Benoît Sévi : Citation Profile

Are you Benoît Sévi?

Université de Nantes

11

H index

11

i10 index

527

Citations

RESEARCH PRODUCTION:

24

Articles

57

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 32
   Journals where Benoît Sévi has often published
   Relations with other researchers
   Recent citing documents: 53.    Total self citations: 15 (2.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psv31
   Updated: 2024-12-03    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

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)

GUPTA, RANGAN (15)

Zhang, Yaojie (14)

DA FONSECA, José (10)

Wang, Yudong (9)

Chevallier, Julien (9)

GUESMI, Khaled (9)

Stern, David (8)

Lyócsa, Štefan (7)

Pierdzioch, Christian (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
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 (2024 and 2023)

YearTitle of citing document
2023On Climate Fat Tails and Politics. (2023). Mason, Charles ; Wilmot, Neil A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10815.

Full description at Econpapers || Download paper

2023A practical multivariate approach to testing volatility spillover. (2023). Urga, Giovanni ; Leong, Soon Heng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001008.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023The contribution of jump signs and activity to forecasting stock price volatility. (2023). Murphy, Anthony ; Izzeldin, Marwan ; Hizmeri, Rodrigo ; Bu, Ruijun ; Tsionas, Mike. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:144-164.

Full description at Econpapers || Download paper

2023Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540.

Full description at Econpapers || Download paper

2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

Full description at Econpapers || Download paper

2023Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000294.

Full description at Econpapers || Download paper

2023Predicting energy futures high-frequency volatility using technical indicators: The role of interaction. (2023). Zhang, Yue ; Ye, Xin ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000312.

Full description at Econpapers || Download paper

2023Drivers and pass-through of the EU ETS price: Evidence from the power sector. (2023). Okullo, Samuel J ; Bai, Yiyi. In: Energy Economics. RePEc:eee:eneeco:v:123:y:2023:i:c:s0140988323001962.

Full description at Econpapers || Download paper

2023Spatial spillovers and world energy intensity convergence. (2023). Mayor, Matias ; Baos-Pino, Jose Francisco ; Balado-Naves, Roberto. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323003055.

Full description at Econpapers || Download paper

2023Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains. (2023). Gao, Yang ; Zhao, Wandi. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004234.

Full description at Econpapers || Download paper

2023Identifying the determinants of European carbon allowances prices: A novel robust partial least squares method for open-high-low-close data. (2023). Wei, Yigang ; Wang, Huiwen ; Huang, Wenyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004544.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Forecasting crude oil market volatility using variable selection and common factor. (2023). Wang, Yudong ; Wahab, M. I. M., ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:486-502.

Full description at Econpapers || Download paper

2023Global economic policy uncertainty aligned: An informative predictor for crude oil market volatility. (2023). Liang, Chao ; Wang, Yudong ; He, Mengxi ; Zhang, Yaojie. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:3:p:1318-1332.

Full description at Econpapers || Download paper

2023Stock market volatility predictability in a data-rich world: A new insight. (2023). Ma, Yuanhui ; Wahab, M. I. M., ; Wang, Jiqian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1804-1819.

Full description at Econpapers || Download paper

2023The impact of financialization on the efficiency of commodity futures markets. (2023). Sulewski, Christoph ; Putz, Alexander ; Irwin, Scott H ; Bohl, Martin T. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s240585132300020x.

Full description at Econpapers || Download paper

2023Oil–gas price relationships on three continents: Disruptions and equilibria. (2023). Russo, Marianna ; Paraschiv, Florentina ; Halser, Christoph. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000375.

Full description at Econpapers || Download paper

2023The role of higher moments in predicting Chinas oil futures volatility: Evidence from machine learning models. (2023). Gao, Wang ; Zhao, Xinyi ; Zhang, Hongwei ; Niu, Zibo. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000429.

Full description at Econpapers || Download paper

2023Exploring volatility of crude oil intraday return curves: A functional GARCH-X model. (2023). Wirjanto, Tony ; Rice, Gregory ; Zhao, Yuqian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s240585132300051x.

Full description at Econpapers || Download paper

2023Green environment in the EU countries: The role of financial inclusion, natural resources and energy intensity. (2023). Iki, Tanja Fatur ; Hodi, Sabina ; Dogan, Eyup. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001848.

Full description at Econpapers || Download paper

2023The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching. (2023). Ma, Feng ; Tang, Yusui. In: Resources Policy. RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003239.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Does climate policy uncertainty affect Chinese stock market volatility?. (2023). Weng, Chen ; Zhang, LI ; Chen, Zhonglu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:369-381.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Sustainable development and convergence under energy sector transition in industrial nations: An application of DEA environmental assessment. (2023). Sueyoshi, Toshiyuki ; Goto, Mika. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pa:s003801212200101x.

Full description at Econpapers || Download paper

2023Green Bond Pricing and Optimization Based on Carbon Emission Trading and Subsidies: From the Perspective of Externalities. (2023). Zhang, Luping ; Tian, Yixiang ; Hu, Yuanfeng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8422-:d:1152948.

Full description at Econpapers || Download paper

2023The Impact of COVID-19 and War in Ukraine on Energy Prices of Oil and Natural Gas. (2023). Wang, Xueqing ; Cong, Yingjia ; Xing, Xiufeng. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14208-:d:1247832.

Full description at Econpapers || Download paper

2023The Nexus between GHGs Emissions and Clean Growth: Empirical Evidence from Canadian Provinces. (2023). Jabeen, Sunila ; Shaheen, Farzana ; Rankaduwa, Wimal ; Haider, Azad. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2218-:d:1046300.

Full description at Econpapers || Download paper

2023Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange. (2023). Kadioglu, Eyup ; Frommel, Michael. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00500-7.

Full description at Econpapers || Download paper

2023Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad. In: Journal of Economic Structures. RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x.

Full description at Econpapers || Download paper

2023The Role of Financial Spinning, Learning, and Predation in Market Failure. (2023). Huck, Nicolas ; Mavoori, Hareesh ; Mesly, Olivier. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:14:y:2023:i:1:d:10.1007_s13132-021-00862-2.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions. (2023). Fu, Tong ; Ma, Feng ; He, Feng ; Hao, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:771-791.

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]		article14
2017Fundamental and Financial Influences on the Co-movement of Oil and Gas prices.(2017) In: Post-Print.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]		paper23
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 nother version. Agregated cites: 23		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 nother version. Agregated cites: 23		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 nother version. Agregated cites: 23		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 nother version. Agregated cites: 23		article
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2014A fear index to predict oil futures returns.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2014A fear index to predict oil futures returns.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		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 nother version. Agregated cites: 0		paper
2016Informed trading in oil-futures market.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2017Informed trading in oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2017Informed trading in oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2016Informed Trading in Oil-Futures Market.(2016) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Futures Trading and the Excess Comovement of Commodity Prices In: AMSE Working Papers.
[Full Text][Citation analysis]		paper32
2013Futures trading and the excess comovement of commodity prices.(2013) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2018Futures Trading and the Excess Co-movement of Commodity Prices.(2018) In: Post-Print.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2013Futures Trading and the Excess Comovement of Commodity Prices.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2013Futures trading and the excess comovement of commodity prices.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		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 nother version. Agregated cites: 0		paper
2011Options introduction and volatility in the EU ETS In: Working Papers.
[Full Text][Citation analysis]		paper29
2009Options introduction and volatility in the EU ETS.(2009) In: EconomiX Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2011Options introduction and volatility in the EU ETS.(2011) In: Resource and Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		article
2009Options introduction and volatility in the EU ETS.(2009) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 29		paper
2011Macro factors in oil futures returns In: International Economics.
[Full Text][Citation analysis]		article1
2011On the volatility-volume relationship in energy futures markets using intraday data In: EconomiX Working Papers.
[Full Text][Citation analysis]		paper35
2012On the volatility–volume relationship in energy futures markets using intraday data.(2012) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35		article
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.
[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 nother 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]		article7
2013An empirical analysis of the downside risk-return trade-off at daily frequency.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2015Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps In: Economic Modelling.
[Full Text][Citation analysis]		article12
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 nother version. Agregated cites: 12		paper
2010On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach In: Ecological Economics.
[Full Text][Citation analysis]		article59
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 nother version. Agregated cites: 59		paper
2010The newsvendor problem under multiplicative background risk In: European Journal of Operational Research.
[Full Text][Citation analysis]		article4
2014Forecasting the volatility of crude oil futures using intraday data In: European Journal of Operational Research.
[Full Text][Citation analysis]		article172
2014Forecasting the volatility of crude oil futures using intraday data.(2014) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 172		paper
2014Forecasting the volatility of crude oil futures using intraday data.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 172		paper
2010What trends in energy efficiencies? Evidence from a robust test In: Energy Economics.
[Full Text][Citation analysis]		article2
2010Volatility transmission and volatility impulse response functions in European electricity forward markets In: Energy Economics.
[Full Text][Citation analysis]		article42
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 nother version. Agregated cites: 42		paper
2012Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta In: Energy Policy.
[Full Text][Citation analysis]		article5
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).
[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 nother 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]		paper27
2012On the Stochastic Properties of Carbon Futures Prices.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2014On the Stochastic Properties of Carbon Futures Prices.(2014) In: Environmental & Resource Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		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]		paper2
2015Informed trading in the WTI oil futures markets.(2015) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2016Informed trading in the WTI oil futures markets.(2016) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Informed trading in the WTI oil futures markets.(2017) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 2		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
2017Informed Trading in Oil-Futures Market In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Options Introduction and Volatility in the EU ETS In: Working Papers.
[Full Text][Citation analysis]		paper3
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]		paper9
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 nother version. Agregated cites: 9		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. Last updated November, 3 2024. Contact: CitEc Team