2013

Conference Contributions

• Sévi, Benoît ; Le Pen, Yannick . Futures trading and the excess comovement of commodity prices. 30th International French Finance Association Conference. Lyon. France. 2013.
• Berg, Florian ; Le Pen, Yannick . Do corporate bond and credit default swap markets value environmental, social or corporate governance events?. 30th International French Finance Association Conference. Lyon. France. 2013.

2011

Articles

• Le Pen, Yannick . A pair-wise approach to output convergence between European regions. Economic Modelling. Volume 28. n° 3. 2011. pages 955-964. Elsevier. DOI http://dx.doi.org/10.1016/j.econmod.2010.11.006.
• Chevallier, Julien ; Le Pen, Yannick ; Sévi, Benoît . Options introduction and volatility in the EU ETS. Resource and Energy Economics. Volume 33. n° 4. 2011. pages 855-880. Elsevier. DOI http://dx.doi.org/10.1016/j.reseneeco.2011.07.002.

Conference Contributions

• Sévi, Benoît ; Le Pen, Yannick ; Chevallier, Julien ; Bunn, Derek . The Relation Between Oil and Gas Returns: a Factor Analysis. 34th IAEE International Conference : "Institutions, Efficiency and Evolving Energy Technologies". Stockholm. Suède. 2011.

2010

Articles

• Le Pen, Yannick ; Sévi, Benoît . What trends in energy efficiencies? Evidence from a robust test. Energy Economics. Volume 32. n° 3. 2010. pages 702-708. Elsevier. DOI http://dx.doi.org/10.1016/j.eneco.2009.09.014.
• Le Pen, Yannick ; Sévi, Benoît . On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach. Ecological Economics. Volume 69. n° 3. 2010. pages 641-650. Elsevier. DOI http://dx.doi.org/10.1016/j.ecolecon.2009.10.001.
• Sévi, Benoît ; Le Pen, Yannick . Volatility transmission and volatility impulse response functions in European electricity forward markets. Energy economics. Volume 32. n° 4. 2010. pages 758-770. Elsevier. DOI http://dx.doi.org/10.1016/j.eneco.2009.12.003.
• Le Pen, Yannick ; Sévi, Benoît . Impact d’un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers. Revue Economique. Volume 61. n° 3. 2010. pages 407-419. Presses de Sciences Po. DOI http://dx.doi.org/10.3917/reco.613.0407.

Conference Contributions

• Le Pen, Yannick ; Sévi, Benoît . Revisiting the excess co-movements of commodity prices in a data-rich environment. 59e Congrès AFSE. Paris (Nanterre). France. 2010.

2009

Conference Contributions

• Le Pen, Yannick ; Sévi, Benoît . News and correlations: an impulse response analysis. 58e Congrès AFSE. Paris (Nanterre). France. 2009.
• Chevallier, Julien ; Le Pen, Yannick ; Sévi, Benoît . Options introduction and volatility in the EU ETS. 32nd IAEE International Conference. San Francisco. États-Unis. 2009.

2007

Conference Contributions

• Le Pen, Yannick ; Sévi, Yannick . Optimal hedging in European electricity forward markets. 9th IAEE European Meeting. Florence. Italie. 2007.

2005

Articles

• Le Pen, Yannick . Convergence among five industrial countries (1870–1994): Results from a time varying cointegration approach. Empirical Economics. Volume 30. n° 1. 2005. pages 25-35. Springer. DOI http://dx.doi.org/10.1007/s00181-004-0213-9.

2000

Articles

• Le Pen, Yannick ; Fève, Patrick . On modelling convergence clubs. Applied Economics Letters. Volume 7. n° 5. 2000. pages 311-314. Taylor & Francis. DOI http://dx.doi.org/10.1080/135048500351456.

1997

Articles

• Le Pen, Yannick . Convergence des revenus par tête : un tour d'horizon. Revue d'Economie Politique. Volume 107. n° 6. 1997. pages 715-756. Dalloz.

1995

Articles

• Le Pen, Yannick ; Hénin, Pierre-Yves . Les épisodes de la convergence européenne. Revue Economique. Volume 46. n° 3. 1995. pages 667-677. Sciences Po.