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 1 5 46
A Fear Index to Predict Oil Futures Returns 0 0 0 53 0 1 4 458
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 1 1 3 163
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 1 1 32 0 1 2 137
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 1 1 4 139
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 41 0 1 5 117
Forecasting the volatility of crude oil futures using intraday data 0 0 0 48 0 0 1 78
Forecasting the volatility of crude oil futures using intraday data 0 0 0 0 2 3 4 99
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 0 1 74
Futures Trading and the Excess Comovement of Commodity Prices 0 0 0 34 0 0 1 171
Futures Trading and the Excess Comovement of Commodity Prices 0 0 0 74 1 2 6 368
Futures trading and the excess comovement of commodity prices 0 0 0 1 0 0 1 63
Futures trading and the excess comovement of commodity prices 0 0 0 11 0 1 2 58
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 12 1 1 2 124
Informed Trading in Oil-Futures Market 0 0 0 10 0 0 0 69
Informed Trading in Oil-Futures Market 0 1 1 18 0 1 1 105
Informed Trading in the WTI Oil Futures Market 0 0 0 0 0 0 3 24
Informed trading in oil futures markets 0 0 0 0 0 0 40 119
Informed trading in oil futures markets 0 0 0 0 0 0 0 29
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 1 9
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 1 1 1 12
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 1 1 2 15
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 0 0 2 44
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 1 1 3 91
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 0 1 1 35
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 1 1 3 224
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 102 0 1 6 315
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 0 0 4 167
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 0 0 1 373
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 41 1 3 4 191
Options introduction and volatility in the EU ETS 0 0 0 103 0 1 2 278
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 3 3 175
The contribution of jumps to forecasting the density of returns 0 0 0 39 0 1 3 57
The contribution of jumps to forecasting the density of returns 0 0 0 57 0 0 0 44
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 4 97
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 0 175 0 0 1 443
Total Working Papers 0 2 2 1,718 11 29 136 7,156
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 3 131
A special case of self-protection: The choice of a lawyer 0 0 0 4 0 0 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 3 201
Ederington's ratio with production flexibility 1 1 1 4 1 2 7 72
Empirical bias in intraday volatility measures 0 0 0 17 0 0 1 78
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 7 1 1 3 74
Forecasting the volatility of crude oil futures using intraday data 0 0 0 62 1 2 7 250
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 1 1 1 24 1 1 4 132
Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers 0 0 0 35 0 0 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 1 1 17 0 1 4 78
On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach 0 0 1 43 0 0 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 1 158
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 70 0 1 5 247
Options introduction and volatility in the EU ETS 0 0 0 20 1 4 6 131
Préférences par rapport au risque et marchés à terme: le cas d'une quantité incertaine 0 0 0 2 0 0 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 1 3 152
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 1 2 3 42
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 1 59 0 0 3 219
What trends in energy efficiencies? Evidence from a robust test 0 0 0 16 0 1 2 80
Total Journal Articles 2 3 7 603 6 16 69 2,858

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Statistics updated 2025-09-05