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 6 9 14 56
A Fear Index to Predict Oil Futures Returns 0 0 0 53 7 9 11 467
A fear index to predict oil futures returns 0 0 0 0 2 6 7 54
A fear index to predict oil futures returns 0 0 0 34 6 15 18 179
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 0 1 3 3 29
Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 51 1 4 4 193
Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program 0 0 0 148 6 11 11 657
Citizen's participation in permit markets and social welfare under uncertainty 0 0 0 0 1 2 3 22
Consequences of Electricity Restructuring on the Environment: a Survey 0 0 0 48 1 1 2 427
Cross Hedging and Liquidity: a note 0 0 1 32 3 4 6 141
Decreasing R&D expenditures in the European energy industry and deregulation 0 0 0 0 3 4 4 19
Dérégulation et R&D dans le secteur énergétique européen 0 0 0 27 1 3 7 143
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 41 5 5 8 122
Forecasting the volatility of crude oil futures using intraday data 0 0 0 0 3 4 7 103
Forecasting the volatility of crude oil futures using intraday data 0 0 0 48 4 5 8 85
Fundamental and Financial Influences on the Co-movement of Oil and Gas prices 0 0 0 0 5 6 7 63
Futures Trading and the Excess Co-movement of Commodity Prices 0 0 0 3 2 3 5 78
Futures Trading and the Excess Comovement of Commodity Prices 1 1 2 76 7 12 16 381
Futures Trading and the Excess Comovement of Commodity Prices 0 0 0 34 6 7 10 180
Futures trading and the excess comovement of commodity prices 0 0 0 1 4 8 11 74
Futures trading and the excess comovement of commodity prices 0 0 0 11 16 20 22 78
Information privée sur les marchés du pétrole: le cas des annonces de stocks de brut aux Etats-Unis 0 0 0 0 1 2 5 48
Informed Trading in Oil-Futures Market 0 0 1 18 3 9 12 116
Informed Trading in Oil-Futures Market 0 0 0 10 4 5 5 74
Informed Trading in Oil-Futures Market 0 0 0 12 3 10 13 135
Informed Trading in the WTI Oil Futures Market 0 0 0 0 1 2 3 26
Informed trading in oil futures markets 0 0 0 0 7 10 10 129
Informed trading in oil futures markets 0 0 0 0 3 4 4 33
Informed trading in oil futures markets: closing conference 0 0 0 0 2 3 4 23
Informed trading in oil-futures market 0 0 0 46 1 7 8 122
Informed trading in the WTI oil futures markets 0 0 0 0 0 2 4 17
Informed trading in the WTI oil futures markets 0 0 0 0 2 2 4 15
Informed trading in the WTI oil futures markets 0 0 0 0 2 3 4 15
Informed trading in the WTI oil futures markets 0 0 0 0 1 4 4 21
Informed trading in the WTI oil futures markets 0 0 0 0 3 7 7 16
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 2 4 7 10 52
On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting 0 0 0 45 6 6 6 216
On the Stochastic Properties of Carbon Futures Prices 0 0 0 21 6 20 24 112
On the Stochastic Properties of Carbon Futures Prices 0 0 0 1 6 10 11 45
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 4 4 7 229
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 1 1 103 4 34 38 349
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 48 4 5 8 172
On the volatility-volume relationship in energy futures markets using intraday data 0 0 0 185 10 15 18 391
Options introduction and volatility in the EU ETS 0 0 0 103 4 6 8 284
Options introduction and volatility in the EU ETS 0 0 0 41 2 7 12 199
Options introduction and volatility in the EU ETS 0 0 0 44 1 3 3 135
Préférences par rapport au risque et marchés à terme: le cas d’une quantité incertaine 0 0 0 8 2 2 3 54
The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks 0 0 0 36 1 2 7 179
The contribution of jumps to forecasting the density of returns 0 0 0 57 6 7 7 51
The contribution of jumps to forecasting the density of returns 0 0 0 39 4 5 9 63
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 0 1 3 3 17
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 1 42 19 30 33 128
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 0 175 1 3 4 446
Total Working Papers 1 2 6 1,722 208 380 482 7,572
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 2 4 8 137
A special case of self-protection: The choice of a lawyer 0 0 0 4 2 2 5 49
An empirical analysis of the downside risk-return trade-off at daily frequency 0 0 0 27 5 7 8 146
Brownian motion vs. pure-jump processes for individual stocks 0 0 1 61 4 6 8 208
Ederington's ratio with production flexibility 0 0 1 4 3 4 10 77
Empirical bias in intraday volatility measures 0 0 0 17 4 6 7 84
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps 0 0 0 7 2 3 5 77
Forecasting the volatility of crude oil futures using intraday data 0 0 0 62 6 11 16 261
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices 0 0 0 30 4 5 6 158
Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta 0 0 1 24 4 4 8 137
Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers 0 0 0 35 0 1 3 119
Macro factors in oil futures returns 0 0 0 3 1 3 4 31
On the Stochastic Properties of Carbon Futures Prices 0 0 1 17 5 7 8 85
On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach 0 0 1 43 7 8 10 192
On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting 0 0 0 30 4 5 5 163
On the volatility–volume relationship in energy futures markets using intraday data 0 0 1 70 11 13 17 260
Options introduction and volatility in the EU ETS 1 1 1 21 8 15 22 147
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 6 7 9 33
The explanatory power of signed jumps for the risk-return tradeoff 0 0 0 31 4 6 7 158
The newsvendor problem under multiplicative background risk 0 0 0 8 3 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 1 4 9 48
Volatility transmission and volatility impulse response functions in European electricity forward markets 0 0 1 59 7 12 13 231
What trends in energy efficiencies? Evidence from a robust test 0 0 0 16 2 4 6 85
Total Journal Articles 1 1 8 605 95 140 202 3,016

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 2026-02-12