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 0 0 13 59
A Fear Index to Predict Oil Futures Returns 0 0 0 53 1 2 14 472
A fear index to predict oil futures returns 0 0 0 0 0 1 10 57
A fear index to predict oil futures returns 0 0 0 34 0 1 23 185
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 0 0 0 5 31
Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 51 0 0 4 193
Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 148 0 1 15 661
Citizen's participation in permit markets and social welfare under uncertainty 0 0 0 0 0 0 9 29
Consequences of Electricity Restructuring on the Environment: a Survey 0 0 0 48 0 0 4 429
Cross Hedging and Liquidity: a note 0 0 0 32 0 1 9 146
Decreasing R&D expenditures in the European energy industry and deregulation 0 0 0 0 0 0 11 26
Dérégulation et R&D dans le secteur énergétique européen 0 0 0 27 0 0 9 147
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 1 1 42 0 4 10 127
Forecasting the volatility of crude oil futures using intraday data 0 0 0 0 0 2 11 108
Forecasting the volatility of crude oil futures using intraday data 0 0 0 48 0 2 11 89
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 0 0 10 66
Futures Trading and the Excess Co-movement of Commodity Prices 0 0 0 3 0 0 5 79
Futures Trading and the Excess Comovement of Commodity Prices 0 0 2 76 0 2 24 391
Futures Trading and the Excess Comovement of Commodity Prices 0 0 0 34 0 2 15 186
Futures trading and the excess comovement of commodity prices 0 0 0 1 0 0 15 78
Futures trading and the excess comovement of commodity prices 0 0 0 11 0 0 31 89
Information privée sur les marchés du pétrole: le cas des annonces de stocks de brut aux Etats-Unis 0 0 0 0 0 3 8 52
Informed Trading in Oil-Futures Market 0 0 0 10 0 2 23 92
Informed Trading in Oil-Futures Market 0 0 0 18 0 2 13 118
Informed Trading in Oil-Futures Market 0 0 0 12 0 1 21 144
Informed Trading in the WTI Oil Futures Market 0 0 0 0 0 1 3 27
Informed trading in oil futures markets 0 0 0 0 0 0 4 33
Informed trading in oil futures markets 0 0 0 0 0 0 13 132
Informed trading in oil futures markets: closing conference 0 0 0 0 0 0 5 24
Informed trading in oil-futures market 0 0 0 46 0 0 15 129
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 5 22
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 5 16
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 7 16
Informed trading in the WTI oil futures markets 0 0 0 0 0 1 8 19
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 4 18
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 45 1 1 10 220
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 0 1 21 65
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 0 0 13 48
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 1 2 27 117
On the exact minimum variance hedge of an un- certain quantity with flexibility 0 0 0 16 0 0 4 100
On the non-convergence of energy intensities: evidence from a pair-wise econometric approach 0 0 0 63 0 1 11 234
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 0 0 10 177
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 1 103 0 1 37 352
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 0 1 26 399
Options introduction and volatility in the EU ETS 0 0 0 41 1 2 16 206
Options introduction and volatility in the EU ETS 0 0 0 44 0 0 4 136
Options introduction and volatility in the EU ETS 0 0 0 103 0 0 8 286
Préférences par rapport au risque et marchés à terme: le cas d’une quantité incertaine 0 0 0 8 0 1 7 58
The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks 0 0 0 36 0 0 7 182
The contribution of jumps to forecasting the density of returns 0 0 0 39 0 4 10 67
The contribution of jumps to forecasting the density of returns 0 0 0 57 0 1 11 55
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 0 0 0 7 21
The impact of uncertainty on banking behavior: evidence from the US sulfur dioxide emissions allowance trading program 0 0 0 0 0 1 6 19
The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India 0 0 1 42 0 1 39 136
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 0 175 0 1 4 447
Total Working Papers 0 1 5 1,723 4 46 670 7,815
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 3 4 13 144
A special case of self-protection: The choice of a lawyer 0 0 0 4 1 3 14 60
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 27 1 2 15 153
Brownian motion vs. pure-jump processes for individual stocks 0 0 1 61 0 2 15 216
Ederington's ratio with production flexibility 0 0 1 4 1 3 15 86
Empirical bias in intraday volatility measures 0 0 0 17 0 1 11 89
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 7 1 3 12 85
Forecasting the volatility of crude oil futures using intraday data 0 0 0 62 0 3 29 278
Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta 0 0 1 24 0 2 13 144
Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers 0 0 0 35 0 0 6 124
Macro factors in oil futures returns 0 0 0 3 0 0 11 38
On the Stochastic Properties of Carbon Futures Prices 0 0 0 17 1 2 14 92
On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach 0 0 0 43 0 3 27 211
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 0 0 12 170
On the volatility–volume relationship in energy futures markets using intraday data 0 1 1 71 0 3 16 263
Options introduction and volatility in the EU ETS 0 1 2 22 0 3 24 154
Préférences par rapport au risque et marchés à terme: le cas d'une quantité incertaine 0 0 0 2 1 1 6 75
Symposium Editorial: Recent issues in the analysis of energy prices 0 0 0 2 1 1 11 36
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 31 0 0 11 163
The newsvendor problem under multiplicative background risk 0 0 0 8 2 2 9 63
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 0 12 53
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 0 59 1 2 22 241
What trends in energy efficiencies? Evidence from a robust test 0 0 0 16 0 0 11 91
Total Journal Articles 0 2 6 577 13 40 329 3,029
1 registered items for which data could not be found
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Statistics updated 2026-08-07