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 0 1 3 8 50
A Fear Index to Predict Oil Futures Returns 0 0 0 53 2 2 4 460
A fear index to predict oil futures returns 0 0 0 34 5 9 12 173
A fear index to predict oil futures returns 0 0 0 0 2 5 5 52
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 0 0 2 2 28
Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 51 2 3 4 192
Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 148 0 5 5 651
Citizen's participation in permit markets and social welfare under uncertainty 0 0 0 0 1 1 2 21
Consequences of Electricity Restructuring on the Environment: a Survey 0 0 0 48 0 1 1 426
Cross Hedging and Liquidity: a note 0 0 1 32 0 1 3 138
Decreasing R&D expenditures in the European energy industry and deregulation 0 0 0 0 0 1 1 16
Dérégulation et R&D dans le secteur énergétique européen 0 0 0 27 2 3 6 142
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 41 0 0 4 117
Forecasting the volatility of crude oil futures using intraday data 0 0 0 48 0 2 4 81
Forecasting the volatility of crude oil futures using intraday data 0 0 0 0 1 1 4 100
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 1 2 2 58
Futures Trading and the Excess Co-movement of Commodity Prices 0 0 0 3 0 2 3 76
Futures Trading and the Excess Comovement of Commodity Prices 0 0 0 34 1 2 4 174
Futures Trading and the Excess Comovement of Commodity Prices 0 1 1 75 3 6 10 374
Futures trading and the excess comovement of commodity prices 0 0 0 11 3 4 6 62
Futures trading and the excess comovement of commodity prices 0 0 0 1 2 7 7 70
Information privée sur les marchés du pétrole: le cas des annonces de stocks de brut aux Etats-Unis 0 0 0 0 1 2 4 47
Informed Trading in Oil-Futures Market 0 0 1 18 4 7 9 113
Informed Trading in Oil-Futures Market 0 0 0 12 7 7 10 132
Informed Trading in Oil-Futures Market 0 0 0 10 0 1 1 70
Informed Trading in the WTI Oil Futures Market 0 0 0 0 1 1 2 25
Informed trading in oil futures markets 0 0 0 0 1 3 4 122
Informed trading in oil futures markets 0 0 0 0 1 1 1 30
Informed trading in oil futures markets: closing conference 0 0 0 0 0 2 2 21
Informed trading in oil-futures market 0 0 0 46 4 7 7 121
Informed trading in the WTI oil futures markets 0 0 0 0 1 1 2 13
Informed trading in the WTI oil futures markets 0 0 0 0 1 4 4 13
Informed trading in the WTI oil futures markets 0 0 0 0 2 2 4 17
Informed trading in the WTI oil futures markets 0 0 0 0 2 3 3 20
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 2 13
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 Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 3 4 6 48
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 13 15 18 106
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 1 4 5 39
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 3 225
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 1 1 4 168
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 1 1 103 25 30 34 345
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 0 7 8 381
Options introduction and volatility in the EU ETS 0 0 0 103 2 2 4 280
Options introduction and volatility in the EU ETS 0 0 0 44 1 2 2 134
Options introduction and volatility in the EU ETS 0 0 0 41 3 6 10 197
Préférences par rapport au risque et marchés à terme: le cas d’une quantité incertaine 0 0 0 8 0 1 1 52
The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks 0 0 0 36 1 3 6 178
The contribution of jumps to forecasting the density of returns 0 0 0 39 0 2 5 59
The contribution of jumps to forecasting the density of returns 0 0 0 57 1 1 1 45
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 0 2 2 2 16
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 1 1 42 11 12 15 109
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 0 175 2 2 3 445
Total Working Papers 0 3 5 1,721 117 198 279 7,364
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 2 4 6 135
A special case of self-protection: The choice of a lawyer 0 0 0 4 0 0 3 47
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 27 1 3 4 141
Brownian motion vs. pure-jump processes for individual stocks 0 1 1 61 0 3 4 204
Ederington's ratio with production flexibility 0 0 1 4 1 2 7 74
Empirical bias in intraday volatility measures 0 0 0 17 2 2 3 80
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 7 1 1 3 75
Forecasting the volatility of crude oil futures using intraday data 0 0 0 62 3 5 10 255
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 0 0 30 0 2 2 154
Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta 0 0 1 24 0 0 4 133
Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers 0 0 0 35 1 1 3 119
Macro factors in oil futures returns 0 0 0 3 2 3 3 30
On the Stochastic Properties of Carbon Futures Prices 0 0 1 17 1 2 4 80
On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach 0 0 1 43 1 1 3 185
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 0 1 1 159
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 70 2 2 6 249
Options introduction and volatility in the EU ETS 0 0 0 20 3 8 14 139
Préférences par rapport au risque et marchés à terme: le cas d'une quantité incertaine 0 0 0 2 0 2 5 73
Symposium Editorial: Recent issues in the analysis of energy prices 0 0 0 2 1 1 4 27
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 31 2 2 4 154
The newsvendor problem under multiplicative background risk 0 0 0 8 0 0 0 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 1 5 8 47
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 1 59 3 5 6 224
What trends in energy efficiencies? Evidence from a robust test 0 0 0 16 1 3 4 83
Total Journal Articles 0 1 7 604 28 58 111 2,921

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Statistics updated 2026-01-09