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ECONIS (ZBW)
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The newsvendor problem under multiplicative background risk
Sévi, Benoît
- In:
European journal of operational research : EJOR
200
(
2009/10
)
3
,
pp. 918-923
Persistent link: https://www.econbiz.de/10003892404
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2
Préférences par rapport au risque et marchés à terme : le cas d'une quantité incertaine
Sévi, Benoît
- In:
Recherches économiques de Louvain
73
(
2007
)
2
,
pp. 217-228
Persistent link: https://www.econbiz.de/10003492329
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3
Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Sévi, Benoît
- In:
Economic modelling
44
(
2015
),
pp. 243-251
Persistent link: https://www.econbiz.de/10011326237
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4
An empirical analysis of the downside risk-return trade-off at daily frequency
Sévi, Benoît
- In:
Economic modelling
31
(
2013
),
pp. 189-197
Persistent link: https://www.econbiz.de/10009729143
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5
Impact d'un choc sur les corrélations de trois indices boursiers : la faillite de Lehman Brothers
LePen, Yannick
;
Sévi, Benoît
- In:
Revue économique : revue bimestrielle
61
(
2010
)
3
,
pp. 407-419
Persistent link: https://www.econbiz.de/10003971032
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6
Volatility transmission and volatility impulse response functions in European electricity forward markets
LePen, Yannick
;
Sévi, Benoît
- In:
Energy economics
32
(
2010
)
4
,
pp. 758-770
Persistent link: https://www.econbiz.de/10008779965
Saved in:
7
On the realized volatility of the ECX CO2 emissions 2008 futures contract : distribution, dynamics and forecasting
Chevallier, Julien
;
Sévi, Benoît
- In:
Annals of finance
7
(
2011
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10008840227
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8
What trends in energy efficiencies? : evidence from a robust test
LePen, Yannick
;
Sévi, Benoît
- In:
Energy economics
32
(
2010
)
3
,
pp. 702-708
Persistent link: https://www.econbiz.de/10008652207
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9
On the non-convergence of energy intensities : evidence from a pair-wise econometric approach
LePen, Yannick
;
Sévi, Benoît
- In:
Ecological economics : the transdisciplinary journal of …
69
(
2010
)
3
,
pp. 641-650
Persistent link: https://www.econbiz.de/10003940965
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10
Macro factors in oil futures returns
Le Penn, Yannick
;
Sévi, Benoît
- In:
International economics : a journal published by CEPII …
126/127
(
2011
)
2/3
,
pp. 13-38
Persistent link: https://www.econbiz.de/10009547658
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