Benoît Sévi

Forecasting the volatility of crude oil futures using intraday data

Benoît Sévi · European Journal of Operational Research · 2014 · 274 citations

Forecasting Methodology, Volatility Modeling, Economic Forecasting +8

On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach

Yannick Le Pen, Benoît Sévi · Ecological Economics · 2009 · 109 citations

Energy Consumption, Econometric Model, Economics +12

Futures Trading and the Excess Co-movement of Commodity Prices

Yannick Le Pen, Benoît Sévi · European Finance Review · 2017 · 89 citations · Full text

On the volatility–volume relationship in energy futures markets using intraday data

Julien Chevallier, Benoît Sévi · Energy Economics · 2012 · 65 citations

Intraday Data, Volatility Modeling, Volatility–volume Relationship +11

On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting

Julien Chevallier, Benoît Sévi · Annals of Finance · 2009 · 60 citations

Volatility Modeling, Carbon Emission Trading, Asset Pricing +3