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 51 6 9 33 172
A Fear Index to Predict Oil Futures Returns 0 0 0 0 1 6 23 25
A fear index to predict oil futures returns 0 1 1 32 5 7 29 118
A fear index to predict oil futures returns 0 0 0 0 0 4 16 35
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 0 1 2 11 18
Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 50 2 2 5 184
Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 148 1 2 7 637
Citizen's participation in permit markets and social welfare under uncertainty 0 0 0 0 1 3 8 15
Consequences of Electricity Restructuring on the Environment: a Survey 0 0 0 48 2 2 6 422
Cross Hedging and Liquidity: a note 0 0 0 31 3 4 11 129
Decreasing R&D expenditures in the European energy industry and deregulation 0 0 0 0 1 1 6 13
Dérégulation et R&D dans le secteur énergétique européen 0 0 0 27 0 0 5 105
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 40 0 0 8 103
Forecasting the volatility of crude oil futures using intraday data 0 0 0 0 5 18 42 70
Forecasting the volatility of crude oil futures using intraday data 0 1 2 42 3 13 23 58
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 0 3 11 34
Futures Trading and the Excess Co-movement of Commodity Prices 0 1 1 1 3 8 23 48
Futures Trading and the Excess Comovement of Commodity Prices 0 0 1 69 1 6 30 277
Futures Trading and the Excess Comovement of Commodity Prices 0 1 2 31 1 5 16 128
Futures trading and the excess comovement of commodity prices 0 0 0 1 2 4 16 33
Futures trading and the excess comovement of commodity prices 0 0 2 11 0 2 19 40
Information privée sur les marchés du pétrole: le cas des annonces de stocks de brut aux Etats-Unis 0 0 0 0 0 1 11 37
Informed Trading in Oil-Futures Market 0 0 0 10 0 5 12 30
Informed Trading in Oil-Futures Market 0 0 0 10 3 5 18 44
Informed Trading in Oil-Futures Market 0 0 0 15 0 0 8 27
Informed Trading in Oil-Futures Market 0 0 0 13 0 4 29 45
Informed Trading in the WTI Oil Futures Market 0 0 0 0 0 0 11 14
Informed trading in oil futures markets 0 0 0 0 0 4 12 14
Informed trading in oil futures markets 0 0 0 0 0 1 8 11
Informed trading in oil futures markets: closing conference 0 0 0 0 0 0 12 14
Informed trading in oil-futures market 0 0 0 44 1 2 10 68
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 3 5
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 7 9
Informed trading in the WTI oil futures markets 0 0 0 0 0 1 13 13
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 4 5
Informed trading in the WTI oil futures markets 0 0 0 0 0 0 6 6
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 0 1 2 13 20
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 44 2 3 13 197
On the Stochastic Properties of Carbon Futures Prices 0 0 1 17 0 0 9 75
On the Stochastic Properties of Carbon Futures Prices 0 0 0 0 0 1 9 24
On the exact minimum variance hedge of an un- certain quantity with flexibility 0 0 1 16 0 0 4 90
On the non-convergence of energy intensities: evidence from a pair-wise econometric approach 0 0 0 61 1 1 14 212
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 101 1 1 12 287
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 1 1 46 0 1 13 145
On the volatility-volume relationship in energy futures markets using intraday data 0 0 2 182 4 9 27 351
Options Introduction and Volatility in the EU ETS 0 1 1 51 0 2 7 119
Options introduction and volatility in the EU ETS 0 0 0 37 1 2 10 147
Options introduction and volatility in the EU ETS 0 0 0 103 0 1 5 254
Options introduction and volatility in the EU ETS 0 0 0 44 0 1 11 116
Préférences par rapport au risque et marchés à terme: le cas d’une quantité incertaine 0 0 0 7 1 1 2 45
The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks 0 0 0 36 1 2 11 168
The contribution of jumps to forecasting the density of returns 0 0 0 39 0 0 8 35
The contribution of jumps to forecasting the density of returns 0 0 0 55 0 0 5 37
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 0 1 1 8 12
The impact of uncertainty on banking behavior: evidence from the US sulfur dioxide emissions allowance trading program 0 0 0 0 0 0 5 9
The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India 0 1 2 41 2 4 9 85
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 1 174 0 0 14 433
Total Working Papers 0 7 18 1,728 57 156 721 5,867


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 21 0 1 6 109
A special case of self-protection: The choice of a lawyer 0 0 0 4 0 0 3 36
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 25 0 0 4 122
Brownian motion vs. pure-jump processes for individual stocks 0 0 2 54 1 2 13 181
Ederington's ratio with production flexibility 0 0 0 3 0 0 6 40
Empirical bias in intraday volatility measures 0 0 0 13 0 0 8 65
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 1 1 7 0 1 9 62
Forecasting the volatility of crude oil futures using intraday data 0 1 3 45 0 3 18 199
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 1 4 26 1 6 30 111
Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta 0 1 1 22 1 6 12 109
Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers 0 0 0 35 0 1 4 116
Macro factors in oil futures returns 0 0 0 1 0 0 2 20
On the Stochastic Properties of Carbon Futures Prices 0 0 0 10 0 2 13 59
On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach 0 0 3 39 0 0 12 170
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 28 0 1 6 146
On the volatility–volume relationship in energy futures markets using intraday data 1 2 4 61 1 2 12 218
Options introduction and volatility in the EU ETS 0 1 1 14 0 2 11 95
Préférences par rapport au risque et marchés à terme: le cas d'une quantité incertaine 0 0 0 2 0 2 5 64
Symposium Editorial: Recent issues in the analysis of energy prices 0 0 1 2 1 3 14 19
The explanatory power of signed jumps for the risk-return tradeoff 0 1 1 31 0 1 8 131
The newsvendor problem under multiplicative background risk 0 0 0 8 0 0 2 48
The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India 0 0 0 6 0 2 11 31
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 2 54 1 1 13 181
What trends in energy efficiencies? Evidence from a robust test 0 0 1 16 0 1 3 76
Total Journal Articles 1 8 24 527 6 37 225 2,408


Statistics updated 2020-09-04