Benoît Sévi : Citation Profile

Are you Benoît Sévi?

Université de Nantes

10

H index

11

i10 index

414

Citations

RESEARCH PRODUCTION:

24

Articles

57

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 25
   Journals where Benoît Sévi has often published
   Relations with other researchers
   Recent citing documents: 93.    Total self citations: 15 (3.5 %)

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   Permalink: http://citec.repec.org/psv31
   Updated: 2022-07-02    RAS profile: 2019-07-02    
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Relations with other researchers

Works with:

Rousse, Olivier (14)

Nguyen, Duc Khuong (3)

Ielpo, Florian (2)

Uddin, Gazi (2)

Chevallier, Julien (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Benoît Sévi.

Is cited by:

Degiannakis, Stavros (21)

Filis, George (16)

GUPTA, RANGAN (14)

GUESMI, Khaled (9)

McAleer, Michael (8)

Stern, David (8)

Lyócsa, Štefan (7)

DA FONSECA, José (7)

Chevallier, Julien (7)

Pierdzioch, Christian (6)

Lin, Boqiang (6)

Cites to:

Bollerslev, Tim (55)

Andersen, Torben (47)

Diebold, Francis (28)

Tauchen, George (25)

Kilian, Lutz (24)

Barndorff-Nielsen, Ole (22)

Ng, Serena (16)

Zhou, Hao (15)

Shephard, Neil (15)

Corsi, Fulvio (15)

Gollier, Christian (14)

Main data

Where Benoît Sévi has published?

Journals with more than one article published# docs
Economics Bulletin5
Energy Economics3
European Journal of Operational Research2
Economic Modelling2

Working Papers Series with more than one paper published# docs
Post-Print / HAL21
Cahiers du CREDEN (CREDEN Working Papers) / CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 18
Working Papers / HAL7
Working Papers / Department of Research, Ipag Business School4
Working Papers / Fondazione Eni Enrico Mattei3
EconomiX Working Papers / University of Paris Nanterre, EconomiX3

Recent works citing Benoît Sévi (2021 and 2020)

YearTitle of citing document
2021On the Water-Energy-Food Nexus: Is there Multivariate Convergence?. (2021). Bollino, Carlo Andrea ; Galeotti, Marzio. In: FEEM Working Papers. RePEc:ags:feemwp:309919.

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2020Awareness 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.

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2022Extremal Dependence in Australian Electricity Markets. (2022). Han, Lin ; Trueck, Stefan ; Cribben, Ivor. In: Papers. RePEc:arx:papers:2202.09970.

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2021Green 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.

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2020Interconnectedness 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.

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2020Forecasting 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.

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2021Observations 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.

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2020Volatility 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.

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2020Electricity 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.

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2021Oil 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.

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2021Predicting 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.

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2021A 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.

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2020Stochastic 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.

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2020A 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.

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2020Forecast 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.

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2022New 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.

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2022Fat 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.

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2021What 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.

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2021Are 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.

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2020Geopolitical 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.

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2020Chinas 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.

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2020Towards 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.

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2020On 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.

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2020Volatility 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.

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2020Electricity 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.

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2020A 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.

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2021Modelling 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.

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2021Pricing 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.

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2020Convergence 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.

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2020Effects 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.

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2021Assessing 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.

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2020An 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.

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2021Unveiling 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.

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2022Long-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.

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2020The 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.

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2021Examining 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.

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2020Forecasting 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.

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2022Forecasting 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.

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2022Forecasting 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.

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2020Is 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.

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2020Forecasting 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.

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2020The 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.

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2020Comovement 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.

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2021Speculation 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.

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2022The “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.

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2020Analyzing 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.

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2020Natural 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.

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2020Macro 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.

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2020The 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.

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2021Energy 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.

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2021The 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.

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2021Night 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.

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2021Decomposition-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.

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2021Uncovering 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.

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2021Common 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.

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2021How 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.

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2020Stylized 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.

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2021Dynamic 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.

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2020Convergence 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.

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2020Forecasting 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.

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2020The 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.

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2021Multiscale 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.

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2020Actors, 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.

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2021On 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.

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2020The 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.

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2021Uncertainty 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.

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2021Clustering 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.

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2020Investor 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.

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2021Long-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.

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2020Oil price assumptions for macroeconomic policy. (2020). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:100705.

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2020Examining 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.

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2021What 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.

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2020Investor 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.

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2021Cross-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.

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2020.

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2021Can 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.

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2020Price 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.

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2022Role 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.

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2020Is 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.

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2022The 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.

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2022Predicting 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.

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2020Volatility impulse response analysis for DCC‐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.

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2020Optimal 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.

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2020On the forecasting of high‐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.

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2020Cryptocurrency 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.

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2021Forecasting 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.

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2022Forecasting 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.

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2022What 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.

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2022Forecasting 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.

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2020Volatility forecasts embedded in the prices of crude‐oil options. (2020). Tsiaras, Leonidas ; Gilder, Dudley . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:7:p:1127-1159.

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2021Forecasting 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.

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2021Effects 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.

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2022Market 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.

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Works by Benoît Sévi:

YearTitleTypeCited
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices In: The Energy Journal.
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2017Fundamental 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
2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting In: Sustainable Development Papers.
[Full Text][Citation analysis]		paper15
2009On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 15		paper
2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 15		paper
2009On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: Working Papers.
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2011On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2011) In: Annals of Finance.
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This paper has another version. Agregated cites: 15		article
2013A Fear Index to Predict Oil Futures Returns In: Energy: Resources and Markets.
[Full Text][Citation analysis]		paper33
2013A Fear Index to Predict Oil Futures Returns.(2013) In: Working Papers.
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2014A fear index to predict oil futures returns.(2014) In: Post-Print.
[Citation analysis]
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2014A fear index to predict oil futures returns.(2014) In: Working Papers.
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2016Informed Trading in Oil-Futures Market In: ESP: Energy Scenarios and Policy.
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2016Informed Trading in Oil-Futures Market.(2016) In: Working Papers.
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2016Informed trading in oil-futures market.(2016) In: Working Papers.
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2017Informed trading in oil futures markets.(2017) In: Post-Print.
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2017Informed trading in oil futures markets.(2017) In: Post-Print.
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2016Informed Trading in Oil-Futures Market.(2016) In: Working Papers.
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2017Informed Trading in Oil-Futures Market.(2017) In: Working Papers.
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2013Futures Trading and the Excess Comovement of Commodity Prices In: AMSE Working Papers.
[Full Text][Citation analysis]		paper21
2013Futures trading and the excess comovement of commodity prices.(2013) In: Post-Print.
[Full Text][Citation analysis]
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2018Futures Trading and the Excess Co-movement of Commodity Prices.(2018) In: Post-Print.
[Citation analysis]
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2013Futures Trading and the Excess Comovement of Commodity Prices.(2013) In: Working Papers.
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2013Futures trading and the excess comovement of commodity prices.(2013) In: Working Papers.
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2010Impact dun choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers In: Revue économique.
[Full Text][Citation analysis]		article0
2007Préférences par rapport au risque et marchés à terme : le cas dune quantité incertaine In: Recherches économiques de Louvain.
[Full Text][Citation analysis]		article0
2007Préférences par rapport au risque et marchés à terme : le cas d’une quantité incertaine.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain).
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This paper has another version. Agregated cites: 0		paper
2011Options introduction and volatility in the EU ETS In: Working Papers.
[Full Text][Citation analysis]		paper25
2009Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers.
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This paper has another version. Agregated cites: 25		paper
2011Options 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
2009Options introduction and volatility in the EU ETS.(2009) In: Working Papers.
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This paper has another version. Agregated cites: 25		paper
2009Options Introduction and Volatility in the EU ETS.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2011Macro factors in oil futures returns In: International Economics.
[Full Text][Citation analysis]		article0
2011On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper30
2012On 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
2005A special case of self-protection: The choice of a lawyer In: Economics Bulletin.
[Full Text][Citation analysis]		article2
2006Ederingtons ratio with production flexibility In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2011Brownian motion vs. pure-jump processes for individual stocks In: Economics Bulletin.
[Full Text][Citation analysis]		article1
2012A reassessment of the risk-return tradeoff at the daily horizon In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2013The explanatory power of signed jumps for the risk-return tradeoff In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2013The 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
2013An empirical analysis of the downside risk-return trade-off at daily frequency In: Economic Modelling.
[Full Text][Citation analysis]		article6
2013An 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
2015Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps In: Economic Modelling.
[Full Text][Citation analysis]		article10
2014Explaining 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
2010On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach In: Ecological Economics.
[Full Text][Citation analysis]		article53
2008On 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
2010The newsvendor problem under multiplicative background risk In: European Journal of Operational Research.
[Full Text][Citation analysis]		article3
2014Forecasting the volatility of crude oil futures using intraday data In: European Journal of Operational Research.
[Full Text][Citation analysis]		article130
2014Forecasting the volatility of crude oil futures using intraday data.(2014) In: Post-Print.
[Citation analysis]
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2014Forecasting the volatility of crude oil futures using intraday data.(2014) In: Working Papers.
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2010What trends in energy efficiencies? Evidence from a robust test In: Energy Economics.
[Full Text][Citation analysis]		article1
2010Volatility transmission and volatility impulse response functions in European electricity forward markets In: Energy Economics.
[Full Text][Citation analysis]		article37
2008Volatility transmission and volatility impulse response functions in European electricity forward markets.(2008) In: Cahiers du CREDEN (CREDEN Working Papers).
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This paper has another version. Agregated cites: 37		paper
2012Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta In: Energy Policy.
[Full Text][Citation analysis]		article2
2012Empirical bias in intraday volatility measures In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2017The contribution of jumps to forecasting the density of returns In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
[Full Text][Citation analysis]		paper0
2017The contribution of jumps to forecasting the density of returns.(2017) In: Documents de travail du Centre d'Economie de la Sorbonne.
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This paper has another version. Agregated cites: 0		paper
2007The impact of uncertainty on banking behavior : evidence from the US sulfur dioxide emissions allowance trading program In: Post-Print.
[Citation analysis]		paper0
2014On the Stochastic Properties of Carbon Futures Prices In: Post-Print.
[Citation analysis]		paper19
2012On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 19		paper
2014On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics.
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This paper has another version. Agregated cites: 19		article
2013Decreasing R&D expenditures in the European energy industry and deregulation In: Post-Print.
[Citation analysis]		paper0
2018Information privée sur les marchés du pétrole : le cas des annonces de stocks de brut aux Etats-Unis In: Post-Print.
[Citation analysis]		paper0
2019Informed Trading in the WTI Oil Futures Market In: Post-Print.
[Citation analysis]		paper1
2015Informed trading in the WTI oil futures markets.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2016Informed trading in the WTI oil futures markets.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018Informed trading in oil futures markets : closing conference In: Post-Print.
[Citation analysis]		paper0
2013Citizens participation in permit markets and social welfare under uncertainty In: Post-Print.
[Citation analysis]		paper2
2016Symposium Editorial: Recent issues in the analysis of energy prices In: European Journal of Comparative Economics.
[Full Text][Citation analysis]		article0
2003Cross Hedging and Liquidity: a note In: Cahiers du CREDEN (CREDEN Working Papers).
[Full Text][Citation analysis]		paper0
2004The 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]		paper0
2004Consequences of Electricity Restructuring on the Environment: a Survey In: Cahiers du CREDEN (CREDEN Working Papers).
[Full Text][Citation analysis]		paper0
2004On the exact minimum variance hedge of an un- certain quantity with flexibility In: Cahiers du CREDEN (CREDEN Working Papers).
[Full Text][Citation analysis]		paper0
2005Dérégulation et R&D dans le secteur énergétique européen In: Cahiers du CREDEN (CREDEN Working Papers).
[Full Text][Citation analysis]		paper0
2006Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program In: Cahiers du CREDEN (CREDEN Working Papers).
[Full Text][Citation analysis]		paper2
2016The 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]		paper8
2017The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India.(2017) In: Applied Economics.
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2005Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program In: ERSA conference papers.
[Full Text][Citation analysis]		paper0

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