Gilles de Truchis
Transcription
Gilles de Truchis
Gilles de Truchis Assistant Professor in Economics Contact Bur. 604B, Bat. G 200 av. de la République 92001 Nanterre cedex France Position 2015- Coordinator (with Christophe Boucher) of the master's degree programs Gestion des Actifs - Opérations de Marché et Régulation des Risques +33 140 974 766 Research fields Time Series Econometrics - Energy Finance - Macro-Finance [email protected] varennes-ecofin.com ResearchGate Languages french mother tongue english fluency Education 2010-2014 PhD in Economics Aix-Marseille University - AMSE - GREQAM Thesis: Fractional Cointegration Analysis of Comovements in International Financial Markets Jury: Luis A. Gil-Alana - Roselyne Joyeux - Sébastien Laurent - Valérie Mignon Advisors: Marcel Aloy and Gilles Dufrénot Award: Aix-Marseille University PhD Thesis Prize 2008-2010 Master in Economics and International Finance (Research) Aix-Marseille University 2005-2008 Bachelor in Economics and Management Aix-Marseille University Softwares MATLAB Mathematica, OxMetrics, RATS, SAS Thomson Reuters Eikon Assistant Professor in Economics EconomiX (UMR 7235) - Université de Paris Ouest Nanterre la Défense Research Published Papers 2016 Long-run comovements in East Asian stock market volatility Forthcoming in with B. Keddad Open Economies Review 2016 Optimal estimation strategies for bivariate fractional cointegration systems and the co-persistence analysis of stock market realized volatilities Computational Economics, 48, 83-104 with M. Aloy 2014 On the risk dependence between crude oil market and U.S. dollar exchange rates Economic Modelling, 52, 206-215 with B. Keddad 2013 Approximate whittle analysis of fractional cointegration and the stock market synchronization issue Economic Modelling, 34, 98-105 2013 South East Asian monetary integration : new evidences from fractional cointegration of RER J. of Inter. Fin. M., Inst. & Money, 26, 394-412 with B. Keddad Book Chapter 2014 Shift-volatility transmission in East Asian equity markets: new indicators In Market Microstructure and Nonlinear Dynamics, Springer with M. Aloy, G. Dufrénot and B. Keddad Works in Progress 2015 On exchange rates comovements: New evidence from a Taylor rule fundamentals model with adaptive learning Submitted with C. Dell’Eva and B. Keddad 2016 Testing for Extreme Volatility Transmission with Realized Volatility Measuress Preliminary draft with C. Boucher and S. Tokpavi 2014 Unbalanced Fractional Cointegration and the Information Flowing on Commodity Markets Preliminary draft available with F. Dubois 2015 Long memory and power law coherency between realized volatility and trading volume Preliminary draft available with D. Banulescu 2015 On the efficiency of the CME-NYMEX oil option market: Evidence from a cofractional analysis Preliminary draft available with B. Sévi 2014 European stock markets integration and the 2007-08 financial crisis Preliminary draft available with B. Sévi 2015 How the European debt crisis has impacted the renewable energy sector? Preliminary draft available with K. Constant, M. Davin and B. Keddad Teaching 201620152015201520152014-2015 Nonlinear Econometrics - Master in Economics Université de Paris Ouest Nanterre la Défense Spatial Econometrics - Master in Economics Université de Paris Ouest Nanterre la Défense Introduction to Finance - Master in Economics Université de Paris Ouest Nanterre la Défense Econometrics - Master in Economics Université de Paris Ouest Nanterre la Défense Open Macroeconomics - Bachelor in Economics Université de Paris Ouest Nanterre la Défense Macroeconomics - Bachelor in Economics Université de Cergy-Pontoise 2014-2015 Macroeconomics - DU & CMI Université de Cergy-Pontoise 2011-2014 Macroeconomics - Bachelor in Economics Aix Marseille Université Econometrics - Master in Economics Aix Marseille Université 2011-2012 Lectures Lectures Lectures Tutorials Lectures Lectures Lectures & Tutorials Tutorials Tutorials Referral Activities Applied Economics / Economic Modelling / Macroeconomic Dynamics / Economics Bulletin / International Economics / Research in International Business and Finance / Empirical Economics / International Review of Financial Analysis / International Journal of Forecasting Communications 2016 14th INFINITI Conference on International Finance Trinity College Dublin 2016 4th International Symposium in Computational Economics Université d’Evry - INSEEC 2015 7th French Econometric Conference Université d’Orléans 3rd JEAM Conference Université de Cergy-Pontoise - Université Paris 13 2015 2015 13th INFINITI Conference on International Finance University of Ljubljana - Trinity College Dublin 2015 2nd International Workshop in Financial Markets and Nonlinear Dynamics Université d’Evry - ESSCA 2015 3rd International Symposium on Energy and Finance Issues IPAG Business School Association for the Development of Research in Economics and Statistics (ADRES) Université Panthéon Sorbonne Paris Financial Management Conference IPAG Business School Lunch Seminar du THEMA Université de Cergy-Pontoise 2015 2014 2014 2014 2014 13ème Journée d’Econométrie Université de Paris Ouest Nanterre la Défense 12th INFINITI Conference on International Finance University of Monash - Trinity College Dublin 2014 3rd International Symposium in Computational Economics Université d’Evry - INSEEC 2013 12ème Journée d’Econométrie Université de Paris Ouest Nanterre la Défense International Workshop on Market Microstructure and Nonlinear Dynamics Université d’Evry 2013 2012 11ème Journée d’Econométrie Université de Paris Ouest Nanterre la Défense Fellowships and Previous Positions 2014-2015 ATER Université de Cergy-Pontoise 2013-2014 ATER Aix-Marseille Université Doctoral Grant French Ministry of Research via ED 372 2010-2013