Benoît Sévi

Discipline

Economies et finances (34)

Discipline

Economies et finances (1)

Type de document

Articles (16) Prépublication (8) Colloques et conférences (8) Autres (1) Livres et chapitres d'ouvrages (1)

Type de document

Autres (1) Billets de blog (1)

Co-auteur

Date

Date

Source

Source

Mot-clé

Finance (31) Finance (30) Futures (25) Markets (23) Petroleum (18) volatilité (11) spectacle (11) Oils and fats (11) prix (10) marché (10) information (10) Force and energy (10) Prices (10) énergie (9) Prices (9) Power resources (9) Power (Mechanics) (9) Forecasting (9) Models (9) modèle (8) pétrole brut (8) Social sciences (8) Example (8) Evidence (8) papier (7) Emissions trading (7) Paper (7) Exchange (7) Use (7) Forecasting (7)

Mot-clé

Indexes (1) Índices (1) Index (1)

Documents écrit par Benoît Sévi (34) | parle de Benoît Sévi (1)

How are Day-ahead Prices Informative for Predicting the Next Day's Consumption of Natural Gas? Evidence from France
Arthur Thomas et al. (1 sept. 2022)
How are Day-Ahead Prices Informative for Predicting the Next Day’s Consumption of Natural Gas ?: Cahier de l'Economie, Série Recherche, n° 138
Arthur Thomas et al.
The contribution of intraday jumps to forecasting the density of returns
Christophe Chorro et al.
Informed Trading in the WTI Oil Futures Market
Olivier Rousse et al. (2019)
Informed trading in oil futures markets : closing conference
Olivier Rousse et al. (18 juin 2018)
Information privée sur les marchés du pétrole : le cas des annonces de stocks de brut aux Etats-Unis
Olivier Rousse et al.
Informed trading in oil futures markets
Olivier Rousse et al. (14 juin 2017)
Informed trading in oil futures markets
Olivier Rousse et al. (31 mai 2017)
Informed trading in the WTI oil futures markets
Olivier Rousse et al. (18 mai 2017)
Informed trading in the WTI oil futures markets
Olivier Rousse et al. (27 mars 2017)
Informed trading in the WTI oil futures markets
Olivier Rousse et al. (1 mars 2017)
The contribution of jumps to forecasting the density of returns
Christophe Chorro et al.
Informed Trading in Oil-Futures Market
Olivier Rousse et al. (1 déc. 2016)
Informed trading in the WTI oil futures markets
Olivier Rousse et al. (23 mars 2016)
Informed trading in the WTI oil futures markets
Olivier Rousse et al. (9 sept. 2015)
A fear index to predict oil futures returns
Julien Chevallier et al. (2014)
Forecasting the volatility of crude oil futures using intraday data
Benoît Sévi (2014)
On the Stochastic Properties of Carbon Futures Prices
Julien Chevallier et al. (2014)
Citizen's participation in permit markets and social welfare under uncertainty
Olivier Rousse et al.
The explanatory power of signed jumps for the risk-return tradeoff
Benoît Sévi et al. (2013)
Decreasing R&D expenditures in the European energy industry and deregulation
Benoît Sévi et al. (2013)
An empirical analysis of the downside risk-return trade-off at daily frequency
Benoît Sévi (2013)
Futures Trading and the Excess Comovement of Commodity Prices
Yannick Le Pen et al.
On the volatility-volume relationship in energy futures markets using intraday data
Julien Chevallier et al. (2012)
Macro factors in oil futures returns
Yannick Le Pen et al. (2012)

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Recent developments on commodity, energy and carbon markets
Danièle Revel (23 août 2012)