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Benoît Sévi

Observed names: B. Sévi, Benoit Sevi, Benoit, Sevi, Benoît Sévi, SEVI Benoît, Sévi, B., Sévi, Benoît
Observed institutions: Centre National de la Recherche Scientifique, Université de Montpellier, Aix-Marseille Université, IFP Énergies nouvelles, IPAG Business School, Aix-Marseille Sciences Economiques, Université Montpellier 1, Laboratoire d'Economie et de Management de Nantes Atlantique, Université de Nantes, Université de la Méditerranée Aix-Marseille II, Bordeaux École de Management, Pôle de recherche et d'enseignement supérieur Université de Grenoble, Université d'Angers, Université Grenoble Alpes, École des hautes études en sciences sociales, Nantes Université
OpenAlex ID: A5077353025
Forecasting the volatility of crude oil futures using intraday data
2014 · Benoît Sévi · European Journal of Operational Research · 263
On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach
2009 · Yannick Le Pen, Benoît Sévi · Ecological Economics · 111
Futures Trading and the Excess Co-movement of Commodity Prices
2017 · Yannick Le Pen, Benoît Sévi · European Finance Review · 87
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On the volatility–volume relationship in energy futures markets using intraday data
2012 · Julien Chevallier, Benoît Sévi · Energy Economics · 65
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Volatility transmission and volatility impulse response functions in European electricity forward markets
2010 · Sévi, Benoît, Le Pen, Yannick · Base Institutionnelle de Recherche de l'université Paris-Dauphine (BIRD) (University Paris-Dauphine) · 61
On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
2009 · Julien Chevallier, Benoît Sévi · Annals of Finance · 59
Options introduction and volatility in the EU ETS
2011 · Julien Chevallier, Yannick Le Pen, et al. · Resource and Energy Economics · 56
Options Introduction and Volatility in the EU ETS
2009 · Julien Chevallier, Yannick Le Pen, et al. · SSRN Electronic Journal · 37
Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices
2017 · Derek Bunn, Julien Chevallier, et al. · The Energy Journal · 33
On the Stochastic Properties of Carbon Futures Prices
2013 · Julien Chevallier, Benoît Sévi · Environmental and Resource Economics · 31
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The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India
2017 · Duc Khuong Nguyen, Benoît Sévi, et al. · Applied Economics · 22
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Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
2014 · Benoît Sévi · Economic Modelling · 21
A Fear Index to Predict Oil Futures Returns
2013 · Julien Chevallier, Benoit Sevi · Energy Studies Review · 21
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Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta
2012 · César Baena, Benoît Sévi, et al. · Energy Policy · 21
Futures Trading and the Excess Comovement of Commodity Prices
2012 · Yannick Le Pen, Benoît Sévi · SSRN Electronic Journal · 17
An empirical analysis of the downside risk-return trade-off at daily frequency
2012 · Benoît Sévi · Economic Modelling · 14
The newsvendor problem under multiplicative background risk
2009 · Benoît Sévi · European Journal of Operational Research · 14
What trends in energy efficiencies? Evidence from a robust test
2009 · Yannick Le Pen, Benoît Sévi · Energy Economics · 13
Empirical bias in intraday volatility measures
2012 · Yan Fang, Florian Ielpo, et al. · Finance research letters · 10
Informed Trading in the WTI Oil Futures Market
2019 · Olivier Rousse, Benoît Sévi · The Energy Journal · 9
Jump-robust estimation of realized volatility in the EU Emission Trading Scheme
2010 · Julien Chevallier, Benoît Sévi · The Journal of Energy Markets · 9
Macro factors in oil futures returns
2011 · Yannick Le Pen, Benoît Sévi · International Economics · 7
Revisiting the excess co-movements of commodity prices in a data-rich environment
2010 · Yannick Le Pen, Benoît Sévi · RePEc: Research Papers in Economics · 7
A special case of self-protection: The choice of a lawyer
2005 · Benoît Sévi, Fabrice Yafil · RePEc: Research Papers in Economics · 7
Do Jumps Help in Forecasting the Density of Returns?
2010 · Julien Chevallier, Florian Ielpo, et al. · SSRN Electronic Journal · 5
Works count: 97
Citation count: 1,051
H-index: 15
I10-index: 19
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