Details about Benoît Sévi

Access statistics for papers by Benoît Sévi.

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

Short-id: psv31

Working Papers

2019

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

2018

2. Futures Trading and the Excess Co-movement of Commodity Prices
   Post-Print, HAL View citations (22)
   Also in Working Papers, Department of Research, Ipag Business School (2013) View citations (11)
   Working Papers, HAL (2013) View citations (11)
   AMSE Working Papers, Aix-Marseille School of Economics, France (2013) View citations (8)
   Post-Print, HAL (2013) View citations (11)
3. Information privée sur les marchés du pétrole: le cas des annonces de stocks de brut aux Etats-Unis
   Post-Print, HAL
4. Informed trading in oil futures markets: closing conference
   Post-Print, HAL

2017

5. Fundamental and Financial Influences on the Co-movement of Oil and Gas prices
   Post-Print, HAL 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) View citations (18) (2017)
6. Informed trading in oil futures markets
   Post-Print, HAL
   Also in Working Papers, Fondazione Eni Enrico Mattei (2016)
   Post-Print, HAL (2017)
   ESP: Energy Scenarios and Policy, Fondazione Eni Enrico Mattei (FEEM) (2016)
   Working Papers, HAL (2016)
   Working Papers, Grenoble Applied Economics Laboratory (GAEL) (2016)
7. 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
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2017)

2016

8. 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
   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) View citations (9) (2017)

2014

9. A fear index to predict oil futures returns
   Working Papers, Department of Research, Ipag Business School View citations (31)
   Also in Energy: Resources and Markets, Fondazione Eni Enrico Mattei (FEEM) (2013) View citations (7)
   Working Papers, Fondazione Eni Enrico Mattei (2013) View citations (6)
   Post-Print, HAL (2014) View citations (5)
10. Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
    Working Papers, Department of Research, Ipag Business School
    See also Journal Article Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps, Economic Modelling, Elsevier (2015) View citations (12) (2015)
11. Forecasting the volatility of crude oil futures using intraday data
    Post-Print, HAL View citations (113)
    Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (138)
    See also Journal Article Forecasting the volatility of crude oil futures using intraday data, European Journal of Operational Research, Elsevier (2014) View citations (159) (2014)
12. On the Stochastic Properties of Carbon Futures Prices
    Post-Print, HAL View citations (13)
    Also in Working Papers, HAL (2012)
    See also Journal Article On the Stochastic Properties of Carbon Futures Prices, Environmental & Resource Economics, Springer (2014) View citations (27) (2014)

2013

13. 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) View citations (7) (2013)
14. Citizen's participation in permit markets and social welfare under uncertainty
    Post-Print, HAL View citations (2)
15. Decreasing R&D expenditures in the European energy industry and deregulation
    Post-Print, HAL
16. 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) (2013)

2011

17. On the volatility-volume relationship in energy futures markets using intraday data
    EconomiX Working Papers, University of Paris Nanterre, EconomiX View citations (1)
    See also Journal Article On the volatility–volume relationship in energy futures markets using intraday data, Energy Economics, Elsevier (2012) View citations (42) (2012)
18. Options introduction and volatility in the EU ETS
    Working Papers, Chaire Economie du climat View citations (22)
    Also in Working Papers, HAL (2009) View citations (3)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2009) View citations (3)
    See also Journal Article Options introduction and volatility in the EU ETS, Resource and Energy Economics, Elsevier (2011) View citations (25) (2011)

2009

19. On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting
    Working Papers, Fondazione Eni Enrico Mattei View citations (5)
    Also in Working Papers, HAL (2009) View citations (2)
    Sustainable Development Papers, Fondazione Eni Enrico Mattei (FEEM) (2009) View citations (1)
    EconomiX Working Papers, University of Paris Nanterre, EconomiX (2009) 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) View citations (18) (2011)

2008

20. 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 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) View citations (59) (2010)
21. 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 View citations (3)
    See also Journal Article Volatility transmission and volatility impulse response functions in European electricity forward markets, Energy Economics, Elsevier (2010) View citations (42) (2010)

2007

22. 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)
    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) (2007)
23. The impact of uncertainty on banking behavior: evidence from the US sulfur dioxide emissions allowance trading program
    Post-Print, HAL

2006

24. 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 View citations (2)

2005

25. Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program
    ERSA conference papers, European Regional Science Association
26. 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

2004

27. 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
28. 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
29. 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

2003

30. 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

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) View citations (18)
   See also Working Paper Fundamental and Financial Influences on the Co-movement of Oil and Gas prices, Post-Print (2017) 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 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) (2016)

2016

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

2015

4. Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
   Economic Modelling, 2015, 44, (C), 243-251 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) (2014)

2014

5. Forecasting the volatility of crude oil futures using intraday data
   European Journal of Operational Research, 2014, 235, (3), 643-659 View citations (159)
   See also Working Paper Forecasting the volatility of crude oil futures using intraday data, Post-Print (2014) View citations (113) (2014)
6. On the Stochastic Properties of Carbon Futures Prices
   Environmental & Resource Economics, 2014, 58, (1), 127-153 View citations (27)
   See also Working Paper On the Stochastic Properties of Carbon Futures Prices, Post-Print (2014) View citations (13) (2014)

2013

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

2012

9. A reassessment of the risk-return tradeoff at the daily horizon
   Economics Bulletin, 2012, 32, (1), 190-203 View citations (1)
10. Empirical bias in intraday volatility measures
    Finance Research Letters, 2012, 9, (4), 231-237 View citations (4)
11. Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta
    Energy Policy, 2012, 51, (C), 569-577 View citations (5)
12. On the volatility–volume relationship in energy futures markets using intraday data
    Energy Economics, 2012, 34, (6), 1896-1909 View citations (42)
    See also Working Paper On the volatility-volume relationship in energy futures markets using intraday data, EconomiX Working Papers (2011) View citations (1) (2011)

2011

13. Brownian motion vs. pure-jump processes for individual stocks
    Economics Bulletin, 2011, 31, (4), 3138-3152 View citations (1)
14. Macro factors in oil futures returns
    International Economics, 2011, (126-127), 13–38 View citations (3)
15. 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 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) View citations (5) (2009)
16. Options introduction and volatility in the EU ETS
    Resource and Energy Economics, 2011, 33, (4), 855-880 View citations (25)
    See also Working Paper Options introduction and volatility in the EU ETS, Working Papers (2011) View citations (22) (2011)

2010

17. Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers
    Revue économique, 2010, 61, (3), 407-419
18. On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach
    Ecological Economics, 2010, 69, (3), 641-650 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) View citations (3) (2008)
19. The newsvendor problem under multiplicative background risk
    European Journal of Operational Research, 2010, 200, (3), 918-923 View citations (4)
20. Volatility transmission and volatility impulse response functions in European electricity forward markets
    Energy Economics, 2010, 32, (4), 758-770 View citations (42)
    See also Working Paper Volatility transmission and volatility impulse response functions in European electricity forward markets, Cahiers du CREDEN (CREDEN Working Papers) (2008) View citations (3) (2008)
21. What trends in energy efficiencies? Evidence from a robust test
    Energy Economics, 2010, 32, (3), 702-708 View citations (2)

2007

22. Préférences par rapport au risque et marchés à terme: le cas d'une quantité incertaine
    Recherches économiques de Louvain, 2007, 73, (2), 217-228
    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) (2007)

2006

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

2005

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