9
H index
9
i10 index
269
Citations
Université de Nantes | 9 H index 9 i10 index 269 Citations RESEARCH PRODUCTION: 24 Articles 57 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Benoît Sévi. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Bulletin | 5 |
Energy Economics | 3 |
European Journal of Operational Research | 2 |
Economic Modelling | 2 |
Year | Title of citing document |
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2020 | Awareness of crash risk improves Kelly strategies in simulated financial time series. (2020). Sornette, Didier ; Kreuser, Jerome ; Gerlach, Jan-Christian. In: Papers. RePEc:arx:papers:2004.09368. Full description at Econpapers || Download paper |
2020 | Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2020). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_022. Full description at Econpapers || Download paper |
2020 | Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2007. Full description at Econpapers || Download paper |
2021 | Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). 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 |
2020 | Stochastic conditional convergence in per capita energy consumption in India. (2020). RATH, BADRI ; Sahoo, Pradipta Kumar ; Akram, Vaseem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:65:y:2020:i:c:p:224-240. Full description at Econpapers || Download paper |
2020 | A quantile-copula approach to dependence between financial assets. (2020). Jung, Hojin ; Tabacu, Lucia ; Kim, Jong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300105. Full description at Econpapers || Download paper |
2020 | Chinas carbon emissions trading and stock returns. (2020). Wu, Nan ; Wen, Fenghua ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304244. Full description at Econpapers || Download paper |
2020 | Towards a sustainable energy scenario? A worldwide analysis. (2020). Montañés, Antonio ; Olmos, Lorena ; Montaes, Antonio ; Gonzalez-Alvarez, Maria A. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300773. Full description at Econpapers || Download paper |
2020 | Volatility spillovers in Australian electricity markets. (2020). Trueck, Stefan ; Truck, Stefan ; Kordzakhia, Nino ; Han, Lin. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301225. Full description at Econpapers || Download paper |
2020 | Electricity market integration, decarbonisation and security of supply: Dynamic volatility connectedness in the Irish and Great Britain markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320302875. Full description at Econpapers || Download paper |
2020 | A dynamic network analysis of spot electricity prices in the Australian national electricity market. (2020). Truck, Stefan ; Yan, Guan. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303121. Full description at Econpapers || Download paper |
2020 | Convergence and distribution dynamics of energy consumption among Chinas households. (2020). Shi, Xunpeng ; Se, Tsun ; Yu, Jian. In: Energy Policy. RePEc:eee:enepol:v:142:y:2020:i:c:s0301421520302421. Full description at Econpapers || Download paper |
2020 | Effects of urbanization on energy efficiency in China: New evidence from short run and long run efficiency models. (2020). Cheng, Jianquan ; Lv, Yulan. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520305759. Full description at Econpapers || Download paper |
2020 | An analysis of the energy intensity of Latin American and Caribbean countries: Empirical evidence on the role of public and private capital stock. (2020). Marques, Antonio Cardoso ; Fuinhas, Jose Alberto ; Santiago, Renato. In: Energy. RePEc:eee:energy:v:211:y:2020:i:c:s0360544220320326. Full description at Econpapers || Download paper |
2020 | The relationship between implied volatility and cryptocurrency returns. (2020). Sensoy, Ahmet ; lucey, brian ; Corbet, Shaen ; Yarovaya, Larisa ; Akyildirim, Erdinc. In: Finance Research Letters. RePEc:eee:finlet:v:33:y:2020:i:c:s1544612319303381. Full description at Econpapers || Download paper |
2020 | Forecasting realized oil-price volatility: The role of financial stress and asymmetric loss. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:104:y:2020:i:c:s0261560619300075. Full description at Econpapers || Download paper |
2020 | The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market. (2020). Lau, Wee Yeap ; Go, You-How. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:17:y:2020:i:c:s2405851317300028. Full description at Econpapers || Download paper |
2020 | Comovement in the commodity futures markets: An analysis of the energy, grains, and livestock sectors. (2020). Putnam, Kyle J ; Adhikari, Ramesh. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:18:y:2020:i:c:s2405851318300680. Full description at Econpapers || Download paper |
2020 | Natural resources fund types and capital accumulation: A comparative analysis. (2020). Ouoba, Youmanli. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s030142071930772x. Full description at Econpapers || Download paper |
2020 | Macro factors and the realized volatility of commodities: A dynamic network analysis. (2020). Zhang, Dayong ; Wei, Lijian ; Ji, Qiang ; Hu, Min. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303718. Full description at Econpapers || Download paper |
2020 | Stylized facts of the carbon emission market in China. (2020). Shen, Dehua ; Zhang, Wei ; Yan, Kai. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:555:y:2020:i:c:s0378437120303691. Full description at Econpapers || Download paper |
2020 | Convergence of the world’s energy use. (2020). Lee, Chien-Chiang ; Liu, Tie-Ying. In: Resource and Energy Economics. RePEc:eee:resene:v:62:y:2020:i:c:s0928765519300417. Full description at Econpapers || Download paper |
2021 | Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network. (2021). Chen, Jianming ; Li, Jianping ; Wang, Jun ; Sun, Xiaolei ; Liu, Chang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:55:y:2021:i:c:s0275531920302002. Full description at Econpapers || Download paper |
2020 | Actors, decision-making, and institutions in quantitative system modelling. (2020). Dasgupta, Shouro ; van Vuuren, Detlef P ; Pfluger, Benjamin ; Kohler, Jonathan ; Hof, Andries F ; de Cian, Enrica ; DeCian, Enrica . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:151:y:2020:i:c:s0040162518315907. Full description at Econpapers || Download paper |
2020 | The Contribution of Jump Signs and Activity to Forecasting Stock Price Volatility. (2019). Tsionas, Mike ; Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo. In: Working Papers. RePEc:fip:feddwp:1902. Full description at Econpapers || Download paper |
2020 | Oil price assumptions for macroeconomic policy. (2020). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:100705. Full description at Econpapers || Download paper |
2020 | Examining the impacts of economic and demographic aspects on the ecological footprint in South and Southeast Asian countries. (2020). Sinha, Avik ; Sharma, Rajesh ; Kautish, Pradeep. In: MPRA Paper. RePEc:pra:mprapa:104245. Full description at Econpapers || Download paper |
2020 | Investor Happiness and Predictability of the Realized Volatility of Oil Price. (2020). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Working Papers. RePEc:pre:wpaper:202009. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | Price Volatility, the Maturity Effect, and Global Oil Prices: Evidence from Chinese Commodity Futures Markets. (2020). Chen, Jihui ; Ao, Jing ; Gao, Jin. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:44:y:2020:i:4:d:10.1007_s12197-019-09497-1. Full description at Econpapers || Download paper |
2020 | Volatility impulse response analysis for DCCâ€GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796. Full description at Econpapers || Download paper |
2020 | On the forecasting of highâ€frequency financial time series based on ARIMA model improved by deep learning. (2020). Song, Yuping ; Han, Jing ; Li, Zhenwei. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:7:p:1081-1097. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices In: The Energy Journal. [Full Text][Citation analysis] | article | 6 |
2017 | Fundamental and Financial Influences on the Co-movement of Oil and Gas prices.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2009 | On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting In: Sustainable Development Papers. [Full Text][Citation analysis] | paper | 13 |
2009 | On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2009 | On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2009 | On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | paper | |
2011 | On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting.(2011) In: Annals of Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | article | |
2013 | A Fear Index to Predict Oil Futures Returns In: Energy: Resources and Markets. [Full Text][Citation analysis] | paper | 29 |
2013 | A Fear Index to Predict Oil Futures Returns.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2014 | A fear index to predict oil futures returns.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2014 | A fear index to predict oil futures returns.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 29 | paper | |
2016 | Informed Trading in Oil-Futures Market In: ESP: Energy Scenarios and Policy. [Full Text][Citation analysis] | paper | 0 |
2016 | Informed Trading in Oil-Futures Market.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Informed trading in oil-futures market.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Informed trading in oil futures markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Informed trading in oil futures markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Informed Trading in Oil-Futures Market.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Informed Trading in Oil-Futures Market.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Futures Trading and the Excess Comovement of Commodity Prices In: AMSE Working Papers. [Full Text][Citation analysis] | paper | 15 |
2013 | Futures trading and the excess comovement of commodity prices.(2013) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2018 | Futures Trading and the Excess Co-movement of Commodity Prices.(2018) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2013 | Futures Trading and the Excess Comovement of Commodity Prices.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2013 | Futures trading and the excess comovement of commodity prices.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | paper | |
2010 | Impact dun choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers In: Revue économique. [Full Text][Citation analysis] | article | 0 |
2007 | Préférences par rapport au risque et marchés à terme : le cas dune quantité incertaine In: Recherches économiques de Louvain. [Full Text][Citation analysis] | article | 0 |
2007 | Préférences par rapport au risque et marchés à terme : le cas d’une quantité incertaine.(2007) In: Discussion Papers (REL - Recherches Economiques de Louvain). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2011 | Options introduction and volatility in the EU ETS In: Working Papers. [Full Text][Citation analysis] | paper | 22 |
2009 | Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2011 | Options introduction and volatility in the EU ETS.(2011) In: Resource and Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | article | |
2009 | Options introduction and volatility in the EU ETS.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2009 | Options Introduction and Volatility in the EU ETS.(2009) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 22 | paper | |
2011 | Macro factors in oil futures returns In: International Economics. [Full Text][Citation analysis] | article | 0 |
2011 | On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers. [Full Text][Citation analysis] | paper | 26 |
2012 | On the volatility–volume relationship in energy futures markets using intraday data.(2012) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 26 | article | |
2005 | A special case of self-protection: The choice of a lawyer In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2006 | Ederingtons ratio with production flexibility In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2011 | Brownian motion vs. pure-jump processes for individual stocks In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
2012 | A reassessment of the risk-return tradeoff at the daily horizon In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2013 | The explanatory power of signed jumps for the risk-return tradeoff In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
2013 | The explanatory power of signed jumps for the risk-return tradeoff.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | An empirical analysis of the downside risk-return trade-off at daily frequency In: Economic Modelling. [Full Text][Citation analysis] | article | 2 |
2013 | An empirical analysis of the downside risk-return trade-off at daily frequency.(2013) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2015 | Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps In: Economic Modelling. [Full Text][Citation analysis] | article | 3 |
2014 | Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
2010 | On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach In: Ecological Economics. [Full Text][Citation analysis] | article | 39 |
2008 | On the non-convergence of energy intensities: evidence from a pair-wise econometric approach.(2008) In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 39 | paper | |
2010 | The newsvendor problem under multiplicative background risk In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
2014 | Forecasting the volatility of crude oil futures using intraday data In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 44 |
2014 | Forecasting the volatility of crude oil futures using intraday data.(2014) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2014 | Forecasting the volatility of crude oil futures using intraday data.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 44 | paper | |
2010 | What trends in energy efficiencies? Evidence from a robust test In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
2010 | Volatility transmission and volatility impulse response functions in European electricity forward markets In: Energy Economics. [Full Text][Citation analysis] | article | 34 |
2008 | Volatility transmission and volatility impulse response functions in European electricity forward markets.(2008) In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] This paper has another version. Agregated cites: 34 | paper | |
2012 | Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta In: Energy Policy. [Full Text][Citation analysis] | article | 2 |
2012 | Empirical bias in intraday volatility measures In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2017 | The contribution of jumps to forecasting the density of returns In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Full Text][Citation analysis] | paper | 0 |
2017 | The contribution of jumps to forecasting the density of returns.(2017) In: Documents de travail du Centre d'Economie de la Sorbonne. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2007 | The impact of uncertainty on banking behavior : evidence from the US sulfur dioxide emissions allowance trading program In: Post-Print. [Citation analysis] | paper | 0 |
2014 | On the Stochastic Properties of Carbon Futures Prices In: Post-Print. [Citation analysis] | paper | 18 |
2012 | On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | paper | |
2014 | On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2013 | Decreasing R&D expenditures in the European energy industry and deregulation In: Post-Print. [Citation analysis] | paper | 0 |
2018 | Information privée sur les marchés du pétrole : le cas des annonces de stocks de brut aux Etats-Unis In: Post-Print. [Citation analysis] | paper | 0 |
2019 | Informed Trading in the WTI Oil Futures Market In: Post-Print. [Citation analysis] | paper | 0 |
2015 | Informed trading in the WTI oil futures markets.(2015) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2016 | Informed trading in the WTI oil futures markets.(2016) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Informed trading in the WTI oil futures markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Informed trading in the WTI oil futures markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2017 | Informed trading in the WTI oil futures markets.(2017) In: Post-Print. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2018 | Informed trading in oil futures markets : closing conference In: Post-Print. [Citation analysis] | paper | 0 |
2013 | Citizens participation in permit markets and social welfare under uncertainty In: Post-Print. [Citation analysis] | paper | 2 |
2016 | Symposium Editorial: Recent issues in the analysis of energy prices In: European Journal of Comparative Economics. [Full Text][Citation analysis] | article | 0 |
2003 | Cross Hedging and Liquidity: a note In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 0 |
2004 | The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 0 |
2004 | Consequences of Electricity Restructuring on the Environment: a Survey In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 0 |
2004 | On the exact minimum variance hedge of an un- certain quantity with flexibility In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 0 |
2005 | Dérégulation et R&D dans le secteur énergétique européen In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 0 |
2006 | Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program In: Cahiers du CREDEN (CREDEN Working Papers). [Full Text][Citation analysis] | paper | 2 |
2016 | The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
2017 | The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India.(2017) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2005 | Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program In: ERSA conference papers. [Full Text][Citation analysis] | paper | 0 |
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