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Informed trading in the WTI oil futures market
Rousse, Olivier; Sévi, Benoît - In: The energy journal 40 (2019) 2, pp. 139-159
Persistent link: https://www.econbiz.de/10012037434
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Le rôle des permis d'émission et de l'incertitude dans l'exercice d'un pouvoir de marché sur les marchés de gros de l'électricité : la stratégie de rétention de capacité
Rousse, Olivier - In: La revue de l'énergie 59 (2008) 582, pp. 82-93
Persistent link: https://www.econbiz.de/10003717573
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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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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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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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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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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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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
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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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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