Benoit SEVI

• Professeur des Universités en Economie à l'Université de Nantes
• Directeur du LEMNA (EA 4272)
• Editeur Associé à la revue Research in International Business and Finance

Positions passées

• 2014 - 2016 Professeur à l'Université Grenoble Alpes
• 2010 - 2014 Maître de Conférences à Aix-Marseille Université
• 2006 - 2012 Enseignant en Finance à l'École Centrale de Nantes
• 2009 - 2010 Chercheur invité à la London Business School
• 2006 - 2010 Maître de Conférences à l'Université d'Angers

Publications récentes

• Futures trading and the excess co-movement of commodity prices (with Y. Le Pen), Review of Finance, forthcoming.
• Fundamental and financial influences on the co-movement of oil and gas prices (with D. Bunn, J. Chevallier and Y. Le Pen), Energy Journal 38, 201-228,2017.
• Forecasting the volatility of crude oil futures using intraday data, European Journal of Operational Research 235, 643-659, 2014.
• On the stochastic properties of carbon futures prices (with J. Chevallier), Environmental and Resource Economics 58, 127-153, 2014.
• A fear index to predict oil futures returns (with J. Chevallier), Energy Studies Review 20, 1-17, 2013.
• Citizen's participation in permit markets and social welfare under uncertainty (with O. Rousse), Environmental Science & Policy 27, 215-222, 2013.
• Funds from non-renewable energy resources: Policy lessons from Alaska and Alberta (with C. Baena and A. Warrack), Energy Policy 51, 569-577, 2012.
• On the volatility-volume relationship in energy futures markets using intraday data (with J. Chevallier), Energy Economics 34, 1896-1909, 2012.
• Empirical bias in intraday volatility measures (with Y. Fang and F. Ielpo), Finance Research Letters 9, 231-237, 2012.
• Options introduction and volatility in the EU ETS (with J. Chevallier and Y. Le Pen), Resource and Energy Economics 33, 855-880, 2011.
• Volatility transmission and volatility impulse response functions in European electricity forward markets (with Y. Le Pen), Energy Economics 32, 758-770, 2010.
• What trends in energy efficiencies? Evidence from a robust test (with Y. Le Pen), Energy Economics 32, 702-708, 2010.
• On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach (with Y. Le Pen), Ecological Economics 69, 641-650, 2010.
• The newsboy problem under multiplicative background risk, European Journal of Operational Research 200, 918-923, 2010.
• Risk preferences and forward trading: the case of quantity uncertainty (in French), Louvain Economic Review 73, 217-228, 2007.