Julien Chevallier

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2025 J jnl
Forecasting carbon market volatility with big data.
Ann. Oper. Res.
Bangzhu Zhu, Chunzhuo Wan, Ping Wang, Julien Chevallier
2023 J jnl
A hybrid intelligent framework for forecasting short-term hourly wind speed based on machine learning.
Expert Syst. Appl.
Yelin Wang, Ping Yang, Shunyu Zhao, Julien Chevallier, Qingtai Xiao
2023 J jnl
Correction to: New theoretical ISM‑K2 Bayesian network model for evaluating vaccination effectiveness.
J. Ambient Intell. Humaniz. Comput.
Xiaoliang Xie, Bingqi Xie, Dan Xiong, Muzhou Hou, Jinxia Zuo, Guo Wei, Julien Chevallier
2023 J jnl
New theoretical ISM-K2 Bayesian network model for evaluating vaccination effectiveness.
J. Ambient Intell. Humaniz. Comput.
Xiaoliang Xie, Bingqi Xie, Dan Xiong, Muzhou Hou, Jinxia Zuo, Guo Wei, Julien Chevallier
2023 J jnl
Provincial energy and environmental efficiency analysis of Chinese transportation industry with the fixed-sum carbon emission constraint.
Comput. Ind. Eng.
Feng Li, Shiqi Ye, Julien Chevallier, Jinyu Zhang, Gang Kou
2021 J jnl
Numerical solving of the generalized Black-Scholes differential equation using Laguerre neural network.
Digit. Signal Process.
Yinghao Chen, Hanyu Yu, Xiangyu Meng, Xiaoliang Xie, Muzhou Hou, Julien Chevallier
2020 J jnl
Local Gaussian correlations in financial and commodity markets.
Eur. J. Oper. Res.
Quynh Nga Nguyen, Sofiane Aboura, Julien Chevallier, Lyuyuan Zhang, Bangzhu Zhu
2020 J jnl
Theoretical analysis and simulation methods for Hawkes processes and their diffusion approximation.
CoRR
Julien Chevallier, Anna Melnykova, Irene Tubikanec
2019 J jnl
Measuring the risk of European carbon market: an empirical mode decomposition-based value at risk approach.
Ann. Oper. Res.
Bangzhu Zhu, Shunxin Ye, Kaijian He, Julien Chevallier, Rui Xie
2018 J jnl
Uniform decomposition of probability measures: quantization, clustering and rate of convergence.
J. Appl. Probab.
Julien Chevallier
2017 J jnl
Estimation of Lévy-driven Ornstein-Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching.
Ann. Oper. Res.
Julien Chevallier, Stéphane Goutte
2016 J jnl
Self-scheduling of a power generating company: Carbon tax considerations.
Comput. Oper. Res.
Sidong Liu, Julien Chevallier, Bangzhu Zhu
2015 J jnl
Microscopic approach of a time elapsed neural model.
CoRR
Julien Chevallier, María J. Cáceres, Marie Doumic, Patricia Reynaud-Bouret
2013 J jnl
Carbon Price Drivers: An Updated Literature Review.
Int. J. Appl. Logist.
Julien Chevallier