- Theoretical Econometrics
- Bayesian Econometrics
- Noncausal Econometrics
- Machine Learning
- Applied Econometrics
- Financial Econometrics
- Energy Economics
I am currently an associate professor in economics at Paris-Dauphine University and a CREST-affiliated member. I am also an Associated researcher in the Climate Economics Chair and in the 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 defended 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 at international conferences, in different fields, including Operations Research, Econometrics, Finance and Energy.
- Associate Professor in Economics at Paris Dauphine University (2022- )
- CREST-ENSAE Affiliated Member (2020- )
- Teaching Fellow for Computer Science in ENSAE Paris (2020-2022 )
- 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
Professor of Econometrics
Adam Smith Business School
University of Glasgow
Head of Graduate Studies
- 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) forthcoming in The Energy Journal. (Link to article)
- Bet on a bubble asset ? An optimal portfolio allocation strategy (2022, draft available)
- Identifying oil supply news shocks and their effects on the global oil market with Zakaria Moussa (2021, submitted) (Link to article)
- Real-time demand in U.S. natural gas price forecasting: the role of temperature data, with Benoît Sévi and Zakaria Moussa (2020, under review) (Link to article)
- The role of expectations in predicting the real prices of oil: a non-causal analysis (2021, draft available)
Work in progress
- Machine learning approach in predicting α-stable noncausal processes with Fréderic Logé (2022)
- Fractional frequency domain minimum distance inference for possibly noninvertible and non causal arma models (2022)
- Who refines oil and why: disentangling investment decision from countries and companies, with Olivier Massol and Quentin Hoareau (2022)
- 7th RCEA Times series workshop, University of Milano-Bicocca.
- 20 eme Journée d’Econométrie, Développements Récents de l’Econométrie Appliquée
- à la Finance, EconomiX, Nanterre, France (Discussion).
- 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, Journal of Banking and Finance
- 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)
Machine learning for 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)