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Sévi, Benoît's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,499 |
Total
Citations
15 |
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1.
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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
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246
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3
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EU ETS, Option prices, Volatility, GARCH, Rolling Estimation, Endogenous Structural Break Detection
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2.
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Le Pen, Yannick
Université Paris-Dauphine Sévi, Benoît
Aix-Marseille University - Aix-Marseille School of Economics
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237
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1
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volatility impulse response function, GARCH, electricity forward markets
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3.
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Chevallier, Julien
University of Paris 8 Vincennes-Saint Denis Sévi, Benoît
Aix-Marseille University - Aix-Marseille School of Economics
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13 May 09
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Last Revised:
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02 Feb 10
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226
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5
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CO2 Price, Realized Volatility, HAR-RV, GARCH, Futures Trading, Emissions Markets, EU ETS, Intraday Data, Forecasting
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4.
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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
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08 Apr 10
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Last Revised:
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22 Jul 11
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201
(74,407)
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2
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Density Forecasting, Jumps, Realized Volatility, Bipower Variation, Median Realized Volatility, Bivariate Model
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5.
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Le Pen, Yannick
Université Paris-Dauphine Sévi, Benoît
Aix-Marseille University - Aix-Marseille School of Economics
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127
(112,713)
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2
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Energy intensity, pair-wise test, unit-root test, stationarity test, structural break, convergence
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6.
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Sévi, Benoît
Aix-Marseille University - Aix-Marseille School of Economics
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107
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1
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newsvendor problem, multiplicative background risk, multiplicative risk vulnerability, derived utility function, expected utility
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7.
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Le Pen, Yannick
Université Paris-Dauphine Sévi, Benoît
Aix-Marseille University - Aix-Marseille School of Economics
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103
(132,436)
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1
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Energy intensity, oil intensity, deterministic linear trend, stochastic trend
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8.
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Le Pen, Yannick
Université Paris-Dauphine Sévi, Benoît
Aix-Marseille University - Aix-Marseille School of Economics
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21 Dec 12
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Last Revised:
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24 Jan 13
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86
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commodity excess comovement hypothesis, factors model, heteroscedasticity-corrected correlation, commodity index, futures trading
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9.
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Chevallier, Julien
University of Paris 8 Vincennes-Saint Denis Sévi, Benoît
Aix-Marseille University - Aix-Marseille School of Economics
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23 Jul 12
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Last Revised:
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21 Oct 12
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83
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Carbon Price, Stochastic Modeling, Activity Signature Function
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10.
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Grosse, Olivier
Institut Polytechnique LaSalle Beauvais Sévi, Benoît
Aix-Marseille University - Aix-Marseille School of Economics
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83
(152,784)
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Energy industry restructuring, R&D budgets, innovation, patents, technological knowledge, gas, electricity
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Records 1 -
10
of 10 matches
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