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The explanatory power of signed jumps for the risk-return tradeoff

 Benoît Sévi , César Baena
Economics Bulletin, 2013, 33 (2), pp.1029-1046
Article dans une revue hal-01500858v1
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Real-time demand in natural gas price forecasting: The role of temperature data

 Zakaria Moussa , Arthur Thomas , Benoît Sévi
2023
Pré-publication, Document de travail hal-04333458v1

Impact d'un choc sur les corrélations de trois indices boursiers

 Yannick Le Pen , Benoît Sévi
Revue Economique, 2010, 61 (3), Non spécifié. ⟨10.3917/reco.613.0407⟩
Article dans une revue hal-03066770v1

What trends in energy efficiencies? Evidence from a robust test

 Yannick Le Pen , Benoît Sévi
Energy Economics, 2010, 32 (3), pp.702 - 708. ⟨10.1016/j.eneco.2009.09.014⟩
Article dans une revue istex hal-03066719v1

On the volatility-volume relationship in energy futures markets using intraday data

 Julien Chevallier , Benoît Sévi
Energy Economics, 2012, 34 (6), pp.1896-1909. ⟨10.1016/j.eneco.2012.08.024⟩
Article dans une revue hal-00988926v1
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On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting

 Julien Chevallier , Benoît Sévi
2009
Pré-publication, Document de travail hal-04140871v1

Informed trading in oil futures markets

 Olivier Rousse , Benoît Sévi
Commodity and Energy Markets Conference 2017, Jun 2017, Oxford, United Kingdom
Communication dans un congrès hal-02089772v1
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How are Day-ahead Prices Informative for Predicting the Next Day's Consumption of Natural Gas? Evidence from France

 Arthur Thomas , Olivier Massol , Benoît Sévi
Energy Journal, 2022, 43 (5), pp.67-91. ⟨10.5547/01956574.43.5.atho⟩
Article dans une revue hal-03521140v1
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Futures Trading and the Excess Comovement of Commodity Prices

 Yannick Le Pen , Benoît Sévi
2013
Pré-publication, Document de travail halshs-00793724v1

Informed trading in oil futures markets

 Olivier Rousse , Benoît Sévi
34th French Finance Association (AFFI) International Conference, French Finance Association, May 2017, Valence, France
Communication dans un congrès hal-02089758v1

Informed trading in the WTI oil futures markets

 Olivier Rousse , Benoît Sévi
ISEFI 2016 : 4th International Symposium on Energy and Finance Issues, Mar 2016, Paris, France
Communication dans un congrès hal-02089730v1
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Options introduction and volatility in the EU ETS

 Julien Chevallier , Yannick Le Pen , Benoît Sévi
2009
Pré-publication, Document de travail hal-04140857v1

Jump-robust estimation of realized volatility in the EU Emissions Trading Scheme

 Julien Chevallier , Benoît Sévi
Journal of Energy Market, 2010, 3 (2), pp.1 - 19
Article dans une revue hal-03016276v1

On the Stochastic Properties of Carbon Futures Prices

 Julien Chevallier , Benoît Sévi
Environmental & Resource Economics, 2014, 58 (1), pp.127--153. ⟨10.1007/s10640-013-9695-2⟩
Article dans une revue hal-01474249v1

An empirical analysis of the downside risk-return trade-off at daily frequency

 Benoît Sévi
Economic Modelling, 2013, 31 (C), pp.189-197. ⟨10.1016/j.econmod.2012.11.059⟩
Article dans une revue hal-01500860v1

Decreasing R&D expenditures in the European energy industry and deregulation

 Benoît Sévi , Olivier Grosse
Journal of Energy and Development, 2013, 38 (2), pp.157-188
Article dans une revue hal-01500859v1

Options introduction and volatility in the EU ETS

 Julien Chevallier , Yannick Le Pen , Benoît Sévi
Resource and Energy Economics, 2011, 33 (4), pp.855-880. ⟨10.1016/j.reseneeco.2011.07.002⟩
Article dans une revue hal-00991848v1
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Fundamental and Financial Influences on the Co-movement of Oil and Gas prices

 Derek Bunn , Julien Chevallier , Yannick Le Pen , Benoît Sévi
Energy Journal, 2017, 38 (2), 41 p. ⟨10.5547/01956574.38.2.dbun⟩
Article dans une revue hal-01619890v1
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Futures Trading and the Excess Co-movement of Commodity Prices

 Yannick Le Pen , Benoît Sévi
Review of Finance, 2018, 22 (1), pp.381-418. ⟨10.1093/rof/rfx039⟩
Article dans une revue hal-01731459v1

Informed Trading in the WTI Oil Futures Market

 Olivier Rousse , Benoît Sévi
Energy Journal, 2019, 40 (2), pp.139-160. ⟨10.5547/01956574.40.2.orou⟩
Article dans une revue hal-02024317v1

Informed trading in oil futures markets : closing conference

 Olivier Rousse , Benoît Sévi
Thematic Semester "Statistics for Energy Markets" of the Finance for Energy Markets (FiME) Research Initiative, Summer School, Jun 2018, Paris, France
Communication dans un congrès hal-02089781v1
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Futures trading and the excess comovement of commodity prices

 Yannick Le Pen , Benoît Sévi
30th International French Finance Association Conference, May 2013, Lyon, France. pp.49
Communication dans un congrès hal-01613916v1

Volatility transmission and volatility impulse response functions in European electricity forward markets

 Yannick Le Pen , Benoît Sévi
Energy Economics, 2010, 32 (4), pp.758 - 770. ⟨10.1016/j.eneco.2009.12.003⟩
Article dans une revue hal-03066721v1
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On the Stochastic Properties of Carbon Futures Prices

 Julien Chevallier , Benoît Sévi
2012
Pré-publication, Document de travail halshs-00720166v2

A fear index to predict oil futures returns

 Julien Chevallier , Benoît Sévi
Energy Studies Review, 2014, 20 (3), pp.1--17. ⟨10.15173/esr.v20i3.552⟩
Article dans une revue hal-01463111v1

The newsvendor problem under multiplicative background risk

 Benoît Sévi
European Journal of Operational Research, 2010, 200 (3), pp.918 - 923. ⟨10.1016/j.ejor.2009.01.038⟩
Article dans une revue hal-03067908v1

Informed trading in the WTI oil futures markets

 Olivier Rousse , Benoît Sévi
The landscape in the new era of energy transition: Challenges, investment opportunities and technological innovations : 2nd Hellenic Association for Energy Economics (HAEE) International Conference, Hellenic Association for Energy Economics, May 2017, Athènes, Greece
Communication dans un congrès hal-02089750v1

The impact of uncertainty on banking behavior : evidence from the US sulfur dioxide emissions allowance trading program

 Benoît Sévi , Olivier Rousse
Lieberman D., Jonas M. & Nahorski Z. Accounting for climate change : uncertainty in greenhouse gas inventories – verification, compliance, and trading, Springer, 2007
Chapitre d'ouvrage hal-01244992v1

Informed trading in the WTI oil futures markets

 Olivier Rousse , Benoît Sévi
10th Financial Risks International Forum, Mar 2017, Paris, France
Communication dans un congrès hal-02089743v1

How are day-ahead prices informative for predicting the next day’s consumption of natural gas?

 Arthur Thomas , Olivier Massol , Benoît Sévi
2019 INFORMS Annual Meeting, INFORM, Oct 2019, Seattle (WA), United States
Communication dans un congrès hal-04319359v1
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