Le Pen Yannick - CV

LEDa

Le Pen Yannick

Associate Professor

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Phone : 0144054464

Office : P 137

Publications

Articles

Le Pen Y., Sévi B. (2018), Futures Trading and the Excess Co-movement of Commodity Prices, Review of Finance, vol. 22, n°1, p. 381-418

Keppler J-H., Le Pen Y., Phan S. (2016), The impacts of variable renewable production and market coupling on the convergence of French and German electricity prices, The Energy Journal, vol. 37, n°3, p. 343-359

Le Pen Y. (2015), Prix du pétrole : bonne ou mauvaise nouvelle pour la croissance ?, Problèmes économiques, vol. Hors-série, n°8, p. 32-39

Le Pen Y. (2011), A pair-wise approach to output convergence between European regions, Economic Modelling, vol. 28, n°3, p. 955-964

Le Pen Y., Sévi B. (2011), Macro factors in oil futures returns, International Economics, vol. 126-127, p. 13-38

Le Pen Y., Sévi B. (2010), On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach, Ecological Economics, vol. 69, n°3, p. 641-650

Le Pen Y., Sévi B. (2010), Volatility transmission and volatility impulse response functions in European electricity forward markets, Energy Economics, vol. 32, n°4, p. 758-770

Le Pen Y., Sévi B. (2010), Impact d’un choc sur les corrélations de trois indices boursiers. La faillite de Lehman Brothers, Revue économique, vol. 61, n°3, p. 407-419

Le Pen Y. (2005), Convergence among five industrial countries (1870–1994): Results from a time varying cointegration approach, Empirical Economics, vol. 30, n°1, p. 25-35

Le Pen Y., Fève P. (2000), On modelling convergence clubs, Applied Economics Letters, vol. 7, n°5, p. 311-314

Le Pen Y. (1997), Convergence des revenus par tête : un tour d'horizon, Revue d'économie politique, vol. 107, n°6, p. 715-756

Communications sans actes

Sévi B., Le Pen Y. (2013), Futures trading and the excess comovement of commodity prices, 30th International French Finance Association Conference, Lyon, France

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