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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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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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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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Futures trading and the excess co-movement of commodity prices
LePen, Yannick; Sévi, Benoît - In: Review of finance : journal of the European Finance … 22 (2018) 1, pp. 381-418
Persistent link: https://www.econbiz.de/10011990798
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A pair-wise approach to output convergence between European regions
LePen, Yannick - In: Economic modelling 28 (2011) 3, pp. 955-964
Persistent link: https://www.econbiz.de/10009271375
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Convergence internationale des revenus par tête : un tour d'horizon
LePen, Yannick - In: Revue d'économie politique 107 (1997) 6, pp. 715-756
Persistent link: https://www.econbiz.de/10001234517
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The impacts of variable renewable production and market coupling on the convergence of French and German electricity prices
Keppler, Jan Horst; Phan, Sebastien; LePen, Yannick - In: The energy journal 37 (2016) 3, pp. 343-359
Persistent link: https://www.econbiz.de/10011528676
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Les épisodes de la convergence européenne
Hénin, Pierre-Yves - In: Revue économique : revue bimestrielle 46 (1995) 3, pp. 667-677
Persistent link: https://www.econbiz.de/10001333588
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Fundamental and financial influences on the co-movement of oil and gas prices
Bunn, Derek W.; Chevallier, Julien; LePen, Yannick; … - In: The energy journal 38 (2017) 2, pp. 201-228
Persistent link: https://www.econbiz.de/10011661711
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Futures Trading and the Excess Comovement of Commodity Prices
Pen, Yannick Le; Sévi, Benoît - HAL - 2013
We empirically reinvestigate the issue of excess comovement of commodity prices initially raised in Pindyck and Rotemberg (1990) and show that excess comovement, when it exists, can be related to hedging and speculative pressure in commodity futures markets. Excess comovement appears when...
Persistent link: https://www.econbiz.de/10010933843