Journal papers

2012

Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests

2012, vol.33, pp.79 - 112

Elena Ivona Dumitrescu, Christophe Hurlin, Vinson Pham

Finance

https://hal.parisnanterre.fr/hal-01385901v1

2012

Stratégie environnementale, innovation et mutation des firmes

2012, vol.2, pp.127-154

Blandine Laperche, Gilliane Lefebvre

Innovations - Revue d’économie et de management de l'innovation

https://hal.parisnanterre.fr/hal-01385820v1

2012

Trois questions épineuses à l'arrière-plan des politiques climatiques

2012, pp.21-56

Jean-Philippe Nicolaï, Roger Guesnerie, Fanny Henriet

Annales d'Economie et de Statistique

https://hal.science/hal-03084192v1

2012

Global Imbalances, Cross-Market Linkages, and the Financial Crisis: a Multivariate Markov-Switching Analysis

2012, pp.943-973

Julien Chevallier

Economic Modelling

https://univ-paris8.hal.science/hal-00991665v1

2012

Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS

2012, vol.29, pp.884 - 892

Mohamed El Hedi Arouri, Fredj Jawadi, Duc Khuong Nguyen

Economic Modelling

https://hal.parisnanterre.fr/hal-01410551v1

2011

On the deterrent effect of individual versus collective liability in criminal organizations

2011, vol.2

Laeticia Hauret, Eric Langlais, Carine Sonntag

Journal of Advanced Research in Law & Economics

https://hal.science/hal-05511093v1

2011

Survival, reproduction and congestion: the spaceship problem re-examined

2011, vol.13, pp.233-273

Pierre-André Jouvet, Grégory Ponthière

Journal of Bioeconomics

https://pjse.hal.science/halshs-00754509v1

2011

Well-being in the Paris region: widening regional disparities despite overall improvement

2011, pp.http://www.metropolitiques.eu/Well-being-in-the-Paris-region.html

Lise Bourdeau-Lepage, Elisabeth Tovar

Métropolitiques

https://univ-lyon3.hal.science/hal-00950826v1

2011

Can Islamic Finance Constitute A Solution to Crisis?

2011, vol.3

Hatem Derbel, Taoufik Bouraoui, Neila Dammak

International Journal of Economics and Finance

https://rennes-sb.hal.science/hal-04013037v1

2011

Immigration et sécurité : réflexions sur le sentiment d’appartenance et l’assimilation à travers le modèle français

2011, pp.7-21

Yves Roucaute

Cahiers de la Sécurité

https://hal.science/hal-05324386v1

2011

Security of supply and retail competition in the European gas market.

2011, vol.39, pp.4077-4088

Ibrahim Abada, Olivier Massol

Energy Policy

https://hal.science/hal-04912932v1

2011

Unemployment equilibrium and economic policy in mixed markets

2011, vol.28, pp.1931-1940

Ludovic Julien

Economic Modelling

https://hal.science/hal-05758772v1

2011

A GENERALIZED OLIGOPOLY MODEL WITH CONJECTURAL VARIATIONS

2011, vol.62, pp.411-433

Ludovic Julien, Olivier Musy

Metroeconomica

https://hal.science/hal-05758800v1

2011

World Consistent Equilibrium Exchange Rates

2011, vol.25, pp.12-32

Agnès Bénassy-Quéré, Amina Lahrèche-Révil, Valérie Mignon

Journal of the Japanese and International Economies

https://hal.science/hal-00634788v1

2011

Les effets de la crise des subprimes sur le marché financier mexicain

2011, vol.62, pp.461-470

Gilles Dufrénot, Valérie Mignon, Anne Peguin-Feissolle

Revue Economique

https://shs.hal.science/halshs-00595338v1

2011

Bien-être en Île-de-France : derrière une hausse générale, des disparités territoriales croissantes

2011, pp.http://www.metropolitiques.eu/Bien-etre-en-Ile-de-France.html

Lise Bourdeau-Lepage, Elisabeth Tovar

Métropolitiques

https://univ-lyon3.hal.science/hal-00950828v1

2011

Responsabilité civile et contrôle des activités représentant des risques mal connus

2011, vol.Vol. 62, pp.589-598

Éric Langlais

Revue Economique

https://hal.science/hal-05511075v1

2011

On the impact of inflation on output growth: Does the level of inflation matter?

2011, vol.33, pp.455-464

Antonia López-Villavicencio, Valérie Mignon

Journal of Macroeconomics

https://hal.science/hal-05455695v1

2011

Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets

2011, pp.1

Fredj Jawadi, Georges Prat

Applied Economics

https://hal.science/hal-00677631v1

2011

MARKET PRICE MECHANISMS AND STACKELBERG GENERAL EQUILIBRIA: AN EXAMPLE

2011, vol.64, pp.239-252

Ludovic Julien, Fabrice Tricou

Bulletin of Economic Research

https://hal.science/hal-05758767v1

2011

A note on Stackelberg competition

2011, vol.103, pp.171-187

Ludovic Julien

Journal of Economics

https://hal.science/hal-05758793v1

2011

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

2011, pp.0-0

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

Energy Policy

https://univ-paris8.hal.science/hal-00991939v1

2011

Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model

2011, vol.28, pp.557-567

Julien Chevallier

Economic Modelling

https://univ-paris8.hal.science/hal-00991961v1

2011

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

2011, vol.39, pp.pp. 5147-5158

Benoît Chèze, Pascal Gastineau, Julien Chevallier

Energy Policy

https://hal.science/hal-00990189v1

2011

Options introduction and volatility in the EU ETS

2011, vol.33, pp.855-880

Julien Chevallier, Yannick Le Pen, Benoît Sévi

Resource and Energy Economics

https://univ-paris8.hal.science/hal-00991848v1

2011

Mutual support in games: Some properties of Berge equilibria

2011, vol.55, pp.166-175

A.M. Colman, T.W. Körner, O. Musy, T. Tazdaït

Journal of Mathematical Psychology

https://enpc.hal.science/hal-00716357v1

2011

Regulators as Reflexive governance Platforms

2011, vol.12, pp.194-209

E. Brousseau

Competition and Regulation in Network Industries

https://shs.hal.science/halshs-00672624v1

2011

Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models

2011, pp.0-0

Julien Chevallier

Economic Modelling

https://univ-paris8.hal.science/hal-00991705v1

2011

Nonparametric modeling of carbon prices

2011, pp.0-0

Julien Chevallier

Energy Economics

https://univ-paris8.hal.science/hal-00991911v1

2011

On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics, and Forecasting

2011, pp.1-29

Julien Chevallier, Benoît Sévi

Annals of Finance

https://univ-paris8.hal.science/hal-00991964v1

Browse all our scientific publications

Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests

Stratégie environnementale, innovation et mutation des firmes

Trois questions épineuses à l'arrière-plan des politiques climatiques

Global Imbalances, Cross-Market Linkages, and the Financial Crisis: a Multivariate Markov-Switching Analysis

Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS

On the deterrent effect of individual versus collective liability in criminal organizations

Survival, reproduction and congestion: the spaceship problem re-examined

Well-being in the Paris region: widening regional disparities despite overall improvement

Can Islamic Finance Constitute A Solution to Crisis?

Immigration et sécurité : réflexions sur le sentiment d’appartenance et l’assimilation à travers le modèle français

Security of supply and retail competition in the European gas market.

Unemployment equilibrium and economic policy in mixed markets

A GENERALIZED OLIGOPOLY MODEL WITH CONJECTURAL VARIATIONS

World Consistent Equilibrium Exchange Rates

Les effets de la crise des subprimes sur le marché financier mexicain

Bien-être en Île-de-France : derrière une hausse générale, des disparités territoriales croissantes

Responsabilité civile et contrôle des activités représentant des risques mal connus

On the impact of inflation on output growth: Does the level of inflation matter?

Arbitrage Costs and Nonlinear Adjustment in the G7 Stock Markets

MARKET PRICE MECHANISMS AND STACKELBERG GENERAL EQUILIBRIA: AN EXAMPLE

A note on Stackelberg competition

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

Macroeconomics, finance, commodities: Interactions with carbon markets in a data-rich model

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

Options introduction and volatility in the EU ETS

Mutual support in games: Some properties of Berge equilibria

Regulators as Reflexive governance Platforms

Evaluating the carbon-macroeconomy relationship: Evidence from threshold vector error-correction and Markov-switching VAR models

Nonparametric modeling of carbon prices

On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics, and Forecasting