby combining diverse domains of study.
His Autoregressive conditional heteroskedasticity research is under the purview of Financial economics.
His work deals with themes such as Investment strategy, Predictability and Spot contract, which intersect with Volatility.
His Spot contract research incorporates elements of Financial market and Monetary economics.
His Copula research includes themes of Relative price and Financial crisis.
This overview was generated by a machine learning system which analysed the scientist’s
body of work. If you have any feedback, you can
contact us
here.
