| Forecasting the volatility of crude oil futures using intraday data B Sévi European Journal of Operational Research 235 (3), 643-659, 2014 | 273 | 2014 |
| On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach Y Le Pen, B Sévi Ecological Economics 69 (3), 641-650, 2010 | 128 | 2010 |
| Volatility transmission and volatility impulse response functions in European electricity forward markets Y Le Pen, B Sévi Energy Economics 32 (4), 758-770, 2010 | 87 | 2010 |
| Options introduction and volatility in the EU ETS J Chevallier, Y Le Pen, B Sévi Resource and Energy Economics 33 (4), 855-880, 2011 | 85 | 2011 |
| Futures trading and the excess co-movement of commodity prices Y Le Pen, B Sévi Review of Finance 22 (1), 381-418, 2018 | 83* | 2018 |
| On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting J Chevallier, B Sévi Annals of Finance 7, 1-29, 2011 | 75 | 2011 |
| On the volatility–volume relationship in energy futures markets using intraday data J Chevallier, B Sévi Energy Economics 34 (6), 1896-1909, 2012 | 72 | 2012 |
| Gaz et électricité: un défi pour l'Europe et pour la France JM Chevalier, J Percebois, P Chalmin, E Cohen, B Sévi Documentation française, 2008 | 47 | 2008 |
| Fundamental and financial influences on the co-movement of oil and gas prices DW Bunn, J Chevallier, Y Le Pen, B Sevi Energy Journal 38 (2), 2017 | 36 | 2017 |
| On the Stochastic Properties of Carbon Futures Prices J Chevallier, B Sévi Environmental and Resource Economics 58 (1), 127-153, 2014 | 36 | 2014 |
| Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta C Baena, B Sévi, A Warrack Energy Policy 51, 569-577, 2012 | 33 | 2012 |
| A fear index to predict oil futures returns J Chevallier, B Sevi Energy Studies Review 20 (3), 2014 | 31 | 2014 |
| Decreasing R&D expenditures in the European energy industry and deregulation B Sévi, O Grosse Journal of Energy and Development 38 (2), 157-188, 2013 | 30* | 2013 |
| Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps B Sévi Economic Modelling 44, 243-251, 2015 | 26 | 2015 |
| The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India DK Nguyen, B Sévi, B Sjö, GS Uddin Applied Economics 49 (40), 4083-4098, 2017 | 25 | 2017 |
| Jump-robust estimation of realized volatility in the EU emissions trading scheme J Chevallier, B Sévi Journal of Energy Markets 3 (2), 49-67, 2010 | 17 | 2010 |
| The newsvendor problem under multiplicative background risk B Sévi European Journal of Operational Research 200 (3), 918-923, 2010 | 16 | 2010 |
| Behavioral heterogeneity in the US sulfur dioxide emissions allowance trading program O Rousse, B Sévi Louvain-la-Neuve: European Regional Science Association (ERSA), 2005 | 16* | 2005 |
| Macro factors in oil futures returns Y Le Pen, B Sévi International Economics 126, 13-38, 2011 | 14 | 2011 |
| An empirical analysis of the downside risk-return trade-off at daily frequency B Sévi Economic Modelling 31, 189-197, 2013 | 11 | 2013 |
Prof. Dr. Julien ChevallierProfessor of EconomicsVerified email at univ-paris8.fr