Curriculum Vitae

Academic Appointments 

• Senior member of the Institut Universitaire de France (IUF), 2022-2027.

• Professor of Economics, Université d’Orléans, since 2002.

• Member of the scientific committee of the ACPR, since 2018.

• Short Term Consultant, World Bank, 2004, 2005 et 2011.

• Associate professor (maître de conférences), Université Paris Dauphine, Sept. 2000 – Sept. 2002.

• Associate researcher at CEPREMAP, Sept. 2000 – Sept. 2002.

• Doctoral Fellow at EUREQuA, University of Paris I, Pantheon-Sorbonne, 1996 – 1999.

Education

• French national exam for full professorship (Agrégation de l’enseignement supérieur en sciences économiques), 2002.

• PhD Thesis Paris I Panthéon Sorbonne; ‘’The productive contribution of public infrastructure: positive and normative analysis", supervised by Pr. Pierre-Yves Hénin, 1996-1999.

• Magistère d'économie and MA in Econometrics, University Paris I Panthéon-Sorbonne, 1995-1996.

Awards 

• Senior member of the Institut Universitaire de France (IUF), 2022-2027.

• Academic Fellow Institut Louis Bachelier 2021.

• Award of the French Association of Finance (AFFI) for the best conference paper 2017 in Financial and Banking Regulation.

• Award of the French Association of Finance (AFFI) for the best paper published in the review Finance in 2008.

• PhD thesis prize 2001 in economics Gaëtan Pirou (Chancellerie des Universités de Paris).

Administrative responsibilities

• Head of the Master Program in Econometrics and Applied Statistics (master ESA), University of Orléans, since 2021.

• Director of the Laboratoire d’Économie d’Orléans, since 2016.

• Co-director of the Laboratoire d’Économie d’Orléans, 2014-2016.

• Head of the Econometrics research team of the Laboratoire d’Économie d’Orléans, 2004-2016.

• Co-Director of the Master Program in Econometrics and Applied Statistics (master ESA), University of Orléans, since 2004.

• Director of the Research Program of the three Masters in Economics, University of Orléans, since 2004.

• Head of the Institut d’Économie d’Orléans (Department of Economics), 2008 - 2012.

• Director of the Bachelor Program in Economics and Management, 2008 - 2012.

• Elected member of the CEVU of University of Orléans, 2008 - 2012.

• Member of the Council of the Faculty of Economics and Management, University of Orléans, 2006-2010.

Referee reports

Reviewer Merit Publons : Annales d’Economie et de Statistiques, Applied Economics, Compte Rendus de l’Académie des Sciences, Contemporary Economic Policy, Economie Internationale, Economie et Prévision, Economic Issues, Economics Bulletin, Economic Letters, Economic Modelling, Economic Systems, Emerging Markets Review, Emerging Markets Finance and Trade, Empirical Economics, Energy Economics, Finance, Journal of Development, Journal of Economics, Journal of Financial Econometrics, Journal of Empirical Finance, Oxford Bulletin of Economic and Statistics, Revue Economique, Revue d’Economie Politique, Revue d’Economie Industrielle, Review of Income and Wealth, Journal of Economic Behavior and Organization, Management Science, World Bank Economic Review, Journal of Econometrics.

PhD Students

1. Sébastien Saurin (2021-): "Equité algorithmique en Finance". Co-supervisor: Christophe Pérignon (HEC). 

2. Ophélie Couperier (2017-2022): “Three essays in financial econometrics“. Co-supervisor: Christian Francq (CREST) and Jean-Michel Zakoian (CREST). Current position : ATER University Paris Dauphine. 

3. Olessia Caillé (2016-2021): “ Risk-based investment strategies“. Co-supervisor: Daria Onori (University of Orléans). Current position: assistant professor at ISC Paris. 

4. Jérémy Leymarie (2015-2019): “Three essays in financial econometrics“. Co-supervisors: Alain Hecq (Maastricht University) and Denisa Banulescu (University of Orléans). Past position: post-doc University of Vienna. Current position: associate professor EDHEC. Best Paper PhD prize, German Association of Finance 2019 and AFFI (French Association of Finance) Thesis Prize 2020 (market finance). 

5. Michael Richard (2015-2019): “Évaluation et validation de prévisions en loi“. Thèse CIFRE EDF R&D Osiris. Co-supervisor: Jérôme Collet (EDF R&D Osiris). Current position: Ingénieur de recherche, Data Scientist, Institut Curie, INSERM.

6. Denisa Banulescu (2011-2014) : “Three essays in financial econometrics“. Co-supervisor: Bertrand Candelon (Maastricht University). Max Weber Fellowship (2014-2015) at the European University Institute (EUI, Florence). Monetary, Financial and Banking Thesis Prize 2015 of the Banque de France Foundation. Young researcher prize 2016 of the Autorité des Marchés Financiers (AMF). Current position: associate professor Université of Orléans.

7. Sylvain Benoit (2010-2014). "Three essays on systemic risk “. Co-supervisor: Christophe Pérignon (HEC, Paris). Current position: associate professor at University Paris Dauphine. SAB thesis Prize 2015 of sustainable finance.

8. Elena Dumitrescu (2009-2011). “Early warning systems“. Co-supervisor: Bertrand Candelon (Maastricht University). Max Weber Fellowship (2011-2012) at the European University Institute (EUI, Florence). Positions: associate professor at University Paris Ouest Nanterre, then Professor at University Paris-Panthéon-Assas.

9. Jaouad Madkour (2008-2012). “Modèles non-linéaires et prévisions“. Co-supervisor: Gilbert Colletaz (University of Orléans). Current position: Maître assistant à l’Université Abdelmalek Essâadi, Tanger.

10. Sessi Tokpavi (2005-2008). “Essais sur la Value-at-Risk : mesures de risque intra-journalières et tests de validation“. Co-supervisor: Gilbert Colletaz (LUniversity of Orléans). Award of the French Association of Finance (AFFI) for the best paper published in the review Finance in 2008. Past positions: associate professor at University Paris Ouest Nanterre (2009-2016), professor at University of Orléans (since 2016).

11. Julien Fouquau (2004-2008). “Modèles à changements de régimes et données de panel : de la non-linéarité à l’hétérogénéité“. Co-supervisor: Mélika Ben Salem (University Paris Est). Past position : Associate Professor at Neoma BS, Current position: Professor at ESCP Europe.

Organisation of conferences and workshops

• Co-head of the local organization committee of the 68th annual meeting of AFSE (Association Française de Science Economique), Orléans (June 17-19, 2019). 

• Head of the local organization committee of the 7th French Econometric Conference (Orléans, December 3-4, 2015)

• Member of the scientific commitee of the AFSE annual meeting (2009, 2010, 2012, 2017, 2018).

• Member of the scientific commitee of the ADRES Doctoriales 2014.

• Member of the scientific commitee of the annual INFER conference (Orléans, 2013).

• Head of the local organization committee of the ANR Econom&Risk – MIFN workshop (Orléans, 21-22 October, 2011).

Patent Application

• System and a Method for Sharing Computing Resources Associated to Scientific Publications, G. Colletaz, C. Hurlin, C. Perignon, Y. Stroppa - US Patent App. 13/297,730, 2013 (pdf file)