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Julien Chevallier

Affiliated Researcher

Education

2012: Tenured Professor in Economics (Agrégation des Universités).
2008: Ph.D. in Economics (with Distinction), Université Paris Nanterre.
2008: Invited Researcher to the Center for Economic Performance, London School of Economics.
2005: M.Sc. in Economics, University of London, UK: The London School of Economics and Political Science.
2005: Alumnus of the Ecole Normale Supérieure de Cachan (Grande Ecole), Department of economics and management.
2004: Agrégation Externe in Economics and Management, Higher Education System.
2003: Diploma from the Institut d’Etudes Politiques (Sciences Po), Université de Strasbourg
2003: B.A. in Economics, Université Pierre-Mendès-France Grenoble

Research Areas

Cryptocurrencies, Empirical Finance, Applied Time-Series Econometrics, Commodity Markets

Teaching Areas

Alternative investments

Contact

Email: julien.chevallier@ipag.fr
Phone:+33 1 5363 3600
Campus: Paris


DR. JULIEN CHEVALLIER is a Professor of Economics (Professeur des Universités) at University Paris VIII, Affiliated Professor of Commodity Markets at IPAG Business School (IPAG Lab) and Director of the MSc Money, Banking, Finance & Insurance. He undertakes research and lectures on empirical finance, applied time-series econometrics, and commodity markets. Dr. Chevallier received his Ph.D. in Economics from the University Paris Nanterre in 2008, and his M.Sc. in Economics from the London School of Economics in 2005. Dr. Chevallier has previously held visiting research positions at the Imperial College Business School (London), at the Centre for Economic Performance (London School of Economics), at Georgetown University, and at the World Bank (Washington DC). Dr. Chevallier is the author of the book Econometric Analysis of Carbon Markets (Springer), as well as the co-author of the Book The Economics of Commodity Markets (Wiley Finance). He has published articles in leading refereed journals, including the Journal of Empirical Finance; Quantitative Finance; Journal of Forecasting; Journal of International Financial Markets; Institutions & Money; European Journal of Operational Research and Annals of Operations Research. His latest book (co-authored) is entitled Pricing and Forecasting Carbon Markets (Springer, 2017).


Nguyen, Q.N., Aboura, S., Chevallier, J., Zhang, L., et Zhu, B. 2020. Local Gaussian correlations in financial and commodity markets. European Journal of Operational Research, 285(1), 306-323

Cheze, B., Chevallier, J., Berghmans, N., Alberola, E. 2020. `On the CO2 Emissions Determinants During the EU ETS Phases I and II: A Plant-level Analysis Merging the EUTL and Platts Power Data’. The Energy Journal, 41(4), 153-183.

Zhu, B., Wang, K., Chevallier, J., Wang, P., et Wei, Y.M. 2015. `Can China achieve its carbon intensity target by 2020 while sustaining economic growth?’. Ecological Economics, 119, 209-216.


2009-present: Professor of Economics (Professeur des Universités, 1st class)

2009-12: Associate Professor of Economics (Maître de Conférences), University Paris Dauphine

2008-09: Post-Doc, Imperial College Business School, London, UK