Benoît Sévi
Names
Identifer
Contact
Affiliations
-
Université de Nantes
/ Institut d'Économie et de Management de Nantes (IAE)
/ Laboratoire d'Économie et de Management de Nantes-Atlantique (LEMNA)
Research profile
author of:
- Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices (RePEc:aen:journl:ej38-2-bunn)
by Derek Bunn, Julien Chevallier, Yannick Le Pen, and Benoit Sevi - On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting (RePEc:ags:feemdp:55834)
by Chevallier, Julien & Benoit, Sevi - A Fear Index to Predict Oil Futures Returns (RePEc:ags:feemer:156489)
by Julien, Chevallier & Sévi, Benoît - Informed Trading in Oil-Futures Market (RePEc:ags:feemes:249788)
by Rousse, Olivier & Sévi, Benoît - Futures Trading and the Excess Comovement of Commodity Prices (RePEc:aim:wpaimx:1301)
by Yannick Le Pen & Benoît Sévi - Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers (RePEc:cai:recosp:reco_613_0407)
by Yannick Le Pen & Benoît Sévi - Préférences par rapport au risque et marchés à terme : le cas d'une quantité incertaine (RePEc:cai:reldbu:rel_732_0217)
by Benoît Sévi - Options introduction and volatility in the EU ETS (RePEc:cec:wpaper:1107)
by Julien Chevallier & Yannick Le Pen & Benoît Sévi - Macro factors in oil futures returns (RePEc:cii:cepiie:2011-q2-3-126-127-2)
by Yannick Le Pen & Benoît Sévi - Préférences par rapport au risque et marchés à terme : le cas d’une quantité incertaine (RePEc:ctl:louvre:2007025)
by Benoît SEVI - On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting (RePEc:drm:wpaper:2009-24)
by Julien Chevallier & Benoît Sévi - Options introduction and volatility in the EU ETS (RePEc:drm:wpaper:2009-33)
by Julien Chevallier & Yannick Le Pen & Benoît Sévi - On the volatility-volume relationship in energy futures markets using intraday data (RePEc:drm:wpaper:2011-16)
by Julien Chevallier & Benoît Sévi - A special case of self-protection: The choice of a lawyer (RePEc:ebl:ecbull:eb-05d80011)
by Benoît Sévi & Fabrice Yafil - Ederington's ratio with production flexibility (RePEc:ebl:ecbull:eb-05g10003)
by Benoît Sévi - Brownian motion vs. pure-jump processes for individual stocks (RePEc:ebl:ecbull:eb-11-00669)
by Benoît Sévi & César Baena - A reassessment of the risk-return tradeoff at the daily horizon (RePEc:ebl:ecbull:eb-11-00845)
by Benoît Sévi & César Baena - The explanatory power of signed jumps for the risk-return tradeoff (RePEc:ebl:ecbull:eb-12-00600)
by Benoît Sévi & César Baena - An empirical analysis of the downside risk-return trade-off at daily frequency (RePEc:eee:ecmode:v:31:y:2013:i:c:p:189-197)
by Sévi, Benoît - Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps (RePEc:eee:ecmode:v:44:y:2015:i:c:p:243-251)
by Sévi, Benoît - On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach (RePEc:eee:ecolec:v:69:y:2010:i:3:p:641-650)
by Le Pen, Yannick & Sévi, Benoît - The newsvendor problem under multiplicative background risk (RePEc:eee:ejores:v:200:y:2010:i:3:p:918-923)
by Sévi, Benoît - Forecasting the volatility of crude oil futures using intraday data (RePEc:eee:ejores:v:235:y:2014:i:3:p:643-659)
by Sévi, Benoît - What trends in energy efficiencies? Evidence from a robust test (RePEc:eee:eneeco:v:32:y:2010:i:3:p:702-708)
by Le Pen, Yannick & Sévi, Benoît - Volatility transmission and volatility impulse response functions in European electricity forward markets (RePEc:eee:eneeco:v:32:y:2010:i:4:p:758-770)
by Le Pen, Yannick & Sévi, Benoît - On the volatility–volume relationship in energy futures markets using intraday data (RePEc:eee:eneeco:v:34:y:2012:i:6:p:1896-1909)
by Chevallier, Julien & Sévi, Benoît - Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta (RePEc:eee:enepol:v:51:y:2012:i:c:p:569-577)
by Baena, César & Sévi, Benoît & Warrack, Allan - Empirical bias in intraday volatility measures (RePEc:eee:finlet:v:9:y:2012:i:4:p:231-237)
by Fang, Yan & Ielpo, Florian & Sévi, Benoît - Options introduction and volatility in the EU ETS (RePEc:eee:resene:v:33:y:2011:i:4:p:855-880)
by Chevallier, Julien & Le Pen, Yannick & Sévi, Benoît - On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting (RePEc:fem:femwpa:2009.113)
by Julien Chevallier & Benoît Sévi - A Fear Index to Predict Oil Futures Returns (RePEc:fem:femwpa:2013.62)
by Julien Chevallier & Benoît Sévi - Informed Trading in Oil-Futures Market (RePEc:fem:femwpa:2016.70)
by Olivier Rousse & Benoît Sévi - Informed trading in oil-futures market (RePEc:gbl:wpaper:2016-07)
by Rousse, O. & Sévi, B. - The contribution of jumps to forecasting the density of returns (RePEc:hal:cesptp:halshs-01442618)
by Christophe Chorro & Florian Ielpo & Benoît Sévi - The impact of uncertainty on banking behavior : evidence from the US sulfur dioxide emissions allowance trading program (RePEc:hal:journl:hal-01244992)
by Benoît Sévi & Olivier Rousse - A fear index to predict oil futures returns (RePEc:hal:journl:hal-01463111)
by Julien Chevallier & Benoît Sévi - Forecasting the volatility of crude oil futures using intraday data (RePEc:hal:journl:hal-01463921)
by Benoît Sévi - On the Stochastic Properties of Carbon Futures Prices (RePEc:hal:journl:hal-01474249)
by Julien Chevallier & Benoît Sévi - The explanatory power of signed jumps for the risk-return tradeoff (RePEc:hal:journl:hal-01500858)
by Benoît Sévi & César Baena - Decreasing R&D expenditures in the European energy industry and deregulation (RePEc:hal:journl:hal-01500859)
by Benoît Sévi & Olivier Grosse - An empirical analysis of the downside risk-return trade-off at daily frequency (RePEc:hal:journl:hal-01500860)
by Benoît Sévi - Futures trading and the excess comovement of commodity prices (RePEc:hal:journl:hal-01613916)
by Yannick Le Pen & Benoît Sévi - Fundamental and Financial Influences on the Co-movement of Oil and Gas prices (RePEc:hal:journl:hal-01619890)
by Derek Bunn & Julien Chevallier & Yannick Le Pen & Benoît Sévi - Futures Trading and the Excess Co-movement of Commodity Prices (RePEc:hal:journl:hal-01731459)
by Yannick Le Pen & Benoît Sévi - Information privée sur les marchés du pétrole : le cas des annonces de stocks de brut aux Etats-Unis (RePEc:hal:journl:hal-01781574)
by Olivier Rousse & Benoît Sévi - Informed Trading in the WTI Oil Futures Market (RePEc:hal:journl:hal-02024317)
by Olivier Rousse & Benoît Sévi - Informed trading in the WTI oil futures markets (RePEc:hal:journl:hal-02089724)
by Olivier Rousse & Benoît Sévi - Informed trading in the WTI oil futures markets (RePEc:hal:journl:hal-02089730)
by Olivier Rousse & Benoît Sévi - Informed trading in the WTI oil futures markets (RePEc:hal:journl:hal-02089739)
by Olivier Rousse & Benoît Sévi - Informed trading in the WTI oil futures markets (RePEc:hal:journl:hal-02089743)
by Olivier Rousse & Benoît Sévi - Informed trading in the WTI oil futures markets (RePEc:hal:journl:hal-02089750)
by Olivier Rousse & Benoît Sévi - Informed trading in oil futures markets (RePEc:hal:journl:hal-02089758)
by Olivier Rousse & Benoît Sévi - Informed trading in oil futures markets (RePEc:hal:journl:hal-02089772)
by Olivier Rousse & Benoît Sévi - Informed trading in oil futures markets : closing conference (RePEc:hal:journl:hal-02089781)
by Olivier Rousse & Benoît Sévi - Citizen's participation in permit markets and social welfare under uncertainty (RePEc:hal:journl:halshs-00814000)
by Olivier Rousse & Benoît Sévi - Options introduction and volatility in the EU ETS (RePEc:hal:wpaper:hal-00419339)
by Julien Chevallier & Yannick Le Pen & Benoît Sévi - Informed Trading in Oil-Futures Market (RePEc:hal:wpaper:hal-01410093)
by Olivier Rousse & Benoît Sévi - Informed Trading in Oil-Futures Market (RePEc:hal:wpaper:hal-01460186)
by Olivier Rousse & Benoît Sévi - On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting (RePEc:hal:wpaper:halshs-00387286)
by Julien Chevallier & Benoît Sévi - Options Introduction and Volatility in the EU ETS (RePEc:hal:wpaper:halshs-00405709)
by Julien Chevallier & Yannick Le Pen & Benoît Sévi - On the Stochastic Properties of Carbon Futures Prices (RePEc:hal:wpaper:halshs-00720166)
by Julien Chevallier & Benoît Sévi - Futures Trading and the Excess Comovement of Commodity Prices (RePEc:hal:wpaper:halshs-00793724)
by Yannick Le Pen & Benoît Sévi - Futures trading and the excess comovement of commodity prices (RePEc:ipg:wpaper:2013-19)
by Yannick Le Pen & Benoît Sévi - A fear index to predict oil futures returns (RePEc:ipg:wpaper:2014-333)
by Julien Chevallier & Benoit Sevi - Forecasting the volatility of crude oil futures using intraday data (RePEc:ipg:wpaper:2014-53)
by Benoît Sévi - Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps (RePEc:ipg:wpaper:2014-602)
by Benoît Sévi - On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting (RePEc:kap:annfin:v:7:y:2011:i:1:p:1-29)
by Julien Chevallier & Benoît Sévi - On the Stochastic Properties of Carbon Futures Prices (RePEc:kap:enreec:v:58:y:2014:i:1:p:127-153)
by Julien Chevallier & Benoît Sévi - Symposium Editorial: Recent issues in the analysis of energy prices (RePEc:liu:liucej:v:13:y:2016:i:1:p:63-65)
by Duc Khuong Nguyen & Benoît Sévi - Cross Hedging and Liquidity: a note (RePEc:mop:credwp:03.11.43)
by Sévi, B. - The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks (RePEc:mop:credwp:04.01.44)
by Sevi, B. - Consequences of Electricity Restructuring on the Environment: a Survey (RePEc:mop:credwp:04.11.52)
by Sévi, B. - On the exact minimum variance hedge of an un- certain quantity with flexibility (RePEc:mop:credwp:04.12.53)
by Sévi, B. - Dérégulation et R&D dans le secteur énergétique européen (RePEc:mop:credwp:05.07.59)
by GROSSE Olivier & SEVI Benoît - Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program (RePEc:mop:credwp:06.02.63)
by Olivier ROUSSE & Benoît SEVI - Volatility transmission and volatility impulse response functions in European electricity forward markets (RePEc:mop:credwp:08.09.77)
by Yannick LE PEN & Benoît SEVI - On the non-convergence of energy intensities: evidence from a pair-wise econometric approach (RePEc:mop:credwp:08.12.79)
by Yannick LE PEN & Benoît SEVI - The contribution of jumps to forecasting the density of returns (RePEc:mse:cesdoc:17006)
by Christophe Chorro & Florian Ielpo & Benoît Sévi - The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India (RePEc:pra:mprapa:75769)
by Nguyen, Duc Khuong & Sévi, Benoît & Sjö, Bo & Salah Uddin, Gazi - The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India (RePEc:taf:applec:v:49:y:2017:i:40:p:4083-4098)
by Duc Khuong Nguyen & Benoît Sévi & Bo Sjö & Gazi Salah Uddin - Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program (RePEc:wiw:wiwrsa:ersa05p550)
by Olivier Rousse & Benoît Sévi