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Benoît Sévi

This is information that was supplied by Benoît Sévi in registering through RePEc. If you are Benoît Sévi , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Benoît
Middle Name:
Last Name:Sévi
Suffix:
RePEc Short-ID:psv31
https://sites.google.com/site/benoitsevi/
Grenoble, France
http://economie.upmf-grenoble.fr/

: 04-76-82-54-58
04-76-82-59-95
1241, rue des Résidences Domaine Universitaire 38400 Saint Mar
RePEc:edi:fsgrefr (more details at EDIRC)
Paris, France
http://www.ipag.fr/

: 33 1 53 63 36 00

184 Boulevard Saint-Germain, 75006 Paris
RePEc:edi:ipagpfr (more details at EDIRC)
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  1. Benoît Sévi, 2014. "Forecasting the volatility of crude oil futures using intraday data," Working Papers 2014-53, Department of Research, Ipag Business School.
  2. 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.
  3. Yannick Le Pen & Benoît Sévi, 2013. "Futures Trading and the Excess Comovement of Commodity Prices," AMSE Working Papers 1301, Aix-Marseille School of Economics, Marseille, France, revised Jan 2013.
  4. Julien Chevallier & Benoît Sévi, 2013. "A Fear Index to Predict Oil Futures Returns," Working Papers 2013.62, Fondazione Eni Enrico Mattei.
  5. Olivier Rousse & Benoît Sévi, 2013. "Citizen's participation in permit markets and social welfare under uncertainty," Post-Print halshs-00814000, HAL.
  6. Julien Chevallier & Benoît Sévi, 2012. "On the Stochastic Properties of Carbon Futures Prices," Working Papers halshs-00720166, HAL.
  7. 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 West - Nanterre la Défense, EconomiX.
  8. Julien Chevallier & Yannick Le Pen & Benoît Sévi, 2011. "Options introduction and volatility in the EU ETS," Working Papers 1107, Chaire Economie du Climat.
  9. Julien Chevallier & Benoît Sévi, 2009. "On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting," Working Papers halshs-00387286, HAL.
  10. 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.
  11. 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.
  12. 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.
  13. 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).
  14. 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.
  15. Olivier Rousse & Benoît Sévi, 2005. "Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program," ERSA conference papers ersa05p550, European Regional Science Association.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  1. 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.
  2. 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.
  3. Julien Chevallier & Benoît Sévi, 2014. "On the Stochastic Properties of Carbon Futures Prices," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 58(1), pages 127-153, May.
  4. 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.
  5. 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.
  6. Fang, Yan & Ielpo, Florian & Sévi, Benoît, 2012. "Empirical bias in intraday volatility measures," Finance Research Letters, Elsevier, vol. 9(4), pages 231-237.
  7. 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.
  8. 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.
  9. 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.
  10. 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.
  11. Yannick Le Pen & Benoît Sévi, 2011. "Macro factors in oil futures returns," International Economics, CEPII research center, issue 126-127, pages 13–38.
  12. Benoît Sévi & César Baena, 2011. "Brownian motion vs. pure-jump processes for individual stocks," Economics Bulletin, AccessEcon, vol. 31(4), pages 3138-3152.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. Sévi, Benoît, 2010. "The newsvendor problem under multiplicative background risk," European Journal of Operational Research, Elsevier, vol. 200(3), pages 918-923, February.
  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. 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.
  20. Benoît Sévi, 2006. "Ederington's ratio with production flexibility," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-8.
  21. 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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 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 (16) 2006-02-05 2008-09-20 2009-02-14 2009-05-30 2009-07-28 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. Author is listed
  2. NEP-ENV: Environmental Economics (8) 2006-02-05 2009-05-30 2009-07-28 2009-10-03 2009-10-10 2010-01-16 2011-12-19 2012-08-23. Author is listed
  3. NEP-EEC: European Economics (6) 2008-09-20 2009-05-30 2009-07-28 2009-10-03 2009-10-10 2010-01-16. Author is listed
  4. NEP-FOR: Forecasting (6) 2009-05-30 2009-07-28 2010-01-16 2013-07-28 2014-06-28 2016-03-10. Author is listed
  5. NEP-MST: Market Microstructure (6) 2009-05-30 2009-07-28 2010-01-16 2011-05-30 2016-03-10 2016-03-17. 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-FMK: Financial Markets (3) 2008-09-20 2011-05-30 2013-03-09
  8. NEP-ETS: Econometric Time Series (1) 2008-09-20
  9. NEP-EUR: Microeconomic European Issues (1) 2011-12-19

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