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 1 3 43
A Fear Index to Predict Oil Futures Returns 0 0 0 53 1 1 3 457
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 1 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 1 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 1 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 2 2 8 138
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 41 0 2 5 116
Forecasting the volatility of crude oil futures using intraday data 0 0 1 48 0 1 3 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 74 0 1 6 366
Futures Trading and the Excess Comovement of Commodity Prices 0 0 0 34 0 0 0 170
Futures trading and the excess comovement of commodity prices 0 0 0 11 0 0 1 56
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 1 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 1 104
Informed Trading in Oil-Futures Market 0 0 0 12 0 1 1 123
Informed Trading in the WTI Oil Futures Market 0 0 0 0 1 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 48 119
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 1 2 14
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
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 1 1 43
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 0 0 0 34
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 0 1 1 89
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 2 223
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 102 1 3 7 314
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 0 0 2 164
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 0 0 0 187
Options introduction and volatility in the EU ETS 0 0 0 103 0 1 2 277
Options introduction and volatility in the EU ETS 0 0 0 44 0 0 0 132
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 0 1 1 55
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 2 1,716 7 26 127 7,116
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 1 23 0 2 5 131
A special case of self-protection: The choice of a lawyer 0 0 0 4 0 1 2 45
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 1 5 201
Ederington's ratio with production flexibility 0 0 0 3 0 2 4 69
Empirical bias in intraday volatility measures 0 0 1 17 1 1 3 78
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 7 0 1 3 73
Forecasting the volatility of crude oil futures using intraday data 0 0 2 62 0 3 7 248
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 1 4 130
Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers 0 0 0 35 1 2 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 1 2 43 1 2 4 184
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 0 0 1 69 0 2 4 245
Options introduction and volatility in the EU ETS 0 0 0 20 0 1 1 126
Préférences par rapport au risque et marchés à terme: le cas d'une quantité incertaine 0 0 0 2 1 1 1 69
Symposium Editorial: Recent issues in the analysis of energy prices 0 0 0 2 0 1 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 2 59 0 1 6 219
What trends in energy efficiencies? Evidence from a robust test 0 0 0 16 0 0 1 79
Total Journal Articles 0 2 10 599 5 23 66 2,837

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12