IDEAS home Printed from https://ideas.repec.org/e/psv31.html
   My authors  Follow this author

Benoît Sévi
(Benoit Sevi)

Personal Details

First Name:Benoit
Middle Name:
Last Name:Sevi
Suffix:
RePEc Short-ID:psv31
[This author has chosen not to make the email address public]
https://sites.google.com/site/benoitsevi/

Affiliation

Laboratoire d'Économie et de Management de Nantes-Atlantique (LEMNA)
Institut d'Économie et de Management de Nantes (IAE)
Université de Nantes

Nantes, France
http://www.lemna.univ-nantes.fr/
RePEc:edi:lemnafr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Olivier Rousse & Benoît Sévi, 2019. "Informed Trading in the WTI Oil Futures Market," Post-Print hal-02024317, HAL.
  2. Olivier Rousse & Benoît Sévi, 2018. "Informed trading in oil futures markets : closing conference," Post-Print hal-02089781, HAL.
  3. Olivier Rousse & Benoît Sévi, 2018. "Information privée sur les marchés du pétrole : le cas des annonces de stocks de brut aux Etats-Unis," Post-Print hal-01781574, HAL.
  4. Derek Bunn & Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2017. "Fundamental and Financial Influences on the Co-movement of Oil and Gas prices," Post-Print hal-01619890, HAL.
  5. Christophe Chorro & Florian Ielpo & Benoît Sévi, 2017. "The contribution of jumps to forecasting the density of returns," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01442618, HAL.
  6. Rousse, Olivier & Sévi, Benoît, 2016. "Informed Trading in Oil-Futures Market," ESP: Energy Scenarios and Policy 249788, Fondazione Eni Enrico Mattei (FEEM).
  7. Nguyen, Duc Khuong & Sévi, Benoît & Sjö, Bo & Salah Uddin, Gazi, 2015. "The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India," MPRA Paper 75769, University Library of Munich, Germany, revised Dec 2016.
  8. Benoît Sévi, 2014. "Forecasting the volatility of crude oil futures using intraday data," Post-Print hal-01463921, HAL.
  9. Benoît Sévi, 2014. "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Working Papers 2014-602, Department of Research, Ipag Business School.
  10. Julien Chevallier & Benoît Sévi, 2014. "On the Stochastic Properties of Carbon Futures Prices," Post-Print hal-01474249, HAL.
  11. Olivier Rousse & Benoît Sévi, 2013. "Citizen's participation in permit markets and social welfare under uncertainty," Post-Print halshs-00814000, HAL.
  12. Benoît Sévi & Olivier Grosse, 2013. "Decreasing R&D expenditures in the European energy industry and deregulation," Post-Print hal-01500859, HAL.
  13. Yannick Le Pen & Benoît Sévi, 2013. "Futures Trading and the Excess Comovement of Commodity Prices," AMSE Working Papers 1301, Aix-Marseille School of Economics, France, revised Jan 2013.
  14. Benoît Sévi & César Baena, 2013. "The explanatory power of signed jumps for the risk-return tradeoff," Post-Print hal-01500858, HAL.
  15. Benoît Sévi, 2013. "An empirical analysis of the downside risk-return trade-off at daily frequency," Post-Print hal-01500860, HAL.
  16. Julien, Chevallier & Sévi, Benoît, 2013. "A Fear Index to Predict Oil Futures Returns," Energy: Resources and Markets 156489, Fondazione Eni Enrico Mattei (FEEM).
  17. Julien Chevallier & Benoît Sévi, 2011. "On the volatility-volume relationship in energy futures markets using intraday data," EconomiX Working Papers 2011-16, University of Paris Nanterre, EconomiX.
  18. Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2011. "Options introduction and volatility in the EU ETS," Working Papers 1107, Chaire Economie du climat.
  19. Chevallier, Julien & Benoit, Sevi, 2009. "On the Realized Volatility of the ECX CO2 Emissions 2008 Futures Contract: Distribution, Dynamics and Forecasting," Sustainable Development Papers 55834, Fondazione Eni Enrico Mattei (FEEM).
  20. Yannick LE PEN & Benoît SEVI, 2008. "Volatility transmission and volatility impulse response functions in European electricity forward markets," Cahiers du CREDEN (CREDEN Working Papers) 08.09.77, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
  21. Yannick LE PEN & Benoît SEVI, 2008. "On the non-convergence of energy intensities: evidence from a pair-wise econometric approach," Cahiers du CREDEN (CREDEN Working Papers) 08.12.79, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
  22. Benoît SEVI, 2007. "Préférences par rapport au risque et marchés à terme : le cas d’une quantité incertaine," Discussion Papers (REL - Recherches Economiques de Louvain) 2007025, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  23. Benoît Sévi & Olivier Rousse, 2007. "The impact of uncertainty on banking behavior : evidence from the US sulfur dioxide emissions allowance trading program," Post-Print hal-01244992, HAL.
  24. Olivier ROUSSE & Benoît SEVI, 2006. "Banking behavior under uncertainty: Evidence from the US Sulfur Dioxide Emissions Allowance Trading Program," Cahiers du CREDEN (CREDEN Working Papers) 06.02.63, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
  25. Olivier Rousse & Benoît Sévi, 2005. "Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program," ERSA conference papers ersa05p550, European Regional Science Association.
  26. GROSSE Olivier & SEVI Benoît, 2005. "Dérégulation et R&D dans le secteur énergétique européen," Cahiers du CREDEN (CREDEN Working Papers) 05.07.59, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
  27. Sévi, B., 2004. "Consequences of Electricity Restructuring on the Environment: a Survey," Cahiers du CREDEN (CREDEN Working Papers) 04.11.52, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
  28. Sévi, B., 2004. "On the exact minimum variance hedge of an un- certain quantity with flexibility," Cahiers du CREDEN (CREDEN Working Papers) 04.12.53, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
  29. Sevi, B., 2004. "The Competitive Firm under both Input and output Price Uncertainties with Futures Markets and Basis Risks," Cahiers du CREDEN (CREDEN Working Papers) 04.01.44, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
  30. Sévi, B., 2003. "Cross Hedging and Liquidity: a note," Cahiers du CREDEN (CREDEN Working Papers) 03.11.43, CREDEN (Centre de Recherche en Economie et Droit de l'Energie), Faculty of Economics, University of Montpellier 1.
    repec:hal:wpaper:halshs-00405709 is not listed on IDEAS
    repec:hal:wpaper:hal-01460186 is not listed on IDEAS

Articles

  1. Derek Bunn, Julien Chevallier, Yannick Le Pen, and Benoit Sevi, 2017. "Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices," The Energy Journal, International Association for Energy Economics, vol. 0(Number 2).
  2. Duc Khuong Nguyen & Benoît Sévi & Bo Sjö & Gazi Salah Uddin, 2017. "The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India," Applied Economics, Taylor & Francis Journals, vol. 49(40), pages 4083-4098, August.
  3. Duc Khuong Nguyen & Benoît Sévi, 2016. "Symposium Editorial: Recent issues in the analysis of energy prices," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 13(1), pages 63-65, July.
  4. Sévi, Benoît, 2015. "Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps," Economic Modelling, Elsevier, vol. 44(C), pages 243-251.
  5. Julien Chevallier & Benoît Sévi, 2014. "On the Stochastic Properties of Carbon Futures Prices," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 58(1), pages 127-153, May.
  6. Sévi, Benoît, 2014. "Forecasting the volatility of crude oil futures using intraday data," European Journal of Operational Research, Elsevier, vol. 235(3), pages 643-659.
  7. Benoît Sévi & César Baena, 2013. "The explanatory power of signed jumps for the risk-return tradeoff," Economics Bulletin, AccessEcon, vol. 33(2), pages 1029-1046.
  8. Sévi, Benoît, 2013. "An empirical analysis of the downside risk-return trade-off at daily frequency," Economic Modelling, Elsevier, vol. 31(C), pages 189-197.
  9. Benoît Sévi & César Baena, 2012. "A reassessment of the risk-return tradeoff at the daily horizon," Economics Bulletin, AccessEcon, vol. 32(1), pages 190-203.
  10. Baena, César & Sévi, Benoît & Warrack, Allan, 2012. "Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta," Energy Policy, Elsevier, vol. 51(C), pages 569-577.
  11. Fang, Yan & Ielpo, Florian & Sévi, Benoît, 2012. "Empirical bias in intraday volatility measures," Finance Research Letters, Elsevier, vol. 9(4), pages 231-237.
  12. Chevallier, Julien & Sévi, Benoît, 2012. "On the volatility–volume relationship in energy futures markets using intraday data," Energy Economics, Elsevier, vol. 34(6), pages 1896-1909.
  13. Benoît Sévi & César Baena, 2011. "Brownian motion vs. pure-jump processes for individual stocks," Economics Bulletin, AccessEcon, vol. 31(4), pages 3138-3152.
  14. Julien Chevallier & Benoît Sévi, 2011. "On the realized volatility of the ECX CO 2 emissions 2008 futures contract: distribution, dynamics and forecasting," Annals of Finance, Springer, vol. 7(1), pages 1-29, February.
  15. Yannick Le Pen & Benoît Sévi, 2011. "Macro factors in oil futures returns," International Economics, CEPII research center, issue 126-127, pages 13-38.
  16. Chevallier, Julien & Le Pen, Yannick & Sévi, Benoît, 2011. "Options introduction and volatility in the EU ETS," Resource and Energy Economics, Elsevier, vol. 33(4), pages 855-880.
  17. Le Pen, Yannick & Sévi, Benoît, 2010. "Volatility transmission and volatility impulse response functions in European electricity forward markets," Energy Economics, Elsevier, vol. 32(4), pages 758-770, July.
  18. Yannick Le Pen & Benoît Sévi, 2010. "Impact d'un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers," Revue économique, Presses de Sciences-Po, vol. 61(3), pages 407-419.
  19. Le Pen, Yannick & Sévi, Benoît, 2010. "On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach," Ecological Economics, Elsevier, vol. 69(3), pages 641-650, January.
  20. Le Pen, Yannick & Sévi, Benoît, 2010. "What trends in energy efficiencies? Evidence from a robust test," Energy Economics, Elsevier, vol. 32(3), pages 702-708, May.
  21. Sévi, Benoît, 2010. "The newsvendor problem under multiplicative background risk," European Journal of Operational Research, Elsevier, vol. 200(3), pages 918-923, February.
  22. Benoît Sévi, 2007. "Préférences par rapport au risque et marchés à terme : le cas d'une quantité incertaine," Recherches économiques de Louvain, De Boeck Université, vol. 73(2), pages 217-228.
  23. Benoît Sévi, 2006. "Ederington's ratio with production flexibility," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-8.
  24. Benoît Sévi & Fabrice Yafil, 2005. "A special case of self-protection: The choice of a lawyer," Economics Bulletin, AccessEcon, vol. 4(6), pages 1-8.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 25 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENE: Energy Economics (19) 2006-02-05 2008-09-20 2009-02-14 2009-07-28 2009-10-03 2009-10-10 2010-01-16 2011-05-30 2011-12-19 2012-08-23 2013-07-28 2014-06-28 2014-11-01 2016-03-10 2016-12-04 2016-12-18 2017-01-08 2017-02-12 2017-04-16. Author is listed
  2. NEP-MST: Market Microstructure (11) 2009-05-30 2009-07-28 2010-01-16 2011-05-30 2016-03-10 2016-03-17 2016-12-04 2016-12-18 2017-01-29 2017-02-12 2017-04-02. Author is listed
  3. NEP-ENV: Environmental Economics (8) 2006-02-05 2009-07-28 2009-10-03 2009-10-10 2010-01-16 2011-12-19 2012-08-23 2017-01-08. Author is listed
  4. NEP-FOR: Forecasting (7) 2009-07-28 2010-01-16 2013-07-28 2014-06-28 2016-03-10 2017-01-29 2017-04-02. Author is listed
  5. NEP-FMK: Financial Markets (5) 2008-09-20 2009-10-10 2011-05-30 2013-03-09 2016-12-18. Author is listed
  6. NEP-RMG: Risk Management (5) 2008-09-20 2009-10-03 2009-10-10 2011-12-19 2014-06-28. Author is listed
  7. NEP-EEC: European Economics (4) 2008-09-20 2009-10-03 2009-10-10 2010-01-16
  8. NEP-ETS: Econometric Time Series (2) 2008-09-20 2017-04-02
  9. NEP-ECM: Econometrics (1) 2017-01-29
  10. NEP-EUR: Microeconomic European Issues (1) 2011-12-19

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Benoit Sevi
(Benoit Sevi) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.