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Details about Benoît Sévi

Homepage:https://sites.google.com/site/benoitsevi/
Workplace:Laboratoire d'Économie et de Management de Nantes-Atlantique (LEMNA) (Nantes-Antlantic Economics and Management Laboratory), Institut d'Économie et de Management de Nantes (IAE) (Nantes Institute of Economics and Management), Université de Nantes (University of Nantes), (more information at EDIRC)

Access statistics for papers by Benoît Sévi.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: psv31


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Working Papers

2019

  1. Informed Trading in the WTI Oil Futures Market
    Post-Print, HAL View citations (1)
    Also in Post-Print, HAL (2017)
    Post-Print, HAL (2017)
    Post-Print, HAL (2017)
    Post-Print, HAL (2016)
    Post-Print, HAL (2015)

2018

  1. Futures Trading and the Excess Co-movement of Commodity Prices
    Post-Print, HAL Downloads View citations (17)
    Also in AMSE Working Papers, Aix-Marseille School of Economics, France (2013) Downloads View citations (8)
    Working Papers, HAL (2013) Downloads View citations (11)
    Post-Print, HAL (2013) Downloads View citations (11)
    Working Papers, Department of Research, Ipag Business School (2013) Downloads View citations (11)
  2. Information privée sur les marchés du pétrole: le cas des annonces de stocks de brut aux Etats-Unis
    Post-Print, HAL
  3. Informed trading in oil futures markets: closing conference
    Post-Print, HAL

2017

  1. Fundamental and Financial Influences on the Co-movement of Oil and Gas prices
    Post-Print, HAL Downloads View citations (19)
    See also Journal Article Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices, The Energy Journal, International Association for Energy Economics (2017) Downloads View citations (18) (2017)
  2. Informed trading in oil futures markets
    Post-Print, HAL
    Also in Post-Print, HAL (2017)
    Working Papers, Grenoble Applied Economics Laboratory (GAEL) (2016) Downloads
    ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM) (2016) Downloads
    Working Papers, Fondazione Eni Enrico Mattei (2016) Downloads
    Working Papers, HAL (2016) Downloads
  3. The contribution of jumps to forecasting the density of returns
    Documents de travail du Centre d'Economie de la Sorbonne, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne Downloads
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017) Downloads

2016

  1. The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India, Applied Economics, Taylor & Francis Journals (2017) Downloads View citations (9) (2017)

2014

  1. A fear index to predict oil futures returns
    Working Papers, Department of Research, Ipag Business School Downloads View citations (31)
    Also in Post-Print, HAL (2014) View citations (5)
    Working Papers, Fondazione Eni Enrico Mattei (2013) Downloads View citations (6)
    Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2013) Downloads View citations (7)
  2. Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
    Working Papers, Department of Research, Ipag Business School Downloads
    See also Journal Article Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps, Economic Modelling, Elsevier (2015) Downloads View citations (12) (2015)
  3. Forecasting the volatility of crude oil futures using intraday data
    Post-Print, HAL View citations (107)
    Also in Working Papers, Department of Research, Ipag Business School (2014) Downloads View citations (135)

    See also Journal Article Forecasting the volatility of crude oil futures using intraday data, European Journal of Operational Research, Elsevier (2014) Downloads View citations (155) (2014)
  4. On the Stochastic Properties of Carbon Futures Prices
    Post-Print, HAL View citations (13)
    Also in Working Papers, HAL (2012) Downloads

    See also Journal Article On the Stochastic Properties of Carbon Futures Prices, Environmental & Resource Economics, Springer (2014) Downloads View citations (24) (2014)

2013

  1. An empirical analysis of the downside risk-return trade-off at daily frequency
    Post-Print, HAL View citations (3)
    See also Journal Article An empirical analysis of the downside risk-return trade-off at daily frequency, Economic Modelling, Elsevier (2013) Downloads View citations (7) (2013)
  2. Citizen's participation in permit markets and social welfare under uncertainty
    Post-Print, HAL View citations (2)
  3. Decreasing R&D expenditures in the European energy industry and deregulation
    Post-Print, HAL
  4. The explanatory power of signed jumps for the risk-return tradeoff
    Post-Print, HAL
    See also Journal Article The explanatory power of signed jumps for the risk-return tradeoff, Economics Bulletin, AccessEcon (2013) Downloads (2013)

2011

  1. On the volatility-volume relationship in energy futures markets using intraday data
    EconomiX Working Papers, University of Paris Nanterre, EconomiX Downloads View citations (1)
    See also Journal Article On the volatility–volume relationship in energy futures markets using intraday data, Energy Economics, Elsevier (2012) Downloads View citations (39) (2012)
  2. Options introduction and volatility in the EU ETS
    Working Papers, Chaire Economie du climat Downloads View citations (21)
    Also in Working Papers, HAL (2009) Downloads View citations (3)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2009) Downloads View citations (3)

    See also Journal Article Options introduction and volatility in the EU ETS, Resource and Energy Economics, Elsevier (2011) Downloads View citations (24) (2011)

2009

  1. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting
    Working Papers, Fondazione Eni Enrico Mattei Downloads View citations (5)
    Also in Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM) (2009) Downloads View citations (1)
    Working Papers, HAL (2009) Downloads View citations (2)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2009) Downloads View citations (1)

    See also Journal Article On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting, Annals of Finance, Springer (2011) Downloads View citations (18) (2011)

2008

  1. On the non-convergence of energy intensities: evidence from a pair-wise econometric approach
    Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1 Downloads View citations (3)
    See also Journal Article On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach, Ecological Economics, Elsevier (2010) Downloads View citations (59) (2010)
  2. Volatility transmission and volatility impulse response functions in European electricity forward markets
    Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1 Downloads View citations (3)
    See also Journal Article Volatility transmission and volatility impulse response functions in European electricity forward markets, Energy Economics, Elsevier (2010) Downloads View citations (41) (2010)

2007

  1. Préférences par rapport au risque et marchés à terme: le cas d’une quantité incertaine
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) Downloads
    See also Journal Article Préférences par rapport au risque et marchés à terme: le cas d'une quantité incertaine, Recherches économiques de Louvain, De Boeck Université (2007) Downloads (2007)
  2. The impact of uncertainty on banking behavior: evidence from the US sulfur dioxide emissions allowance trading program
    Post-Print, HAL

2006

  1. Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program
    Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1 Downloads View citations (2)

2005

  1. Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program
    ERSA conference papers, European Regional Science Association Downloads
  2. Dérégulation et R&D dans le secteur énergétique européen
    Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1 Downloads

2004

  1. Consequences of Electricity Restructuring on the Environment: a Survey
    Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1 Downloads
  2. On the exact minimum variance hedge of an un- certain quantity with flexibility
    Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1 Downloads
  3. The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks
    Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1 Downloads

2003

  1. Cross Hedging and Liquidity: a note
    Cahiers du CREDEN (CREDEN Working Papers), CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1 Downloads

Journal Articles

2017

  1. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices
    The Energy Journal, 2017, Volume 38, (Number 2) Downloads View citations (18)
    See also Working Paper Fundamental and Financial Influences on the Co-movement of Oil and Gas prices, Post-Print (2017) Downloads View citations (19) (2017)
  2. The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India
    Applied Economics, 2017, 49, (40), 4083-4098 Downloads View citations (9)
    See also Working Paper The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India, MPRA Paper (2016) Downloads (2016)

2016

  1. Symposium Editorial: Recent issues in the analysis of energy prices
    European Journal of Comparative Economics, 2016, 13, (1), 63-65 Downloads

2015

  1. Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
    Economic Modelling, 2015, 44, (C), 243-251 Downloads View citations (12)
    See also Working Paper Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps, Working Papers (2014) Downloads (2014)

2014

  1. Forecasting the volatility of crude oil futures using intraday data
    European Journal of Operational Research, 2014, 235, (3), 643-659 Downloads View citations (155)
    See also Working Paper Forecasting the volatility of crude oil futures using intraday data, Post-Print (2014) View citations (107) (2014)
  2. On the Stochastic Properties of Carbon Futures Prices
    Environmental & Resource Economics, 2014, 58, (1), 127-153 Downloads View citations (24)
    See also Working Paper On the Stochastic Properties of Carbon Futures Prices, Post-Print (2014) View citations (13) (2014)

2013

  1. An empirical analysis of the downside risk-return trade-off at daily frequency
    Economic Modelling, 2013, 31, (C), 189-197 Downloads View citations (7)
    See also Working Paper An empirical analysis of the downside risk-return trade-off at daily frequency, Post-Print (2013) View citations (3) (2013)
  2. The explanatory power of signed jumps for the risk-return tradeoff
    Economics Bulletin, 2013, 33, (2), 1029-1046 Downloads
    See also Working Paper The explanatory power of signed jumps for the risk-return tradeoff, Post-Print (2013) (2013)

2012

  1. A reassessment of the risk-return tradeoff at the daily horizon
    Economics Bulletin, 2012, 32, (1), 190-203 Downloads View citations (1)
  2. Empirical bias in intraday volatility measures
    Finance Research Letters, 2012, 9, (4), 231-237 Downloads View citations (4)
  3. Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta
    Energy Policy, 2012, 51, (C), 569-577 Downloads View citations (5)
  4. On the volatility–volume relationship in energy futures markets using intraday data
    Energy Economics, 2012, 34, (6), 1896-1909 Downloads View citations (39)
    See also Working Paper On the volatility-volume relationship in energy futures markets using intraday data, EconomiX Working Papers (2011) Downloads View citations (1) (2011)

2011

  1. Brownian motion vs. pure-jump processes for individual stocks
    Economics Bulletin, 2011, 31, (4), 3138-3152 Downloads View citations (1)
  2. Macro factors in oil futures returns
    International Economics, 2011, (126-127), 13–38 Downloads View citations (3)
  3. On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting
    Annals of Finance, 2011, 7, (1), 1-29 Downloads View citations (18)
    See also Working Paper On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting, Working Papers (2009) Downloads View citations (5) (2009)
  4. Options introduction and volatility in the EU ETS
    Resource and Energy Economics, 2011, 33, (4), 855-880 Downloads View citations (24)
    See also Working Paper Options introduction and volatility in the EU ETS, Working Papers (2011) Downloads View citations (21) (2011)

2010

  1. Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers
    Revue économique, 2010, 61, (3), 407-419 Downloads
  2. On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach
    Ecological Economics, 2010, 69, (3), 641-650 Downloads View citations (59)
    See also Working Paper On the non-convergence of energy intensities: evidence from a pair-wise econometric approach, Cahiers du CREDEN (CREDEN Working Papers) (2008) Downloads View citations (3) (2008)
  3. The newsvendor problem under multiplicative background risk
    European Journal of Operational Research, 2010, 200, (3), 918-923 Downloads View citations (4)
  4. Volatility transmission and volatility impulse response functions in European electricity forward markets
    Energy Economics, 2010, 32, (4), 758-770 Downloads View citations (41)
    See also Working Paper Volatility transmission and volatility impulse response functions in European electricity forward markets, Cahiers du CREDEN (CREDEN Working Papers) (2008) Downloads View citations (3) (2008)
  5. What trends in energy efficiencies? Evidence from a robust test
    Energy Economics, 2010, 32, (3), 702-708 Downloads View citations (2)

2007

  1. Préférences par rapport au risque et marchés à terme: le cas d'une quantité incertaine
    Recherches économiques de Louvain, 2007, 73, (2), 217-228 Downloads
    See also Working Paper Préférences par rapport au risque et marchés à terme: le cas d’une quantité incertaine, Discussion Papers (REL - Recherches Economiques de Louvain) (2007) Downloads (2007)

2006

  1. Ederington's ratio with production flexibility
    Economics Bulletin, 2006, 7, (1), 1-8 Downloads View citations (1)

2005

  1. A special case of self-protection: The choice of a lawyer
    Economics Bulletin, 2005, 4, (6), 1-8 Downloads View citations (3)
 
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