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., Sévi B. (2011), Macro factors in oil futures returns, International Economics, vol. 126-127, p. 13-38
Le Pen Y. (2011), A pair-wise approach to output convergence between European regions, Economic Modelling, vol. 28, n°3, p. 955-964
Sévi B., Le Pen Y., Chevallier J. (2011), Options introduction and volatility in the EU ETS, Resource and Energy Economics, vol. 33, n°4, p. 855-880
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), On the non-convergence of energy intensities: Evidence from a pair-wise econometric approach, Ecological Economics, vol. 69, n°3, p. 641-650
Sévi B., Le Pen Y. (2010), What trends in energy efficiencies? Evidence from a robust test, Energy Economics, vol. 32, n°3, p. 702-708
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
Hénin P-Y., Le Pen Y. (1995), Les épisodes de la convergence européenne, Revue économique, vol. 46, n°3, p. 667-677
Communications sans actes
Berg F., Le Pen Y. (2013), Do corporate bond and credit default swap markets value environmental, social or corporate governance events?, 30th International French Finance Association Conference, Lyon, France
Sévi B., Le Pen Y. (2013), Futures trading and the excess comovement of commodity prices, 30th International French Finance Association Conference, Lyon, France
Bunn D., Le Pen Y., Sévi B., Chevallier J. (2011), The Relation Between Oil and Gas Returns: a Factor Analysis, 34th IAEE International Conference : "Institutions, Efficiency and Evolving Energy Technologies", Stockholm, Suède
Sévi B., Le Pen Y. (2010), Revisiting the excess co-movements of commodity prices in a data-rich environment, 59e Congrès AFSE, Paris (Nanterre), France
Chevallier J., Le Pen Y., Sévi B. (2009), Options introduction and volatility in the EU ETS, 32nd IAEE International Conference, San Francisco, États-Unis
Sévi B., Le Pen Y. (2009), News and correlations: an impulse response analysis, 58e Congrès AFSE, Paris (Nanterre), France
Sévi Y., Le Pen Y. (2007), Optimal hedging in European electricity forward markets, 9th IAEE European Meeting, Florence, Italie
Prépublications / Cahiers de recherche
PHAN S., Le Pen Y., Keppler J., Boureau C. (2014), The Impact of Intermittent Renewable Production and Market Coupling on the Convergence of French and German Electricity Prices, Paris, CEEM Working Paper, 17 p.
Sévi B., Chevallier J., Bunn D., Le Pen Y. (2013), Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices, Montpellier, Cahiers de recherche du CREDEN, 41 p.