Benoît Sévi : Citation Profile


Are you Benoît Sévi?

Université de Nantes

9

H index

9

i10 index

269

Citations

RESEARCH PRODUCTION:

24

Articles

57

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 16
   Journals where Benoît Sévi has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 10 (3.58 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psv31
   Updated: 2021-03-01    RAS profile: 2019-07-02    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Rousse, Olivier (14)

Nguyen, Duc Khuong (3)

Uddin, Gazi (2)

Ielpo, Florian (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 (10)

GUESMI, Khaled (9)

Filis, George (8)

McAleer, Michael (7)

Chevallier, Julien (7)

GUPTA, RANGAN (7)

Stern, David (6)

Powell, Robert (4)

Allen, David (4)

Baruník, Jozef (4)

JAWADI, Fredj (4)

Cites to:

Bollerslev, Tim (51)

Andersen, Torben (44)

Diebold, Francis (28)

Kilian, Lutz (24)

Tauchen, George (21)

Ng, Serena (16)

Barndorff-Nielsen, Ole (14)

Corsi, Fulvio (13)

Zhou, Hao (13)

Bai, Jushan (12)

Gollier, Christian (12)

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
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2021Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Lassoued, Mongi ; Bouazizi, Tarek ; Hadhek, Zouhaier. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Works by Benoît Sévi:


YearTitleTypeCited
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices In: The Energy Journal.
[Full Text][Citation analysis]
article6
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: 6
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]
paper13
2009On 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: 13
paper
2009On 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: 13
paper
2009On 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: 13
paper
2011On 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: 13
article
2013A Fear Index to Predict Oil Futures Returns In: Energy: Resources and Markets.
[Full Text][Citation analysis]
paper29
2013A Fear Index to Predict Oil Futures Returns.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2014A fear index to predict oil futures returns.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 29
paper
2014A fear index to predict oil futures returns.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29
paper
2016Informed Trading in Oil-Futures Market In: ESP: Energy Scenarios and Policy.
[Full Text][Citation analysis]
paper0
2016Informed Trading in Oil-Futures Market.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Informed trading in oil-futures market.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Informed trading in oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Informed trading in oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Informed Trading in Oil-Futures Market.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Informed Trading in Oil-Futures Market.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2013Futures Trading and the Excess Comovement of Commodity Prices In: AMSE Working Papers.
[Full Text][Citation analysis]
paper15
2013Futures trading and the excess comovement of commodity prices.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2018Futures Trading and the Excess Co-movement of Commodity Prices.(2018) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 15
paper
2013Futures Trading and the Excess Comovement of Commodity Prices.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2013Futures trading and the excess comovement of commodity prices.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
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).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2011Options introduction and volatility in the EU ETS In: Working Papers.
[Full Text][Citation analysis]
paper22
2009Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
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: 22
article
2009Options introduction and volatility in the EU ETS.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
paper
2009Options Introduction and Volatility in the EU ETS.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22
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]
paper26
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: 26
article
2005A special case of self-protection: The choice of a lawyer In: Economics Bulletin.
[Full Text][Citation analysis]
article0
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]
article2
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: 2
paper
2015Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps In: Economic Modelling.
[Full Text][Citation analysis]
article3
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: 3
paper
2010On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach In: Ecological Economics.
[Full Text][Citation analysis]
article39
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: 39
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]
article44
2014Forecasting the volatility of crude oil futures using intraday data.(2014) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 44
paper
2014Forecasting the volatility of crude oil futures using intraday data.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
paper
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]
article34
2008Volatility 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: 34
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.
[Full Text][Citation analysis]
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]
paper18
2012On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
paper
2014On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18
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]
paper0
2015Informed trading in the WTI oil futures markets.(2015) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Informed trading in the WTI oil futures markets.(2016) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
paper
2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has another version. Agregated cites: 0
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]
paper4
2017The 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: 4
article
2005Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program In: ERSA conference papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team