Professor of Economics (Professeur des Universités)

Director of LEMNA (EA 4272), Université de Nantes

[CV] SSRN page:


  • Energy Markets
  • Financialization of Commodity Markets
  • Volatility Modelling and Forecasting
  • Economics of Risk and Uncertainty


  • How are day-ahead prices informative for predicting the next day's consumption of natural gas? Evidence from France, Arthur Thomas, Olivier Massol and Benoît Sévi (2020). A simple time series model using only gas prices and the spark ratio provides significant forecast improvements compared to predictions released by operators.
  • On the efficiency of the CME-NYMEX oil option market: Evidence from a fractional cointegration analysis, Gilles de Truchis and Benoît Sévi (2020). Long-run relationship between realized and implied volatility supports the efficiency hypothesis in the WTI market.
  • The asymmetric hedgers' reaction to price changes in commodity markets: Evidence from mixed frequency data, Marie Bessec, Yannick Le Pen, and Benoît Sévi (2017).

SOME PUBLISHED AND FORTHCOMING PAPERS (full list of publications in vitae)

@: Tel: +33 (0) 2 40 14 17 96 LEMNA EA 4272, Université de Nantes Chemin de la Censive du Tertre Bâtiment Tertre, BP 52231 44322 Nantes cedex 3