Access Statistics for Benoît Sévi

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Fear Index to Predict Oil Futures Returns 0 0 0 53 0 1 3 457
A Fear Index to Predict Oil Futures Returns 0 0 0 0 2 3 4 45
A fear index to predict oil futures returns 0 0 0 0 0 0 1 47
A fear index to predict oil futures returns 0 0 0 34 0 0 2 162
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 0 0 0 1 26
Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 51 0 0 2 189
Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 148 0 0 0 646
Citizen's participation in permit markets and social welfare under uncertainty 0 0 0 0 0 0 1 20
Consequences of Electricity Restructuring on the Environment: a Survey 0 0 0 48 0 0 0 425
Cross Hedging and Liquidity: a note 0 0 0 31 0 0 1 136
Decreasing R&D expenditures in the European energy industry and deregulation 0 0 0 0 0 0 0 15
Dérégulation et R&D dans le secteur énergétique européen 0 0 0 27 0 2 7 138
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 41 0 0 5 116
Forecasting the volatility of crude oil futures using intraday data 0 0 0 48 0 1 2 78
Forecasting the volatility of crude oil futures using intraday data 0 0 0 0 0 0 3 96
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 0 0 2 56
Futures Trading and the Excess Co-movement of Commodity Prices 0 0 0 3 0 1 1 74
Futures Trading and the Excess Comovement of Commodity Prices 0 0 0 34 1 1 1 171
Futures Trading and the Excess Comovement of Commodity Prices 0 0 0 74 0 1 5 366
Futures trading and the excess comovement of commodity prices 0 0 0 11 1 1 2 57
Futures trading and the excess comovement of commodity prices 0 0 0 1 0 0 1 63
Information privée sur les marchés du pétrole: le cas des annonces de stocks de brut aux Etats-Unis 0 0 0 0 0 0 1 44
Informed Trading in Oil-Futures Market 0 0 0 10 0 0 0 69
Informed Trading in Oil-Futures Market 0 0 0 17 0 0 0 104
Informed Trading in Oil-Futures Market 0 0 0 12 0 0 1 123
Informed Trading in the WTI Oil Futures Market 0 0 0 0 0 1 4 24
Informed trading in oil futures markets 0 0 0 0 0 0 0 29
Informed trading in oil futures markets 0 0 0 0 0 0 47 119
Informed trading in oil futures markets: closing conference 0 0 0 0 0 0 0 19
Informed trading in oil-futures market 0 0 0 46 0 0 1 114
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 0 11
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 0 17
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 0 11
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 1 9
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 2 14
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 1 2 2 44
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 45 0 0 0 210
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 1 1 2 90
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 0 0 0 34
On the exact minimum variance hedge of an un- certain quantity with flexibility 0 0 0 16 0 0 0 96
On the non-convergence of energy intensities: evidence from a pair-wise econometric approach 0 0 0 63 0 1 2 223
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 3 3 5 167
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 102 0 1 7 314
On the volatility-volume relationship in energy futures markets using intraday data 0 0 1 185 0 0 2 373
Options introduction and volatility in the EU ETS 0 0 0 41 1 1 1 188
Options introduction and volatility in the EU ETS 0 0 0 44 0 0 0 132
Options introduction and volatility in the EU ETS 0 0 0 103 0 1 1 277
Préférences par rapport au risque et marchés à terme: le cas d’une quantité incertaine 0 0 0 8 0 0 0 51
The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks 0 0 0 36 0 0 0 172
The contribution of jumps to forecasting the density of returns 0 0 0 57 0 0 1 44
The contribution of jumps to forecasting the density of returns 0 0 0 39 1 2 2 56
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 0 0 0 1 14
The impact of uncertainty on banking behavior: evidence from the US sulfur dioxide emissions allowance trading program 0 0 0 0 0 0 0 13
The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India 0 0 0 41 0 1 3 96
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 0 175 0 1 1 443
Total Working Papers 0 0 1 1,716 11 26 131 7,127
2 registered items for which data could not be found

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A reassessment of the risk-return tradeoff at the daily horizon 0 0 0 23 0 0 4 131
A special case of self-protection: The choice of a lawyer 0 0 0 4 1 1 3 46
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 27 0 0 2 138
Brownian motion vs. pure-jump processes for individual stocks 0 0 1 60 0 0 4 201
Ederington's ratio with production flexibility 0 0 0 3 1 2 5 70
Empirical bias in intraday volatility measures 0 0 0 17 0 1 2 78
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 7 0 0 3 73
Forecasting the volatility of crude oil futures using intraday data 0 0 1 62 0 1 6 248
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 0 0 30 0 0 0 152
Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta 0 0 0 23 1 2 3 131
Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers 0 0 0 35 0 1 2 118
Macro factors in oil futures returns 0 0 0 3 0 0 0 27
On the Stochastic Properties of Carbon Futures Prices 0 0 0 16 0 0 3 77
On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach 0 0 1 43 0 1 3 184
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 0 0 3 158
On the volatility–volume relationship in energy futures markets using intraday data 1 1 2 70 1 3 5 246
Options introduction and volatility in the EU ETS 0 0 0 20 1 1 2 127
Préférences par rapport au risque et marchés à terme: le cas d'une quantité incertaine 0 0 0 2 0 1 1 69
Symposium Editorial: Recent issues in the analysis of energy prices 0 0 0 2 0 0 2 25
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 31 0 0 2 151
The newsvendor problem under multiplicative background risk 0 0 0 8 0 0 1 54
The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India 0 0 0 9 0 1 1 40
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 1 1 59 0 1 5 219
What trends in energy efficiencies? Evidence from a robust test 0 0 0 16 0 0 1 79
Total Journal Articles 1 2 6 600 5 16 63 2,842

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Statistics updated 2025-06-06