PARIS—Violence erupted Saturday between police and several thousand demonstrators who defied a protest ban and marched down the famous Parisian avenue Champs Elysées, as the country’s interior minister blamed the far-right for the unrest in the French capital.

Clashes broke out in central Paris between protesters—dubbed the gilets jaunes, or yellow vests, after the fluorescent reflective gear they sport—and police in the second weekend of nationwide demonstrations against rising fuel prices and stagnant purchasing power.