Research
Research interests
GDP nowcasting, business cycle analysis, non-linear econometrics.
Energy and environmental economics, green sentiment, textual analysis.
Publications in refereed journals (in English)
- Bessec M., Fouquau J. (2024). A green wave in media, a change of tack in stock markets, Oxford Bulletin of Economics and Statistics [wp, slides, data]
- Bessec M., Fouquau J. (2022). Green Sentiment in Financial Markets: A Global Warning. Annals of Economics and Statistics, vol. 148, 29-64. [wp, slides]
- Bessec M. (2019). Revisiting the transitional dynamics of business-cycle phases with mixed-frequency data, Econometric Reviews, vol. 38(7), 711-32. [wp, slides]
- Corbier D., Gonand F., Bessec M. (2018). Impacts of decentralised power generation on distribution networks: a statistical typology of European countries, Environmental Modeling & Assessment, vol. 23(5), 471–495 [matlab codes].
- Bessec M., Fouquau J. (2018). Short-run electricity load forecasting with combinations of stationary wavelet transforms, European Journal of Operational Research, vol. 264(1), 149-64 [matlab codes].
- Bessec M., Fouquau J., Méritet S. (2016). Forecasting electricity spot prices using time-series models with a double temporal segmentation, Applied Economics, vol. 48(5), 361-78. [wp, Matlab codes]
- Bessec M., Bouabdallah O. (2015). Forecasting GDP over the business cycle in a multi-frequency and data-rich environment, Oxford Bulletin of Economics and Statistics, vol. 77(3), 360-84. [wp, Matlab codes]
- Bessec M., Doz C. (2014). Short-term forecasting of French GDP growth using dynamic factor models, OECD Journal: Journal of Business Cycle Measurement and Analysis, vol. 2, 1-40.
- Bessec M. (2013). Short-term forecasts of French GDP: A dynamic factor model with targeted predictors, Journal of Forecasting, vol. 32(6), 500-511. [wp, slides, matlab codes]
- Bessec M., Fouquau J. (2008). The non-linear link between electricity consumption and temperature in Europe: a threshold panel approach, Energy Economics, 30(5), 2705-21. [wp]
- Bessec M., Bouabdallah O. (2005). What causes the forecasting failure of MS models? A Monte Carlo Study, Studies in Nonlinear Dynamics and Econometrics, 9(2). [wp, Gauss codes]
- Bessec M. (2003). Mean-reversion versus adjustment to PPP: the two regimes of exchange rate dynamics under the EMS, 1979-1998, Economic Modelling, 20(1), 141-64. [Gauss codes]
Publications in refereed journals (in French)
- Benhami K., Bessec M., Gilquin G. (2017). Les tensions sur le marché du crédit de trésorerie en France dans une perspective historique, Economie et Prévision, 210, 69-94 [Gauss codes].
- Bessec M., Doz C. (2012). Prévision de court terme de la croissance du PIB français à l'aide de modèles à facteurs dynamiques, Economie et Prévision, 199, 1-30. [wp]
- Bec F., Ben Salem M., Bessec M. (2012). Le rôle des stocks en sortie de crise : Une étude empirique sur données d'enquête, Revue d'Economie Politique, vol. 122(6), 811-822.
- Bessec M. (2010). Etalonnages du taux de croissance du PIB français sur la base des enquêtes de conjoncture, Economie et Prévision, 193, 77-99. [Scilab codes]
- Bessec M. (2005). Les économistes sont-ils chartistes ou fondamentalistes ? Une enquête auprès de 80 chercheurs français, Economie et Prévision, 169-170-171, 239-49.
- d'Albis H., Augeraud-Véron E., Bessec M. (2004). Démographie et fluctuations économiques, Revue Economique, 55(3), 429-38. [Gauss codes]
- Bessec M., Robineau F-M. (2003). Comportements chartistes et fondamentalistes : coexistence ou domination alternative sur le marché des changes ?, Revue Economique, 54(6), 1213-38. [Gauss codes]
Chapter in book
The Causality Link between Energy Prices, Technology and Energy Intensity, with Sophie Méritet, in The Econometrics of Energy Systems, Palgrave Macmillan, 2007.