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 8 16 58
A Fear Index to Predict Oil Futures Returns 0 0 0 53 0 8 12 468
A fear index to predict oil futures returns 0 0 0 34 1 10 21 183
A fear index to predict oil futures returns 0 0 0 0 0 3 8 55
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 0 0 2 4 30
Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 51 0 1 4 193
Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 148 1 8 13 659
Citizen's participation in permit markets and social welfare under uncertainty 0 0 0 0 1 6 7 27
Consequences of Electricity Restructuring on the Environment: a Survey 0 0 0 48 0 2 3 428
Cross Hedging and Liquidity: a note 0 0 1 32 0 4 6 142
Decreasing R&D expenditures in the European energy industry and deregulation 0 0 0 0 0 6 7 22
Dérégulation et R&D dans le secteur énergétique européen 0 0 0 27 2 3 9 145
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 41 0 5 6 122
Forecasting the volatility of crude oil futures using intraday data 0 0 0 48 0 4 7 85
Forecasting the volatility of crude oil futures using intraday data 0 0 0 0 1 4 8 104
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 0 7 9 65
Futures Trading and the Excess Co-movement of Commodity Prices 0 0 0 3 1 3 5 79
Futures Trading and the Excess Comovement of Commodity Prices 0 1 2 76 2 12 20 386
Futures Trading and the Excess Comovement of Commodity Prices 0 0 0 34 0 7 11 181
Futures trading and the excess comovement of commodity prices 0 0 0 1 0 5 12 75
Futures trading and the excess comovement of commodity prices 0 0 0 11 2 25 31 87
Information privée sur les marchés du pétrole: le cas des annonces de stocks de brut aux Etats-Unis 0 0 0 0 0 2 5 49
Informed Trading in Oil-Futures Market 0 0 0 10 14 18 19 88
Informed Trading in Oil-Futures Market 0 0 1 18 0 3 12 116
Informed Trading in Oil-Futures Market 0 0 0 12 2 6 15 138
Informed Trading in the WTI Oil Futures Market 0 0 0 0 0 1 3 26
Informed trading in oil futures markets 0 0 0 0 0 3 4 33
Informed trading in oil futures markets 0 0 0 0 1 10 13 132
Informed trading in oil futures markets: closing conference 0 0 0 0 0 2 4 23
Informed trading in oil-futures market 0 0 0 46 2 5 12 126
Informed trading in the WTI oil futures markets 0 0 0 0 0 2 4 15
Informed trading in the WTI oil futures markets 0 0 0 0 1 2 5 22
Informed trading in the WTI oil futures markets 0 0 0 0 0 3 7 16
Informed trading in the WTI oil futures markets 0 0 0 0 0 4 6 17
Informed trading in the WTI oil futures markets 0 0 0 0 0 1 4 18
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 5 12 17 60
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 45 1 8 8 218
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 1 9 26 115
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 0 8 13 47
On the exact minimum variance hedge of an un- certain quantity with flexibility 0 0 0 16 0 2 2 98
On the non-convergence of energy intensities: evidence from a pair-wise econometric approach 0 0 0 63 0 4 7 229
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 1 103 1 6 38 351
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 2 7 11 175
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 1 15 23 396
Options introduction and volatility in the EU ETS 0 0 0 41 3 5 15 202
Options introduction and volatility in the EU ETS 0 0 0 44 1 2 4 136
Options introduction and volatility in the EU ETS 0 0 0 103 1 5 8 285
Préférences par rapport au risque et marchés à terme: le cas d’une quantité incertaine 0 0 0 8 1 4 5 56
The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks 0 0 0 36 0 1 7 179
The contribution of jumps to forecasting the density of returns 0 0 0 57 0 6 7 51
The contribution of jumps to forecasting the density of returns 0 0 0 39 0 4 8 63
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 0 0 1 3 17
The impact of uncertainty on banking behavior: evidence from the US sulfur dioxide emissions allowance trading program 0 0 0 0 1 2 2 15
The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India 0 0 1 42 1 22 35 131
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 0 175 0 1 3 446
Total Working Papers 0 1 6 1,722 51 319 574 7,683
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 2 6 137
A special case of self-protection: The choice of a lawyer 0 0 0 4 2 6 8 53
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 27 3 9 12 150
Brownian motion vs. pure-jump processes for individual stocks 0 0 1 61 0 7 10 211
Ederington's ratio with production flexibility 0 0 1 4 2 7 12 81
Empirical bias in intraday volatility measures 0 0 0 17 1 5 8 85
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 7 2 4 6 79
Forecasting the volatility of crude oil futures using intraday data 0 0 0 62 7 13 20 268
Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta 0 0 1 24 1 5 9 138
Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers 0 0 0 35 0 1 3 120
Macro factors in oil futures returns 0 0 0 3 1 7 10 37
On the Stochastic Properties of Carbon Futures Prices 0 0 1 17 2 8 11 88
On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach 0 0 0 43 6 22 24 207
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 2 9 10 168
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 70 0 11 15 260
Options introduction and volatility in the EU ETS 0 1 1 21 0 8 21 147
Préférences par rapport au risque et marchés à terme: le cas d'une quantité incertaine 0 0 0 2 0 0 5 73
Symposium Editorial: Recent issues in the analysis of energy prices 0 0 0 2 0 6 8 33
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 31 2 7 10 161
The newsvendor problem under multiplicative background risk 0 0 0 8 2 5 5 59
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 12 52
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 0 59 2 11 16 235
What trends in energy efficiencies? Evidence from a robust test 0 0 0 16 0 6 10 89
Total Journal Articles 0 1 6 575 36 164 251 2,931
1 registered items for which data could not be found
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Statistics updated 2026-04-09