SSRN Paris-Dauphine: Energy, Climate Change (Topic)

1.

Volatility Transmission and Volatility Impulse Response Functions in European Electricity Forward Markets

Number of pages: 29 Posted: 23 Jan 2009 Last Revised: 18 Jan 2017

Working Paper Series

Yannick Le Pen and Benoît Sévi

Université Paris Dauphine and University of Nantes

Downloads 332

2.

Options Introduction and Volatility in the EU ETS

Number of pages: 27 Posted: 20 Jul 2009 Last Revised: 18 Jan 2017

Working Paper Series

Julien Chevallier, Yannick Le Pen and Benoît Sévi

University of Paris 8 Vincennes-Saint Denis, Université Paris Dauphine and University of Nantes

Downloads 304

3.

Futures Trading and the Excess Comovement of Commodity Prices

Number of pages: 41 Posted: 21 Dec 2012 Last Revised: 14 Feb 2017

Working Paper Series

Yannick Le Pen and Benoît Sévi

Université Paris Dauphine and University of Nantes

Downloads 302

4.

On the Non-Convergence of Energy Intensities: Evidence from a Pair-Wise Econometric Approach

Number of pages: 26 Posted: 25 Jan 2009 Last Revised: 18 Jan 2017

Working Paper Series

Yannick Le Pen and Benoît Sévi

Université Paris Dauphine and University of Nantes

Downloads 152

5.

What Trends in Energy Efficiencies? Evidence from a Robust Test

Number of pages: 17 Posted: 18 May 2009 Last Revised: 18 Jan 2017

Working Paper Series

Yannick Le Pen and Benoît Sévi

Université Paris Dauphine and University of Nantes

Downloads 114

6.

A Pair-Wise Approach to Per Capita Output Convergence between European Regions

Number of pages: 30 Posted: 19 Feb 2009 Last Revised: 11 Jun 2015

Working Paper Series

Yannick Le Pen

Université Paris Dauphine

Downloads 44

Volatility Transmission and Volatility Impulse Response Functions in European Electricity Forward Markets

Options Introduction and Volatility in the EU ETS

Futures Trading and the Excess Comovement of Commodity Prices

On the Non-Convergence of Energy Intensities: Evidence from a Pair-Wise Econometric Approach

What Trends in Energy Efficiencies? Evidence from a Robust Test

A Pair-Wise Approach to Per Capita Output Convergence between European Regions

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