10
H index
11
i10 index
414
Citations
Université de Nantes | 10 H index 11 i10 index 414 Citations RESEARCH PRODUCTION: 24 Articles 57 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Benoît Sévi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Bulletin | 5 |
Energy Economics | 3 |
European Journal of Operational Research | 2 |
Economic Modelling | 2 |
Year | Title of citing document |
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2021 | On the Water-Energy-Food Nexus: Is there Multivariate Convergence?. (2021). Bollino, Carlo Andrea ; Galeotti, Marzio. In: FEEM Working Papers. RePEc:ags:feemwp:309919. Full description at Econpapers || Download paper |
2020 | Awareness of crash risk improves Kelly strategies in simulated financial time series. (2020). Sornette, Didier ; Kreuser, Jerome ; Gerlach, Jan-Christian. In: Papers. RePEc:arx:papers:2004.09368. Full description at Econpapers || Download paper |
2022 | Extremal Dependence in Australian Electricity Markets. (2022). Han, Lin ; Trueck, Stefan ; Cribben, Ivor. In: Papers. RePEc:arx:papers:2202.09970. Full description at Econpapers || Download paper |
2021 | Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090. Full description at Econpapers || Download paper |
2020 | Interconnectedness in the Australian National Electricity Market: A Higher?Moment Analysis. (2020). Smyth, Russell ; Nepal, Rabindra ; Do, Hung. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:315:p:450-469. Full description at Econpapers || Download paper |
2020 | Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks. (2020). Wang, Pengfei ; Urquhart, Andrew ; Shen, Dehua. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:5:p:1294-1323. Full description at Econpapers || Download paper |
2021 | Observations on “Risk Transmission Across Supply Chains”. (2021). Bunn, Derek W. In: Production and Operations Management. RePEc:bla:popmgt:v:30:y:2021:i:12:p:4588-4589. Full description at Econpapers || Download paper |
2020 | Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2020). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_022. Full description at Econpapers || Download paper |
2020 | Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2007. Full description at Econpapers || Download paper |
2021 | Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35. Full description at Econpapers || Download paper |
2021 | Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers || Download paper |
2021 | A hybrid model for carbon price forecastingusing GARCH and long short-term memory network. (2021). Zhou, Dequn ; Wang, Qunwei ; Dai, Xingyu ; Huang, Yumeng. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s0306261921000489. Full description at Econpapers || Download paper |
2020 | Stochastic conditional convergence in per capita energy consumption in India. (2020). RATH, BADRI ; Sahoo, Pradipta Kumar ; Akram, Vaseem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:224-240. Full description at Econpapers || Download paper |
2020 | A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105. Full description at Econpapers || Download paper |
2020 | Forecast on silver futures linked with structural breaks and day-of-the-week effect. (2020). Fang, Qiang ; Cheng, Yuxiang ; Li, Wenlan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300899. Full description at Econpapers || Download paper |
2022 | New evidence on market response to public announcements in the presence of microstructure noise. (2022). Irwin, Scott ; Garcia, Philip ; Serra, Teresa ; Bian, Siyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:2:p:785-800. Full description at Econpapers || Download paper |
2022 | Fat tails, serial dependence, and implied volatility index connections. (2022). Ellington, Michael. In: European Journal of Operational Research. RePEc:eee:ejores:v:299:y:2022:i:2:p:768-779. Full description at Econpapers || Download paper |
2021 | What drives volatility of the U.S. oil and gas firms?. (2021). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x. Full description at Econpapers || Download paper |
2021 | Are Green Bond and Carbon Markets in Europe complements or substitutes? Insights from the activity of power firms. (2021). Rannou, Yves ; Barneto, Pascal ; Boutabba, Mohamed Amine. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005089. Full description at Econpapers || Download paper |
2020 | Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models. (2020). Ma, Feng ; Mei, Dexiang ; Wang, LU ; Liao, Yin. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304219. Full description at Econpapers || Download paper |
2020 | Chinas carbon emissions trading and stock returns. (2020). Wu, Nan ; Wen, Fenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304244. Full description at Econpapers || Download paper |
2020 | Towards a sustainable energy scenario? A worldwide analysis. (2020). Montañés, Antonio ; Olmos, Lorena ; Montaes, Antonio ; Gonzalez-Alvarez, Maria A. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300773. Full description at Econpapers || Download paper |
2020 | On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213. Full description at Econpapers || Download paper |
2020 | Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225. Full description at Econpapers || Download paper |
2020 | Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302875. Full description at Econpapers || Download paper |
2020 | A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121. Full description at Econpapers || Download paper |
2021 | Modelling the volatility of TOCOM energy futures: A regime switching realised volatility approach. (2021). Marsh, Ian W ; Huang, Chih-Yueh ; Alizadeh, Amir H. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s0140988319302063. Full description at Econpapers || Download paper |
2021 | Pricing effects of the electricity market reform in Brazil. (2021). Romano, Teresa ; Owen, Sally ; Fiuza, Gabriel Godofredo ; Daglish, Toby. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s014098832100102x. Full description at Econpapers || Download paper |
2020 | Convergence and distribution dynamics of energy consumption among Chinas households. (2020). Shi, Xunpeng ; Se, Tsun ; Yu, Jian. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302421. Full description at Econpapers || Download paper |
2020 | Effects of urbanization on energy efficiency in China: New evidence from short run and long run efficiency models. (2020). Cheng, Jianquan ; Lv, Yulan. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520305759. Full description at Econpapers || Download paper |
2021 | Assessing the effectiveness of total foreign aid and foreign energy aid inflows on environmental quality in India. (2021). Mahalik, Mantu ; Gupta, Monika ; Mallick, Hrushikesh ; Villanthenkodath, Muhammed Ashiq. In: Energy Policy. RePEc:eee:enepol:v:149:y:2021:i:c:s0301421520307266. Full description at Econpapers || Download paper |
2020 | An analysis of the energy intensity of Latin American and Caribbean countries: Empirical evidence on the role of public and private capital stock. (2020). Marques, Antonio Cardoso ; Fuinhas, Jose Alberto ; Santiago, Renato. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220320326. Full description at Econpapers || Download paper |
2021 | Unveiling the heterogeneous impacts of environmental taxes on energy consumption and energy intensity: Empirical evidence from OECD countries. (2021). Vo, Xuan Vinh ; Shahbaz, Muhammad ; Shahzad, Umer ; Ma, Benjiang ; Bashir, Muhammad Farhan. In: Energy. RePEc:eee:energy:v:226:y:2021:i:c:s0360544221006150. Full description at Econpapers || Download paper |
2022 | Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Energy. RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996. Full description at Econpapers || Download paper |
2020 | The relationship between implied volatility and cryptocurrency returns. (2020). Sensoy, Ahmet ; lucey, brian ; Corbet, Shaen ; Yarovaya, Larisa ; Akyildirim, Erdinc. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303381. Full description at Econpapers || Download paper |
2021 | Examining the impact of ICT, human capital and carbon emissions: Evidence from the ASEAN economies. (2021). Haini, Hazwan. In: International Economics. RePEc:eee:inteco:v:166:y:2021:i:c:p:116-125. Full description at Econpapers || Download paper |
2020 | Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks. (2020). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:933-948. Full description at Econpapers || Download paper |
2022 | Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models. (2022). Hou, Chenghan ; Ji, Qiang ; Klein, Tony ; Luo, Jiawen. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:51-73. Full description at Econpapers || Download paper |
2022 | Forecasting realized volatility of agricultural commodities. (2022). Walther, Thomas ; Filis, George ; Degiannakis, Stavros ; Klein, Tony. In: International Journal of Forecasting. RePEc:eee:intfor:v:38:y:2022:i:1:p:74-96. Full description at Econpapers || Download paper |
2020 | Is there a risk-return trade-off in cryptocurrency markets? The case of Bitcoin. (2020). , Walid. In: Journal of Economics and Business. RePEc:eee:jebusi:v:108:y:2020:i:c:s0148619519302206. Full description at Econpapers || Download paper |
2020 | Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075. Full description at Econpapers || Download paper |
2020 | The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. (2020). Lau, Wee Yeap ; Go, You-How. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851317300028. Full description at Econpapers || Download paper |
2020 | Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Putnam, Kyle J ; Adhikari, Ramesh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680. Full description at Econpapers || Download paper |
2021 | Speculation and the informational efficiency of commodity futures markets. (2021). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:23:y:2021:i:c:s2405851320300362. Full description at Econpapers || Download paper |
2022 | The “necessary evil” in Chinese commodity markets. (2022). Zhang, Tingxi ; Mo, DI ; Fan, John Hua. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:25:y:2022:i:c:s2405851321000209. Full description at Econpapers || Download paper |
2020 | Analyzing volatility spillovers between oil market and Asian stock markets. (2020). Tiwari, Aviral ; Tingqiu, Cao ; Sarwar, Suleman. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719304957. Full description at Econpapers || Download paper |
2020 | Natural resources fund types and capital accumulation: A comparative analysis. (2020). Ouoba, Youmanli. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s030142071930772x. Full description at Econpapers || Download paper |
2020 | Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718. Full description at Econpapers || Download paper |
2020 | The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874. Full description at Econpapers || Download paper |
2021 | Energy commodities, precious metals and industrial metal markets: A nexus across different investment horizons and market conditions. (2021). Vo, Xuan Vinh ; Ur, Mobeen. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720308746. Full description at Econpapers || Download paper |
2021 | The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Zhang, Hongwei ; Gao, Wang ; Liu, Yuanyuan ; Niu, Zibo. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872. Full description at Econpapers || Download paper |
2021 | Night trading with futures in China: The case of Aluminum and Copper. (2021). Todorova, Neda ; Klein, Tony. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002191. Full description at Econpapers || Download paper |
2021 | Decomposition-selection-ensemble forecasting system for energy futures price forecasting based on multi-objective version of chaos game optimization algorithm. (2021). Zhang, Lifang ; Wang, Jianzhou ; Liu, Zhenkun ; Jiang, Ping. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002452. Full description at Econpapers || Download paper |
2021 | Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study. (2021). Tiwari, Aviral ; Roubaud, David ; Lahiani, Amine ; Jena, Sangram Keshari. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002889. Full description at Econpapers || Download paper |
2021 | Common factors and the dynamics of industrial metal prices. A forecasting perspective. (2021). Rubaszek, Michał ; Paccagnini, Alessia ; Kwas, Marek. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003299. Full description at Econpapers || Download paper |
2021 | How alternative energy competition shocks natural gas development in China: A novel time series analysis approach. (2021). Dang, Ruinan ; Yang, Fei ; Zheng, Haofeng ; Li, Xingmei. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004189. Full description at Econpapers || Download paper |
2020 | Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691. Full description at Econpapers || Download paper |
2021 | Dynamic impact of the U.S. monetary policy on oil market returns and volatility. (2021). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:159-169. Full description at Econpapers || Download paper |
2020 | Convergence of the world’s energy use. (2020). Lee, Chien-Chiang ; Liu, Tie-Ying. In: Resource and Energy Economics. RePEc:eee:resene:v:62:y:2020:i:c:s0928765519300417. Full description at Econpapers || Download paper |
2020 | Forecasting oil price volatility using high-frequency data: New evidence. (2020). Liu, Jing ; Wei, YU ; Ma, Feng ; Chen, Wang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:66:y:2020:i:c:p:1-12. Full description at Econpapers || Download paper |
2020 | The impact of co-jumps in the oil sector. (2020). Mauad, Roberto ; Laurini, Márcio ; Lucena, Fernando Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919301758. Full description at Econpapers || Download paper |
2021 | Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network. (2021). Chen, Jianming ; Li, Jianping ; Wang, Jun ; Sun, Xiaolei ; Liu, Chang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920302002. Full description at Econpapers || Download paper |
2020 | Actors, decision-making, and institutions in quantitative system modelling. (2020). Dasgupta, Shouro ; van Vuuren, Detlef P ; Pfluger, Benjamin ; Kohler, Jonathan ; Hof, Andries F ; de Cian, Enrica ; DeCian, Enrica . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:151:y:2020:i:c:s0040162518315907. Full description at Econpapers || Download paper |
2021 | On the Water-Energy-Food Nexus: Is there Multivariate Convergence?. (2021). Pierru, Axel ; Galeotti, Marzio ; Bollino, Carlo Andrea. In: Working Papers. RePEc:fem:femwpa:2021.06. Full description at Econpapers || Download paper |
2020 | The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. (2019). Tsionas, Mike ; Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo. In: Working Papers. RePEc:fip:feddwp:1902. Full description at Econpapers || Download paper |
2021 | Uncertainty Due to Infectious Diseases and Stock–Bond Correlation. (2021). Gkillas, Konstantinos ; Siriopoulos, Costas ; Konstantatos, Christoforos. In: Econometrics. RePEc:gam:jecnmx:v:9:y:2021:i:2:p:17-:d:539153. Full description at Econpapers || Download paper |
2021 | Clustering Analysis of Energy Consumption in the Countries of the Visegrad Group. (2021). Rokicki, Tomasz ; Gostkowski, Micha ; Bedycka-Borawska, Aneta ; Borawski, Piotr ; Szczepaniuk, Hubert ; Ratajczak, Marcin ; Wojtczuk, Kamil ; Koszela, Grzegorz ; Ochnio, Luiza. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:18:p:5612-:d:630798. Full description at Econpapers || Download paper |
2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Bonato, Matteo. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:10:p:4309-:d:362539. Full description at Econpapers || Download paper |
2021 | Long-term energy transitions and international business: Concepts, theory, methods, and a research agenda. (2021). Wood, Geoffrey ; Budhwar, Pawan ; Doh, Jonathan. In: Journal of International Business Studies. RePEc:pal:jintbs:v:52:y:2021:i:5:d:10.1057_s41267-021-00405-6. Full description at Econpapers || Download paper |
2020 | Oil price assumptions for macroeconomic policy. (2020). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:100705. Full description at Econpapers || Download paper |
2020 | Examining the impacts of economic and demographic aspects on the ecological footprint in South and Southeast Asian countries. (2020). Sinha, Avik ; Sharma, Rajesh ; Kautish, Pradeep. In: MPRA Paper. RePEc:pra:mprapa:104245. Full description at Econpapers || Download paper |
2021 | What should be taken into consideration when forecasting oil implied volatility index?. (2021). Degiannakis, Stavros ; Giannopoulos, Kostantinos ; Delis, Panagiotis. In: MPRA Paper. RePEc:pra:mprapa:110831. Full description at Econpapers || Download paper |
2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202009. Full description at Econpapers || Download paper |
2021 | Cross-Economy Dynamics in Energy Productivity: Evidence from 47 Economies over the Period 2000–2015. (2021). Zhong, Sheng ; Liu, Yang. In: ADBI Working Papers. RePEc:ris:adbiwp:1215. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2021 | Can the Baidu Index predict realized volatility in the Chinese stock market?. (2021). Yan, Kai ; Zhang, Wei ; Shen, Dehua. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-020-00216-y. Full description at Econpapers || Download paper |
2020 | Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets. (2020). Chen, Jihui ; Ao, Jing ; Gao, Jin. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-019-09497-1. Full description at Econpapers || Download paper |
2022 | Role of monetary policy on CO2 emissions in India. (2022). Pradeep, Siddhartha. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:1:d:10.1007_s43546-021-00175-1. Full description at Econpapers || Download paper |
2020 | Is there a risk and return relation?. (2020). , Suzanne ; McMillan, Fiona J. In: The European Journal of Finance. RePEc:taf:eurjfi:v:26:y:2020:i:11:p:1075-1101. Full description at Econpapers || Download paper |
2022 | The role of intermediary capital risk in predicting oil volatility. (2022). Yin, Libo. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:401-416. Full description at Econpapers || Download paper |
2022 | Predicting the volatility of crude oil futures: The roles of leverage effects and structural changes. (2022). Lin, Boqiang ; Gong, XU. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:1:p:610-640. Full description at Econpapers || Download paper |
2020 | Volatility impulse response analysis for DCCâ€GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796. Full description at Econpapers || Download paper |
2020 | Optimal forecast combination based on ensemble empirical mode decomposition for agricultural commodity futures prices. (2020). Fang, Yongmei ; Heravi, Saeed ; Wu, Shangjuan ; Guan, BO. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:6:p:877-886. Full description at Econpapers || Download paper |
2020 | On the forecasting of highâ€frequency financial time series based on ARIMA model improved by deep learning. (2020). Song, Yuping ; Han, Jing ; Li, Zhenwei. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:7:p:1081-1097. Full description at Econpapers || Download paper |
2020 | Cryptocurrency volatility forecasting: A Markov regime?switching MIDAS approach. (2020). M. I. M. Wahab, ; Ma, Yuanhui ; Liang, Chao. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:8:p:1277-1290. Full description at Econpapers || Download paper |
2021 | Forecasting Chinas Crude Oil Futures Volatility: The Role of the Jump, Jumps Intensity, and Leverage Effect. (2021). Huang, Dengshi ; M. I. M. Wahab, ; Ma, Feng ; Wang, Jiqian. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:5:p:921-941. Full description at Econpapers || Download paper |
2022 | Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach. (2022). Wang, Yudong ; Zhang, Yaojie ; He, Mengxi ; Wen, Danyan. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:230-251. Full description at Econpapers || Download paper |
2022 | What matters when developing oil price volatility forecasting frameworks?. (2022). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:2:p:361-382. Full description at Econpapers || Download paper |
2022 | Forecasting Bitcoin volatility: A new insight from the threshold regression model. (2022). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:3:p:633-652. Full description at Econpapers || Download paper |
2020 | Volatility forecasts embedded in the prices of crudeâ€oil options. (2020). Tsiaras, Leonidas ; Gilder, Dudley . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1127-1159. Full description at Econpapers || Download paper |
2021 | Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. (2021). Tsakou, Katerina ; McMillan, David G ; Kambouroudis, Dimos S. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1618-1639. Full description at Econpapers || Download paper |
2021 | Effects of structural changes on the prediction of downside volatility in futures markets. (2021). Lin, Boqiang ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1124-1153. Full description at Econpapers || Download paper |
2022 | Market inefficiencies surrounding energy announcements. (2022). Kurov, Alexander ; Alturki, Sultan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:1:p:172-188. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices In: The Energy Journal. [Full Text][Citation analysis] | article | 10 |
2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas prices.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2009 | On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting In: Sustainable Development Papers. [Full Text][Citation analysis] | paper | 15 |
2009 | On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2009 | On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2009 | On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2011 | On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2011) In: Annals of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2013 | A Fear Index to Predict Oil Futures Returns In: Energy: Resources and Markets. [Full Text][Citation analysis] | paper | 33 |
2013 | A Fear Index to Predict Oil Futures Returns.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2014 | A fear index to predict oil futures returns.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2014 | A fear index to predict oil futures returns.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2016 | Informed Trading in Oil-Futures Market In: ESP: Energy Scenarios and Policy. [Full Text][Citation analysis] | paper | 0 |
2016 | Informed Trading in Oil-Futures Market.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Informed trading in oil-futures market.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Informed trading in oil futures markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Informed trading in oil futures markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Informed Trading in Oil-Futures Market.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Informed Trading in Oil-Futures Market.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Futures Trading and the Excess Comovement of Commodity Prices In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 21 |
2013 | Futures trading and the excess comovement of commodity prices.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2018 | Futures Trading and the Excess Co-movement of Commodity Prices.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2013 | Futures Trading and the Excess Comovement of Commodity Prices.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2013 | Futures trading and the excess comovement of commodity prices.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2010 | Impact dun choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers In: Revue économique. [Full Text][Citation analysis] | article | 0 |
2007 | Préférences par rapport au risque et marchés à terme : le cas dune quantité incertaine In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 0 |
2007 | Préférences par rapport au risque et marchés à terme : le cas d’une quantité incertaine.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Options introduction and volatility in the EU ETS In: Working Papers. [Full Text][Citation analysis] | paper | 25 |
2009 | Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2011 | Options introduction and volatility in the EU ETS.(2011) In: Resource and Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2009 | Options introduction and volatility in the EU ETS.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2009 | Options Introduction and Volatility in the EU ETS.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2011 | Macro factors in oil futures returns In: International Economics. [Full Text][Citation analysis] | article | 0 |
2011 | On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 30 |
2012 | On the volatility–volume relationship in energy futures markets using intraday data.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 30 | article | |
2005 | A special case of self-protection: The choice of a lawyer In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2006 | Ederingtons ratio with production flexibility In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2011 | Brownian motion vs. pure-jump processes for individual stocks In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2012 | A reassessment of the risk-return tradeoff at the daily horizon In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2013 | The explanatory power of signed jumps for the risk-return tradeoff In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2013 | The explanatory power of signed jumps for the risk-return tradeoff.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | An empirical analysis of the downside risk-return trade-off at daily frequency In: Economic Modelling. [Full Text][Citation analysis] | article | 6 |
2013 | An empirical analysis of the downside risk-return trade-off at daily frequency.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2015 | Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps In: Economic Modelling. [Full Text][Citation analysis] | article | 10 |
2014 | Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | paper | |
2010 | On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach In: Ecological Economics. [Full Text][Citation analysis] | article | 53 |
2008 | On the non-convergence of energy intensities: evidence from a pair-wise econometric approach.(2008) In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 53 | paper | |
2010 | The newsvendor problem under multiplicative background risk In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
2014 | Forecasting the volatility of crude oil futures using intraday data In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 130 |
2014 | Forecasting the volatility of crude oil futures using intraday data.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
2014 | Forecasting the volatility of crude oil futures using intraday data.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 130 | paper | |
2010 | What trends in energy efficiencies? Evidence from a robust test In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
2010 | Volatility transmission and volatility impulse response functions in European electricity forward markets In: Energy Economics. [Full Text][Citation analysis] | article | 37 |
2008 | Volatility transmission and volatility impulse response functions in European electricity forward markets.(2008) In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 37 | paper | |
2012 | Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta In: Energy Policy. [Full Text][Citation analysis] | article | 2 |
2012 | Empirical bias in intraday volatility measures In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2017 | The contribution of jumps to forecasting the density of returns In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
2017 | The contribution of jumps to forecasting the density of returns.(2017) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2007 | The impact of uncertainty on banking behavior : evidence from the US sulfur dioxide emissions allowance trading program In: Post-Print. [Citation analysis] | paper | 0 |
2014 | On the Stochastic Properties of Carbon Futures Prices In: Post-Print. [Citation analysis] | paper | 19 |
2012 | On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2014 | On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 19 | article | |
2013 | Decreasing R&D expenditures in the European energy industry and deregulation In: Post-Print. [Citation analysis] | paper | 0 |
2018 | Information privée sur les marchés du pétrole : le cas des annonces de stocks de brut aux Etats-Unis In: Post-Print. [Citation analysis] | paper | 0 |
2019 | Informed Trading in the WTI Oil Futures Market In: Post-Print. [Citation analysis] | paper | 1 |
2015 | Informed trading in the WTI oil futures markets.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2016 | Informed trading in the WTI oil futures markets.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | Informed trading in the WTI oil futures markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | Informed trading in the WTI oil futures markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2017 | Informed trading in the WTI oil futures markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2018 | Informed trading in oil futures markets : closing conference In: Post-Print. [Citation analysis] | paper | 0 |
2013 | Citizens participation in permit markets and social welfare under uncertainty In: Post-Print. [Citation analysis] | paper | 2 |
2016 | Symposium Editorial: Recent issues in the analysis of energy prices In: European Journal of Comparative Economics. [Full Text][Citation analysis] | article | 0 |
2003 | Cross Hedging and Liquidity: a note In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 0 |
2004 | The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 0 |
2004 | Consequences of Electricity Restructuring on the Environment: a Survey In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 0 |
2004 | On the exact minimum variance hedge of an un- certain quantity with flexibility In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 0 |
2005 | Dérégulation et R&D dans le secteur énergétique européen In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 0 |
2006 | Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 2 |
2016 | The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
2017 | The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2005 | Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program In: ERSA conference papers. [Full Text][Citation analysis] | paper | 0 |
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