- Bayesian Econometrics
- Noncausal Econometrics
- Structural Econometrics
- Energy economics
- Machine Learning
I am currently a Teaching Fellow for Computer Science in ENSAE Paris and a CREST affiliated member. I am also Associated researcher in the Climate Economics Chair and in Chair of the Economics of Natural Gas. I am a graduate in statistical engineering from the National School for Statistics and Data Analysis (ENSAI). In 2017, to further pursue my academic interest in econometrics, I accepted a PhD scholarship from the IFP School and the University of Nantes under the supervision of Oliver Massol, Associate Professor at IFP School and City, University of London and Benoît Sèvi, Professor of Economics, University of Nantes. I defend my PhD in December 2020. The member of my committee was:
- Karim Abadir, Professor of Financial Econometrics, Imperial College London (Reviewers)
- Derek Bunn, Professor of Decision Sciences, London Business School (Examiners)
- Dimitris Korobilis, Professor of Econometrics, University of Glasgow (Reviewers)
- Valérie Mignon, Professeur des Universités, Université Paris Nanterre (Examiners)
I have presented my research in international conferences, in different fields, Operations Research, Econometrics, Finance and Energy.
- CREST-ENSAE Affiliated Member (2020- )
- Teaching Fellow for Computer Science in ENSAE Paris (2020- )
- Researcher associated in the chair of the Climate Economics Chair (2021- )
- Researcher associated in the chair of the Economics of Natural Gas (2017- )
- Researcher associated in “Les Jeunes Economètres” (2017- )
- PhD in Economics University of Nantes/ IFP School 2017 – 2020
Professor in Economics
Director of LEMNA , Université de Nantes
Associate Professor in Economics
Center for Economics and Management
Professor of Financial Econometrics
Professor of Econometrics
Adam Smith Business School
University of Glasgow
- Are day-ahead prices enough to explain and predict the next day’s natural gas demand? Evidences from the French case, with Olivier Massol and Benoît Sévi (2020) accepted for publication in The Energy Journal. (Link to article)
- Machine learning approach in predicting α-stable noncausal processes with Fréderic Logé (2021)
- Oil Supply News Shock Effects: Evidence From a Structural Non-causal VAR Model on the Global Oil Market with Zakaria Moussa (2021) (Link to article)
- Considering real-time demand to forecast the U.S. natural gas price in real-time: The role of temperature data, with Benoît Sévi and Zakaria Moussa (2020) (Link to article)
- Production intermittence in spot electricity markets: a behavioral simulations approach, with Albert Banal-Estanol, Olivier Massol and Augusto Ruperez Micola (2020). (DRAFT AVAILABLE)
- The role of expectations in predicting the real prices of oil: a non-causal analysis (2021). (DRAFT AVAILABLE)
- 7th RCEA Times series workshop, University of Milano-Bicocca.
- Thé des économètres, Paris, France.
- 37th International Conference of the French Finance Association (AFFI), Nantes, France.
- 19èmeJournée d’Économétrie, Développements Récents de l’Econométrie Appliquée àla Finance, EconomiX, Nanterre, France.
- 2nd International Conference Environmental Economics: A Focus on Natural Re-sources,University of Orleans.
- 13th International Conference on Computational and Financial Econometrics, London, UK
- INFORMS Annual meeting 2019, Seattle, USA
- 13th Annual Trans-Atlantic Infraday Conference, Washington, USA
- 18ème Journée d’Économétrie, Développements Récents de l’Econométrie Appliquée à la Finance, EconomiX, Nanterre, France.
- Séminaire CREST-ENSAI 2019, Rennes, France.
- Thé des économètres, Orléans, France.
- Workshop in Financial Econometrics, Nantes, France.
- The 3rd Commodity Markets Winter Workshop-Leibniz University, Hannover, Germany
- Workshop EDGE 2019, Rennes, France
- The 2nd International Conference The Economics of Natural Gas, University Paris-Dauphine, Paris, France.
- 12th International Conference on Computational and Financial Econometrics, Pisa, Italy
- 41st edition of the IAEE international conference, Groningen, Netherland
- FAEE summer workshop, Mines ParisTech, Paris, France
- 29th European Conference On Operational Research. Valencia, Spain
- INFORMS 2018 Annual Meeting Phoenix, USA
- 11thAnnual Trans-Atlantic Infraday Conference, Washington, USA
- Commodities and Energy Market Organization in the Energy Transition Context, IFP Energies nouvelles, Reuil-Malmaison, France
Other research activities
Annals of economics and statistics , Energy Journal, Energy Economics.
- 43rd IAEE International Conference, Paris, France.
- 37th International Conference of the French Finance Association (AFFI), Nantes, France
Teaching assistant of Deep Learning: Models and Optimization, Graduate level, ENSAE. 6h (In French)
Times series econometrics, Graduate level, M2-EEET: Université Paris-Saclay, l’Université Paris Nanterre , l’IFP-School, l’Ecole des Ponts ParisTech. L’Ecole des Mines ParisTech. 18h (In French)
Coordinator of computer science courses, Graduate level, ENSAE.
Introduction to the Python Computer Language, Graduate level, ENSAE.
Introduction to the R Computer Language, Graduate level, ENSAE.
Applied Econometrics, 1st year, Pantheon-Sorbonne Master In Economics, Université Paris 1 Panthéon-Sorbonne. 48h (in English)
Energy econometrics, Master of Science in Statistics: Risk Management and Financial Engineering Specialization, “Diplôme d’ingénieur – France’s Grandes écoles”, ENSAI. 8h (In French)
Times series modeling, 1st year Bachelor Statistique et Informatique Décisionnelle (STID), Université Paris-Descartes. 54h (In French)