Benoît Sévi : Citation Profile

Are you Benoît Sévi?

Université de Nantes

8

H index

8

i10 index

217

Citations

RESEARCH PRODUCTION:

24

Articles

57

Papers

RESEARCH ACTIVITY:

   15 years (2003 - 2018). See details.
   Cites by year: 14
   Journals where Benoît Sévi has often published
   Relations with other researchers
   Recent citing documents: 61.    Total self citations: 10 (4.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psv31
   Updated: 2019-10-15    RAS profile: 2019-07-02    
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Relations with other researchers

Works with:

Rousse, Olivier (15)

Chevallier, Julien (8)

Nguyen, Duc Khuong (3)

Ielpo, Florian (2)

Uddin, Gazi (2)

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

Is cited by:

GUESMI, Khaled (9)

McAleer, Michael (7)

Chevallier, Julien (7)

Stern, David (6)

Degiannakis, Stavros (6)

Allen, David (4)

Filis, George (4)

GUPTA, RANGAN (4)

JAWADI, Fredj (4)

DA FONSECA, José (4)

Powell, Robert (4)

Cites to:

Bollerslev, Tim (51)

Andersen, Torben (48)

Diebold, Francis (28)

Kilian, Lutz (24)

Tauchen, George (21)

Ng, Serena (16)

Barndorff-Nielsen, Ole (14)

Zhou, Hao (13)

Corsi, Fulvio (13)

Gollier, Christian (12)

Bai, Jushan (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 (2019 and 2018)

YearTitle of citing document
2017Dynamic Conditional Correlation between Electricity and Stock markets during the Financial Crisis in Greece. (2017). Papaioannou, Panagiotis G ; Dikaiakos, Christos ; Stratigakos, Akylas ; Siettos, Kostas . In: Papers. RePEc:arx:papers:1708.07063.

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2019Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2017Volatility Risk Premia and Future Commodity Returns. (2017). ORNELAS, JOSE ; Mauad, Roberto ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:455.

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2018Commodity Return Predictability: evidence from implied variance, skewness and their risk premia and their risk premia. (2018). ORNELAS, JOSE ; Finta, Marinela Adriana. In: Working Papers Series. RePEc:bcb:wpaper:479.

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2017Global electricity demand, generation, grid system, and renewable energy polices: a review. (2017). Zheng, Anqing ; Hasanuzzaman, M ; Thiffault, Evelyne ; Kolb, Thomas ; Srivastava, A K ; J. W. A. ) Langeveld, ; Eberhard, Mark ; Banerjee, P ; Dimitriou, Ioannis ; Abeln, Johannes ; Mallikeswaran, A ; Bentsen, Niclas Scott ; Dahmen, Nicolaus ; Cui, B ; Berndes, Goran ; Lattimore, Brenna ; Wei, Guoqiang ; Lee, H ; Smith, Tattersall C ; Zhao, Kun ; Che, Hang Seng ; Zimmerlin, Bernd ; Huang, Zhen ; Taminiau, Job ; Ilham, Nur Iqtiyani ; Stapf, Dieter ; Byrne, John ; Iqtiyaniilham, Nur ; Sauer, Jorg ; Jiang, Liqun ; Zubir, Ummu Salamah ; Nyangon, Joseph ; Leibold, Hans. In: Wiley Interdisciplinary Reviews: Energy and Environment. RePEc:bla:wireae:v:6:y:2017:i:3:p:n/a-n/a.

2017

Modelling Realized Volatility in Electricity Spot Prices: New insights and Application to the Japanese Electricity Market. (2017). Zarraga, Ainhoa ; Ciarreta, Aitor ; Muniainy, Peru . In: ISER Discussion Paper. RePEc:dpr:wpaper:0991.

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2017On Oil-US Exchange Rate Volatility Relationships: an Intradaily Analysis. (2017). JAWADI, Fredj ; ben ameur, hachmi ; Cheffou, Abdoulkarim Idi ; Louhichi, Wael. In: EconomiX Working Papers. RePEc:drm:wpaper:2017-11.

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2018Technological Innovation, Trade Openness, CO2 Emission and Economic Growth: Comparative Analysis between China and India. (2018). Fan, Hongzhong ; Hossain, Md Ismail. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-30.

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2018Price and Volatility Spillovers in the Electricity Reliability Council of Texas Day-Ahead Electricity Market. (2018). Abrokwah, Ama Agyeiwaa. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-38.

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2017Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu . In: Applied Energy. RePEc:eee:appene:v:190:y:2017:i:c:p:306-325.

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2017Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression. (2017). Wei, Yi-Ming ; Zhang, Tao ; Wu, Zhanchi ; Wang, Ping ; Zhu, Bangzhu. In: Applied Energy. RePEc:eee:appene:v:191:y:2017:i:c:p:521-530.

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2017The exploration on the trade preferences of cooperation partners in four energy commodities’ international trade: Crude oil, coal, natural gas and photovoltaic. (2017). Guan, Qing. In: Applied Energy. RePEc:eee:appene:v:203:y:2017:i:c:p:154-163.

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2017How does investor attention affect international crude oil prices?. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Yao, Ting. In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:336-344.

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2018Distribution dynamics of energy intensity in Chinese cities. (2018). Wu, Yanrui ; Yu, Yanni ; Se, Tsun. In: Applied Energy. RePEc:eee:appene:v:211:y:2018:i:c:p:875-889.

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2018Convenience yield, realised volatility and jumps: Evidence from non-ferrous metals. (2018). Omura, Akihiro ; Todorova, Neda ; Chung, Richard ; Li, Bin. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:496-510.

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2019A Fuzzy Stochastic Model for Carbon Price Prediction Under the Effect of Demand-related Policy in Chinas Carbon Market. (2019). Song, Xiaoqiu ; Li, Yin ; Liang, Dapeng ; Liu, Tiansen. In: Ecological Economics. RePEc:eee:ecolec:v:157:y:2019:i:c:p:253-265.

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2017The asymmetric volatility in the gold market revisited. (2017). Todorova, Neda. In: Economics Letters. RePEc:eee:ecolet:v:150:y:2017:i:c:p:138-141.

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2018Forecasting global stock market implied volatility indices. (2018). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:111-129.

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2017Stochastic convergence in per capita fossil fuel consumption in U.S. states. (2017). Vizek, Maruška ; Payne, James ; Lee, Junsoo. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:382-395.

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2017Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145.

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2017Higher moment risk premiums for the crude oil market: A downside and upside conditional decomposition. (2017). DA FONSECA, José ; Xu, Yahua. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:410-422.

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2018Energy consumption and CO2 emissions convergence in European Union member countries. A tonneau des Danaides?. (2018). Kounetas, Kostantinos. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:111-127.

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2018Convergence of energy productivity across Indian states and territories. (2018). Saha, Anjan ; Inekwe, John ; Sadorsky, Perry ; Bhattacharya, Mita. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:427-440.

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2018On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach. (2018). Balcilar, Mehmet ; Toparli, Elif Akay ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:813-827.

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2018A club convergence analysis of per capita energy consumption across Australian regions and sectors. (2018). Ivanovski, Kris ; Smyth, Russell ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:519-531.

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2017Can environmental innovation facilitate carbon emissions reduction? Evidence from China. (2017). Zhang, Yue-Jun ; Ma, Chao-Qun ; Peng, Yu-Lu ; Shen, BO. In: Energy Policy. RePEc:eee:enepol:v:100:y:2017:i:c:p:18-28.

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2017Testing for convergence in electricity consumption across Croatian regions at the consumers sectoral level. (2017). Borozan, Djula. In: Energy Policy. RePEc:eee:enepol:v:102:y:2017:i:c:p:145-153.

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2018Revisiting cross-province energy intensity convergence in China: A spatial panel analysis. (2018). Folmer, Henk ; Zhou, P ; Ji, Minhe ; Jiang, Lei. In: Energy Policy. RePEc:eee:enepol:v:121:y:2018:i:c:p:252-263.

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2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473.

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2017Dynamic spillover effects across petroleum spot and futures volatilities, trading volume and open interest. (2017). Tsouknidis, Dimitris ; Magkonis, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:104-118.

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2019China’s crude oil futures: Introduction and some stylized facts. (2019). Zhang, Dayong ; Ji, Qiang. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:376-380.

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2018Forest-based carbon sequestration, and the role of forward, futures, and carbon-lending markets: A comparative institutions approach. (2018). Coleman, Andrew. In: Journal of Forest Economics. RePEc:eee:foreco:v:33:y:2018:i:c:p:95-104.

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2018Cross-commodity news transmission and volatility spillovers in the German energy markets. (2018). Green, Rikard ; Nilsson, Birger ; Lunina, Veronika ; Larsson, Karl . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:95:y:2018:i:c:p:231-243.

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2019The asymmetric effect of equity volatility on credit default swap spreads. (2019). Lee, Hwang Hee ; Hyun, Jung-Soon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:98:y:2019:i:c:p:125-136.

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2019Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market. (2019). Ignatieva, Katja ; da Fonseca, Jose. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:99:y:2019:i:c:p:45-62.

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2018Price and network dynamics in the European carbon market. (2018). Mandel, Antoine ; Battiston, Stefano ; Karpf, Andreas. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:153:y:2018:i:c:p:103-122.

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2017Forecasting oil price realized volatility using information channels from other asset classes. (2017). Filis, George ; Degiannakis, Stavros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:76:y:2017:i:c:p:28-49.

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2019An empirical analysis of the correlation between large daily changes in grain and oil futures prices. (2019). Fretheim, Torun . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:14:y:2019:i:c:p:66-75.

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2018The volatility-volume relationship in the LME futures market for industrial metals. (2018). Clements, Adam ; Todorova, Neda. In: Resources Policy. RePEc:eee:jrpoli:v:58:y:2018:i:c:p:111-124.

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2017Modeling and forecasting the volatility of carbon dioxide emission allowance prices: A review and comparison of modern volatility models. (2017). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:692-704.

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2017Is there convergence in per capita renewable energy consumption across U.S. States? Evidence from LM and RALS-LM unit root tests with breaks. (2017). Vizek, Maruška ; Payne, James ; Lee, Junsoo. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:70:y:2017:i:c:p:715-728.

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2018Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis. (2018). Tao, Qizhi ; Zhang, Ting ; Liu, Jiapeng ; Wei, YU. In: International Review of Economics & Finance. RePEc:eee:reveco:v:54:y:2018:i:c:p:143-153.

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2017The one-trading-day-ahead forecast errors of intra-day realized volatility. (2017). Degiannakis, Stavros. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:1298-1314.

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2019Interdependence among agricultural commodity markets, macroeconomic factors, crude oil and commodity index. (2019). Fernandez-Diaz, Jose M ; Morley, Bruce. In: Research in International Business and Finance. RePEc:eee:riibaf:v:47:y:2019:i:c:p:174-194.

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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:115614.

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2018The Dynamics of Energy Intensity Convergence in the EU-28 Countries. (2018). Shahbaz, Muhammad ; Balcilar, Mehmet ; Emir, Firat. In: Working Papers. RePEc:emu:wpaper:15-37.pdf.

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2019Energy, Trade, Urbanization and Environmental Degradation Nexus in Sri Lanka: Bounds Testing Approach. (2019). Shafiq, Muhammad ; Kumara, Prasanna Sisira ; Shihadeh, Fadi ; Naradda, Sisira Kumara ; Ul, Ihtisham ; Gasimli, Oruj. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:9:p:1655-:d:227343.

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2018Risk Transfer among Housing Markets in Major Cities in China. (2018). I-Chun Tsai, ; Chiang, Shu-Hen. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:7:p:2386-:d:157026.

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2019Forecasting Oil Price Volatility in the Era of Big Data: A Text Mining for VaR Approach. (2019). He, Ling-Yun ; Wang, Zi-Jie ; Liu, Li-Na ; Zhao, Lu-Tao. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:14:p:3892-:d:249220.

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2017A Study on China’s Urban Electricity Productivity Convergence with Spatial Smooth Transition Effect. (2017). Luo, Ming ; Zhang, Yingqing ; Fan, Ruguo. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:8:p:1359-:d:106767.

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2017The Impact of Intermittent Renewable Production and Market Coupling on the Convergence of French and German Electricity Prices. (2017). Keppler, Jan Horst ; Boureau, Charlotte ; le Pen, Yannick ; Phan, Sebastien. In: Working Papers. RePEc:hal:wpaper:hal-01599700.

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2017Jumps in Commodity Markets. (2017). Prokopczuk, Marcel ; Benno, Duc Binh. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-615.

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2018Energy Efficiency Convergence in China: Catch-Up, Lock-In and Regulatory Uniformity. (2018). Ma, Chunbo ; Yu, Yantuan ; Huang, Jianhuan. In: Environmental & Resource Economics. RePEc:kap:enreec:v:70:y:2018:i:1:d:10.1007_s10640-017-0112-0.

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2019The Impact of Jumps and Leverage in Forecasting the Co-Volatility of Oil and Gold Futures. (2019). McAleer, Michael ; GUPTA, RANGAN ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201925.

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2019Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). McAleer, Michael ; Gupta, Rangan ; Asai, Manabu. In: Working Papers. RePEc:pre:wpaper:201951.

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2017Intraday Dynamics of Asset Returns, Trading Activities, and Implied Volatilities: A Trivariate GARCH Framework. (2017). Ryu, Doojin ; Shim, Hyein. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:2:p:45-61.

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2017Estimation of Lévy-driven Ornstein–Uhlenbeck processes: application to modeling of $$\hbox {CO}_2$$ CO 2 and fuel-switching. (2017). Goutte, Stéphane ; Chevallier, Julien. In: Annals of Operations Research. RePEc:spr:annopr:v:255:y:2017:i:1:d:10.1007_s10479-015-1967-5.

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2017Climate variability and the volatility of global maize and soybean prices. (2017). Peri, Massimo. In: Food Security: The Science, Sociology and Economics of Food Production and Access to Food. RePEc:spr:ssefpa:v:9:y:2017:i:4:d:10.1007_s12571-017-0702-2.

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2017Modelling the relationship between future energy intraday volatility and trading volume with wavelet. (2017). Ftiti, Zied ; JAWADI, Fredj ; Louhichi, Wal. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:20:p:1981-1993.

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2017Volatility spillover and multivariate volatility impulse response analysis of GFC news events. (2017). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K. In: Applied Economics. RePEc:taf:applec:v:49:y:2017:i:33:p:3246-3262.

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2017In the Nick of Time: A Heteroskedastic SVAR Model and Its Application to the Crude Oil Futures Market. (2017). Bos, J. ; Li, Zhuo ; Sun, Hang . In: Research Memorandum. RePEc:unm:umagsb:2017019.

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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.
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2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting In: Sustainable Development Papers.
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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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2009On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting.(2009) In: Working Papers.
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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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2013A Fear Index to Predict Oil Futures Returns In: Energy: Resources and Markets.
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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.
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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.
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2013Futures trading and the excess comovement of commodity prices.(2013) In: Post-Print.
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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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2018Futures Trading and the Excess Co-movement of Commodity Prices.(2018) In: Post-Print.
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2010Impact dun choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers In: Revue économique.
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2007Préférences par rapport au risque et marchés à terme : le cas dune quantité incertaine In: Recherches économiques de Louvain.
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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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2011Options introduction and volatility in the EU ETS In: Working Papers.
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2009Options Introduction and Volatility in the EU ETS.(2009) In: Working Papers.
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2009Options introduction and volatility in the EU ETS.(2009) In: Working Papers.
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2009Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers.
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2011Options introduction and volatility in the EU ETS.(2011) In: Resource and Energy Economics.
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2011Macro factors in oil futures returns In: International Economics.
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2011On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers.
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2012On the volatility–volume relationship in energy futures markets using intraday data.(2012) In: Energy Economics.
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2005A special case of self-protection: The choice of a lawyer In: Economics Bulletin.
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2006Ederingtons ratio with production flexibility In: Economics Bulletin.
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2011Brownian motion vs. pure-jump processes for individual stocks In: Economics Bulletin.
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2012A reassessment of the risk-return tradeoff at the daily horizon In: Economics Bulletin.
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2013The explanatory power of signed jumps for the risk-return tradeoff In: Economics Bulletin.
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2013The explanatory power of signed jumps for the risk-return tradeoff.(2013) In: Post-Print.
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2013An empirical analysis of the downside risk-return trade-off at daily frequency In: Economic Modelling.
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2013An empirical analysis of the downside risk-return trade-off at daily frequency.(2013) In: Post-Print.
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2015Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps In: Economic Modelling.
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2014Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps.(2014) In: Working Papers.
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2010On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach In: Ecological Economics.
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2008On the non-convergence of energy intensities: evidence from a pair-wise econometric approach.(2008) In: Cahiers du CREDEN (CREDEN Working Papers).
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2010The newsvendor problem under multiplicative background risk In: European Journal of Operational Research.
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2014Forecasting the volatility of crude oil futures using intraday data In: European Journal of Operational Research.
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2014Forecasting the volatility of crude oil futures using intraday data.(2014) In: Post-Print.
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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.
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2010Volatility transmission and volatility impulse response functions in European electricity forward markets In: Energy Economics.
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2008Volatility transmission and volatility impulse response functions in European electricity forward markets.(2008) In: Cahiers du CREDEN (CREDEN Working Papers).
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2012Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta In: Energy Policy.
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2012Empirical bias in intraday volatility measures In: Finance Research Letters.
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2017The contribution of jumps to forecasting the density of returns In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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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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2007The impact of uncertainty on banking behavior : evidence from the US sulfur dioxide emissions allowance trading program In: Post-Print.
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2014On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics.
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2013Decreasing R&D expenditures in the European energy industry and deregulation In: Post-Print.
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2018Information privée sur les marchés du pétrole : le cas des annonces de stocks de brut aux Etats-Unis In: Post-Print.
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2019Informed Trading in the WTI Oil Futures Market In: Post-Print.
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2016Informed trading in the WTI oil futures markets.(2016) In: Post-Print.
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2018Informed trading in oil futures markets : closing conference In: Post-Print.
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2013Citizens participation in permit markets and social welfare under uncertainty In: Post-Print.
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2016Symposium Editorial: Recent issues in the analysis of energy prices In: European Journal of Comparative Economics.
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2003Cross Hedging and Liquidity: a note In: Cahiers du CREDEN (CREDEN Working Papers).
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2004The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks In: Cahiers du CREDEN (CREDEN Working Papers).
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2004Consequences of Electricity Restructuring on the Environment: a Survey In: Cahiers du CREDEN (CREDEN Working Papers).
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2004On the exact minimum variance hedge of an un- certain quantity with flexibility In: Cahiers du CREDEN (CREDEN Working Papers).
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2005Dérégulation et R&D dans le secteur énergétique européen In: Cahiers du CREDEN (CREDEN Working Papers).
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2006Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program In: Cahiers du CREDEN (CREDEN Working Papers).
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2016The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India In: MPRA Paper.
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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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