Benoît Sévi
Benoît Sévi
Associate Professor of Economics (Professeur des Universités), Université de Nantes-France
Verified email at - Homepage
Cited by
Cited by
Forecasting the volatility of crude oil futures using intraday data
B Sévi
European Journal of Operational Research 235 (3), 643-659, 2014
On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach
Y Le Pen, B Sévi
Ecological Economics 69 (3), 641-650, 2010
Futures trading and the excess co-movement of commodity prices
Y Le Pen, B Sévi
Review of Finance 22 (1), 381-418, 2018
Volatility transmission and volatility impulse response functions in European electricity forward markets
Y Le Pen, B Sévi
Energy Economics 32 (4), 758-770, 2010
Options introduction and volatility in the EU ETS
J Chevallier, Y Le Pen, B Sévi
Resource and Energy Economics 33 (4), 855-880, 2011
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
J Chevallier, B Sévi
Annals of Finance 7, 1-29, 2011
On the volatility–volume relationship in energy futures markets using intraday data
J Chevallier, B Sévi
Energy Economics 34 (6), 1896-1909, 2012
Gaz et électricité: un défi pour l'Europe et pour la France
JM Chevalier, J Percebois, P Chalmin, E Cohen, B Sévi
Documentation française, 2008
Fundamental and financial influences on the co-movement of oil and gas prices
DW Bunn, J Chevallier, Y Le Pen, B Sevi
Energy Journal 38 (2), 2017
On the Stochastic Properties of Carbon Futures Prices
J Chevallier, B Sévi
Environmental and Resource Economics 58 (1), 127-153, 2014
Decreasing R&D expenditures in the European energy industry and deregulation
B Sévi, O Grosse
Journal of Energy and Development 38 (2), 157-188, 2013
Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta
C Baena, B Sévi, A Warrack
Energy Policy 51, 569-577, 2012
A fear index to predict oil futures returns
J Chevallier, B Sevi
Energy Studies Review 20 (3), 2014
The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India
DK Nguyen, B Sévi, B Sjö, GS Uddin
Applied Economics 49 (40), 4083-4098, 2017
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
B Sévi
Economic Modelling 44, 243-251, 2015
Jump-robust estimation of realized volatility in the EU emissions trading scheme
J Chevallier, B Sévi
Journal of Energy Markets 3 (2), 49-67, 2010
The newsvendor problem under multiplicative background risk
B Sévi
European Journal of Operational Research 200 (3), 918-923, 2010
Behavioral heterogeneity in the US sulfur dioxide emissions allowance trading program
O Rousse, B Sévi
Louvain-la-Neuve: European Regional Science Association (ERSA), 2005
Macro factors in oil futures returns
Y Le Pen, B Sévi
International Economics 126, 13-38, 2011
An empirical analysis of the downside risk-return trade-off at daily frequency
B Sévi
Economic Modelling 31, 189-197, 2013
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