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 53 1 10 12 468
A Fear Index to Predict Oil Futures Returns 0 0 0 0 1 8 15 57
A fear index to predict oil futures returns 0 0 0 0 1 5 8 55
A fear index to predict oil futures returns 0 0 0 34 3 14 20 182
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 0 1 2 4 30
Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 51 0 3 4 193
Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 148 1 7 12 658
Citizen's participation in permit markets and social welfare under uncertainty 0 0 0 0 4 6 6 26
Consequences of Electricity Restructuring on the Environment: a Survey 0 0 0 48 1 2 3 428
Cross Hedging and Liquidity: a note 0 0 1 32 1 4 6 142
Decreasing R&D expenditures in the European energy industry and deregulation 0 0 0 0 3 6 7 22
Dérégulation et R&D dans le secteur énergétique européen 0 0 0 27 0 3 7 143
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 0 0 4 7 103
Forecasting the volatility of crude oil futures using intraday data 0 0 0 48 0 4 8 85
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 2 8 9 65
Futures Trading and the Excess Co-movement of Commodity Prices 0 0 0 3 0 2 5 78
Futures Trading and the Excess Comovement of Commodity Prices 0 0 0 34 1 8 11 181
Futures Trading and the Excess Comovement of Commodity Prices 0 1 2 76 3 13 19 384
Futures trading and the excess comovement of commodity prices 0 0 0 11 7 26 29 85
Futures trading and the excess comovement of commodity prices 0 0 0 1 1 7 12 75
Information privée sur les marchés du pétrole: le cas des annonces de stocks de brut aux Etats-Unis 0 0 0 0 1 3 5 49
Informed Trading in Oil-Futures Market 0 0 0 10 0 4 5 74
Informed Trading in Oil-Futures Market 0 0 0 12 1 11 13 136
Informed Trading in Oil-Futures Market 0 0 1 18 0 7 12 116
Informed Trading in the WTI Oil Futures Market 0 0 0 0 0 2 3 26
Informed trading in oil futures markets 0 0 0 0 2 10 12 131
Informed trading in oil futures markets 0 0 0 0 0 4 4 33
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 7 10 124
Informed trading in the WTI oil futures markets 0 0 0 0 1 3 4 18
Informed trading in the WTI oil futures markets 0 0 0 0 0 4 7 16
Informed trading in the WTI oil futures markets 0 0 0 0 0 3 4 21
Informed trading in the WTI oil futures markets 0 0 0 0 2 4 6 17
Informed trading in the WTI oil futures markets 0 0 0 0 0 3 4 15
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 45 1 7 7 217
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 3 10 13 55
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 2 9 13 47
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 2 21 25 114
On the exact minimum variance hedge of an un- certain quantity with flexibility 0 0 0 16 2 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 30 37 350
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 1 6 9 173
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 4 14 22 395
Options introduction and volatility in the EU ETS 0 0 0 103 0 6 8 284
Options introduction and volatility in the EU ETS 0 0 0 44 0 2 3 135
Options introduction and volatility in the EU ETS 0 0 0 41 0 5 12 199
Préférences par rapport au risque et marchés à terme: le cas d’une quantité incertaine 0 0 0 8 1 3 4 55
The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks 0 0 0 36 0 2 7 179
The contribution of jumps to forecasting the density of returns 0 0 0 57 0 7 7 51
The contribution of jumps to forecasting the density of returns 0 0 0 39 0 4 9 63
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 0 0 3 3 17
The impact of uncertainty on banking behavior: evidence from the US sulfur dioxide emissions allowance trading program 0 0 0 0 1 1 1 14
The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India 0 0 1 42 2 32 35 130
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 0 175 0 3 4 446
Total Working Papers 0 1 6 1,722 60 385 531 7,632
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 4 6 137
A special case of self-protection: The choice of a lawyer 0 0 0 4 2 4 6 51
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 27 1 7 9 147
Brownian motion vs. pure-jump processes for individual stocks 0 0 1 61 3 7 10 211
Ederington's ratio with production flexibility 0 0 1 4 2 6 11 79
Empirical bias in intraday volatility measures 0 0 0 17 0 6 7 84
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 7 0 3 4 77
Forecasting the volatility of crude oil futures using intraday data 0 0 0 62 0 9 14 261
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 0 0 30 4 8 10 162
Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta 0 0 1 24 0 4 8 137
Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers 0 0 0 35 1 2 3 120
Macro factors in oil futures returns 0 0 0 3 5 8 9 36
On the Stochastic Properties of Carbon Futures Prices 0 0 1 17 1 7 9 86
On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach 0 0 0 43 9 17 18 201
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 3 7 8 166
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 70 0 13 17 260
Options introduction and volatility in the EU ETS 0 1 1 21 0 11 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 7 8 33
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 31 1 7 8 159
The newsvendor problem under multiplicative background risk 0 0 0 8 0 3 3 57
The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India 0 0 0 9 3 5 12 51
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 1 59 2 12 15 233
What trends in energy efficiencies? Evidence from a robust test 0 0 0 16 4 7 10 89
Total Journal Articles 0 1 7 605 41 164 231 3,057

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Statistics updated 2026-03-04