Benoît Sévi : Citation Profile

Université de Nantes

11

H index

11

i10 index

539

Citations

RESEARCH PRODUCTION:

24

Articles

57

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 33
   Journals where Benoît Sévi has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 15 (2.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/psv31
   Updated: 2025-05-10    RAS profile: 2023-03-16    
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Relations with other researchers

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:

Degiannakis, Stavros (23)

Filis, George (18)

Zhang, Yaojie (17)

GUPTA, RANGAN (16)

DA FONSECA, José (10)

GUESMI, Khaled (9)

Wang, Yudong (9)

Chevallier, Julien (9)

Stern, David (8)

Lyócsa, Štefan (7)

Lin, Boqiang (6)

Cites to:

Bollerslev, Tim (53)

Andersen, Torben (52)

Diebold, Francis (29)

Kilian, Lutz (29)

Chevallier, Julien (25)

Tauchen, George (25)

Ng, Serena (16)

Zhou, Hao (16)

Shephard, Neil (15)

Pindyck, Robert (15)

Corsi, Fulvio (15)

Main data

Where Benoît Sévi has published?

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

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
EconomiX Working Papers / University of Paris Nanterre, EconomiX3
Working Papers / Fondazione Eni Enrico Mattei3

Recent works citing Benoît Sévi (2025 and 2024)

YearTitle of citing document
2024The Evolution and Profitability of Chinas Futures Markets: A Comprehensive Review. (2024). Yann, Wawa Zadi ; Catherine, Aka Messouma ; Joseph, Aka. In: International Journal of Science and Business. RePEc:aif:journl:v:34:y:2024:i:1:p:132-143.

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2024Investigating the price determinants of the European Emission Trading System: a non-parametric approach. (2024). Glielmo, Aldo ; de Giuli, Maria Elena ; Salvagnin, Cristiano ; Mira, Antonietta. In: Papers. RePEc:arx:papers:2406.05094.

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2024The use of derivatives on CO2-emission allowances in Italy. (2024). Vercelli, Francesco ; Magnani, Maurizio ; Bianchi, Michele Leonardo. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_896_24.

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2024An Applied Study of the Symmetric and Asymmetric Impact of Oil Prices and International Financial Markets on Economic Growth in Iraq. (2024). KAMEL, HELALI ; Aloulou, Rima ; Kalai, Maha ; Jabbar, Ahmed Younis ; Khaleel, Moustfa Ismael. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-7.

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2024Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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2024Persistence in financial connectedness and systemic risk. (2024). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: European Journal of Operational Research. RePEc:eee:ejores:v:314:y:2024:i:1:p:393-407.

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2024Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wu, You ; Luo, Qin ; Wang, Jiqian ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

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2024Measuring crisis from climate risk spillovers in European electricity markets. (2024). Liu, Zhenhua ; Zhai, Xiangyang ; Zhao, Wanli ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002949.

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2024The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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2024Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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2024Investor behavior in times of conflict: A natural experiment on the interplay of geopolitical risk and defense stocks. (2024). Klein, Tony. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:222:y:2024:i:c:p:294-313.

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2024Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets. (2024). Robe, Michel ; Roberts, John S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000084.

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2024The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model. (2024). Gao, Hongfu ; Zhang, Feipeng ; Yuan, DI. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:35:y:2024:i:c:s240585132400028x.

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2024On climate fat tails and politics. (2024). Mason, Charles ; Wilmot, Neil A. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003738.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Ben Amar, Amine ; Bellalah, Makram ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024The new bond on the block — Designing a carbon-linked bond for sustainable investment projects. (2024). Fehrenkotter, Rieke ; Dahlen, Niklas ; Schreiter, Maximilian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:316-325.

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2024Liquidity and realized volatility prediction in Chinese stock market: A time-varying transitional dynamic perspective. (2024). Xu, Yanyan ; Liu, Jing ; Chu, Jielei ; Ma, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:543-560.

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2024The role of green reputation, carbon trading and government intervention in determining the green bond pricing: An externality perspective. (2024). Hu, Yuanfeng ; Tian, Yixiang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:46-62.

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2024The impact of carbon transition risk concerns on stock market cycles: Evidence from China. (2024). Zeng, Qing ; Huang, Dengshi ; Lu, Xinjie ; Luo, Qin. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524006255.

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2025Macroeconomic Conditions, Speculation, and Commodity Futures Returns. (2025). Putnam, Kyle J ; Adhikari, Ramesh. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:1:p:5-:d:1562677.

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2025The Hedging Strategies of Enterprises in the European Union Allowances Market—Implementation Actions for Sustainable Development. (2025). Stpie, Pawe ; Baejowska, Magorzata ; Czarny, Anna ; Kowalska, Iwona ; Michalczewski, Andrzej. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:5:p:2099-:d:1602255.

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2024Modelling and forecasting crude oil price volatility with climate policy uncertainty. (2024). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03561-w.

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2025The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501.

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2024The convergence of energy intensity in developing countries: a spatial econometric analysis with Indonesia’s provincial panel data. (2024). Kurniawan, Hengky ; Hartono, Djoni ; Azaliah, Rhisa ; Widyastaman, Putu Angga. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:6:d:10.1007_s10668-023-03227-8.

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2024Forecasting the Asian stock market volatility: Evidence from WTI and INE oil futures. (2024). Ghani, Maria ; Ma, Feng ; Huang, Dengshi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1496-1512.

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2024Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint. (2024). Wang, Yudong ; Hao, Xianfeng ; Geng, Qianjie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:309-325.

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2024Forecasting realized volatility of crude oil futures prices based on machine learning. (2024). Walther, Thomas ; Ji, Qiang ; Klein, Tony ; Luo, Jiawen. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:5:p:1422-1446.

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2025Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets. (2025). Zhang, Yaojie ; He, Mengxi ; Lei, Likun. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:547-555.

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2024Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures. (2024). Zhang, Qun ; Luo, Jiawen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:151-217.

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2024Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity. (2024). Wang, Tianyang ; Shangguan, Peng ; He, Mengying ; Qu, Hui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:218-251.

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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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This paper has nother version. Agregated cites: 14		paper
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.
[Full Text][Citation analysis]		paper37
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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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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2018Futures Trading and the Excess Co-movement of Commodity Prices.(2018) 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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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: 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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2009Options introduction and volatility in the EU ETS.(2009) In: Working Papers.
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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.
[Full Text][Citation analysis]		article3
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.
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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.
[Full Text][Citation analysis]		article176
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.
[Full Text][Citation analysis]		article3
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 In: Post-Print.
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2012On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers.
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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.
[Citation analysis]		paper0
2019Informed Trading in the WTI Oil Futures Market In: Post-Print.
[Citation analysis]		paper3
2015Informed trading in the WTI oil futures markets.(2015) In: Post-Print.
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2016Informed trading in the WTI oil futures markets.(2016) In: Post-Print.
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2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
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2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
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2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
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This paper has nother version. Agregated cites: 3		paper
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.
[Citation analysis]		paper2
2017Informed Trading in Oil-Futures Market In: Working Papers.
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2009Options Introduction and Volatility in the EU ETS In: Working Papers.
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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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2005Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program In: ERSA conference papers.
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