| . |
Sévi, Benoît's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
1,499 |
Total
Citations
15 |
|
|
|
|
|
1.
|
|
|
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis Le Pen, Yannick Université Paris-Dauphine Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
|
|
246
(60,225)
|
3
|
|
| |
|
| |
EU ETS, Option prices, Volatility, GARCH, Rolling Estimation, Endogenous Structural Break Detection
|
|
|
2.
|
|
|
Le Pen, Yannick Université Paris-Dauphine Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
|
|
237
(62,668)
|
1
|
|
| |
|
| |
volatility impulse response function, GARCH, electricity forward markets
|
|
|
3.
|
|
|
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
|
| Posted: |
|
13 May 09
|
|
Last Revised:
|
|
02 Feb 10
|
|
226
(65,966)
|
5
|
|
| |
|
| |
CO2 Price, Realized Volatility, HAR-RV, GARCH, Futures Trading, Emissions Markets, EU ETS, Intraday Data, Forecasting
|
|
|
4.
|
|
|
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis Ielpo, Florian University of Paris 1 Pantheon-Sorbonne - CERMSEM Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
|
| Posted: |
|
08 Apr 10
|
|
Last Revised:
|
|
22 Jul 11
|
|
201
(74,407)
|
2
|
|
| |
|
| |
Density Forecasting, Jumps, Realized Volatility, Bipower Variation, Median Realized Volatility, Bivariate Model
|
|
|
5.
|
|
|
Le Pen, Yannick Université Paris-Dauphine Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
|
|
127
(112,713)
|
2
|
|
| |
|
| |
Energy intensity, pair-wise test, unit-root test, stationarity test, structural break, convergence
|
|
|
6.
|
|
|
Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
|
|
107
(128,881)
|
1
|
|
| |
|
| |
newsvendor problem, multiplicative background risk, multiplicative risk vulnerability, derived utility function, expected utility
|
|
|
7.
|
|
|
Le Pen, Yannick Université Paris-Dauphine Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
|
|
103
(132,436)
|
1
|
|
| |
|
| |
Energy intensity, oil intensity, deterministic linear trend, stochastic trend
|
|
|
8.
|
|
|
Le Pen, Yannick Université Paris-Dauphine Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
|
| Posted: |
|
21 Dec 12
|
|
Last Revised:
|
|
24 Jan 13
|
|
86
(150,538)
|
|
|
| |
|
| |
commodity excess comovement hypothesis, factors model, heteroscedasticity-corrected correlation, commodity index, futures trading
|
|
|
9.
|
|
|
Chevallier, Julien University of Paris 8 Vincennes-Saint Denis Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
|
| Posted: |
|
23 Jul 12
|
|
Last Revised:
|
|
21 Oct 12
|
|
83
(153,958)
|
|
|
| |
|
| |
Carbon Price, Stochastic Modeling, Activity Signature Function
|
|
|
10.
|
|
|
Grosse, Olivier Institut Polytechnique LaSalle Beauvais Sévi, Benoît Aix-Marseille University - Aix-Marseille School of Economics
|
|
83
(152,784)
|
|
|
| |
|
| |
Energy industry restructuring, R&D budgets, innovation, patents, technological knowledge, gas, electricity
|
|
Records 1 -
10
of 10 matches
[
1
]
|
© 2013 Social Science Electronic Publishing, Inc. All Rights Reserved.
FAQ
Terms of Use
Privacy Policy
Copyright
This page was processed by apollo4 in 0.297 seconds
|