Gilles DE TRUCHIS

27
Documents

Présentation

Après avoir débuté ma carrière de Maître de Conférences à l’Université Paris Nanterre au sein du laboratoire EconomiX, j’ai intégré en 2021 le Laboratoire d’Économie d’Orléans. Membre de l’équipe Économétrie, je mène des recherches théoriques et appliquées en modélisation des séries temporelles. Sur le volet de l’enseignement je suis co-responsable du Master ESA et j’y enseigne l’économétrie et les statistiques à travers différents cours.


Compétences

Econométrie

Publications

Publications

Assessing volatility persistence in fractional Heston models with self-exciting jumps

Bernard Desgraupes , Elena-Ivona Dumitrescu , Gilles de Truchis
Econometric Reviews, 2025, 44 (3), pp.275-311. ⟨10.1080/07474938.2024.2409475⟩
Article dans une revue hal-04797703 v1
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The European Renewable Energy Sector in Calm and Turmoil Periods: The Key Role of Sovereign Risk

Karine Constant , Marion Davin , Gilles de Truchis , Benjamin Keddad
Energy Journal, 2024, 45 (5), pp.65-89. ⟨10.1177/01956574241240293⟩
Article dans une revue hal-04794038 v1

On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning

Gilles de Truchis , Benjamin Keddad , Cyril Dell'Eva
Journal of International Financial Markets, Institutions and Money, 2017, 48, pp.82-98. ⟨10.1016/j.intfin.2016.12.006⟩
Article dans une revue hal-01635867 v1

On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning

Cyril Dell'Eva , Gilles de Truchis , Benjamin Keddad
Journal of International Financial Markets, Institutions and Money, 2017
Article dans une revue hal-04847446 v1

Long-Run Comovements in East Asian Stock Market Volatility

Gilles de Truchis , Benjamin Keddad
Open Economies Review, 2016, 27, pp.969 - 986
Article dans une revue hal-01549713 v1

Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities

Marcel Aloy , Gilles De Truchis
Computational Economics, 2016, 48 (1), pp.83--104. ⟨10.1007/s10614-015-9531-6⟩
Article dans une revue hal-01447864 v1

On the risk comovements between the crude oil market and U.S. dollar exchange rates

Gilles De Truchis , Benjamin Keddad
Economic Modelling, 2016, Special Issue on Recent Developments in Decision-Making, Monetary Policy and Financial Markets, 52, Part A, pp.206--215. ⟨10.1016/j.econmod.2014.11.014⟩
Article dans une revue hal-01447859 v1

Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems and the Co-persistence Analysis of Stock Market Realized Volatilities

Marcel Aloy , Gilles de Truchis
Computational Economics, 2015
Article dans une revue hal-01410660 v1

On the risk dependence between crude oil market and U.S. dollar exchange rates

Gilles de Truchis , Benjamin Keddad
Economic Modelling, 2014
Article dans une revue hal-01410659 v1

Approximate Whittle analysis of fractional cointegration and the stock market synchronization issue

Gilles De Truchis
Economic Modelling, 2013, 34 (C), pp.98-105. ⟨10.1016/j.econmod.2012.12.011⟩
Article dans une revue hal-01498262 v1

South East Asian monetary integration : new evidences from fractional cointegration of RER

Gilles de Truchis , Benjamin Keddad
Journal of International Financial Markets, Institutions and Money, 2013, 26, pp.394 - 412
Article dans une revue hal-01410657 v1

Southeast Asian monetary integration: New evidences from fractional cointegration of real exchange rates

Gilles De Truchis , Benjamin Keddad
Journal of International Financial Markets, Institutions and Money, 2013, 26 (C), pp.394-412. ⟨10.1016/j.intfin.2013.07.005⟩
Article dans une revue hal-01498261 v1
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Forecasting extreme trajectories using seminorm representations

Gilles de Truchis , Sébastien Fries , Arthur Thomas
2025
Pré-publication, Document de travail hal-05007564 v1
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The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk

Karine Constant , Marion Davin , Gilles de Truchis , Benjamin Keddad
2023
Pré-publication, Document de travail hal-04346858 v1

The European renewable energy sector in calm and turmoil periods: The key role of sovereign risk

Karine Constant , Marion Davin , Gilles de Truchis , Benjamin Keddad
2023
Pré-publication, Document de travail hal-04346813 v1
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Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems

Gilles de Truchis , Florent Dubois , Elena Ivona Dumitrescu
2019
Pré-publication, Document de travail hal-04141882 v1
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Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems

Gilles de Truchis , Elena Ivona Dumitrescu
2019
Pré-publication, Document de travail hal-04141871 v1
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Testing for Extreme Volatility Transmission with Realized Volatility Measures

Christophe Boucher , Gilles de Truchis , Elena Ivona Dumitrescu , Sessi Tokpavi
2017
Pré-publication, Document de travail hal-04141651 v1
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On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates

Gilles de Truchis , Benjamin Keddad
2014
Pré-publication, Document de travail halshs-00999225 v1
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Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets

Gilles de Truchis , Florent Dubois
2014
Pré-publication, Document de travail halshs-01065775 v1
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Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems

Marcel Aloy , Gilles de Truchis
2013
Pré-publication, Document de travail halshs-00879522 v1
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Shift-Volatility Transmission in East Asian Equity Markets

Marcel Aloy , Gilles de Truchis , Gilles Dufrénot , Benjamin Keddad
2013
Pré-publication, Document de travail halshs-00935364 v1
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Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities

Gilles de Truchis , Benjamin Keddad
2013
Pré-publication, Document de travail halshs-00862256 v1
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Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue

Gilles de Truchis
2012
Pré-publication, Document de travail halshs-00793220 v1
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South East Asian Monetary Integration: New Evidences from Fractional Cointegration of Real Exchange Rates

Gilles de Truchis , Benjamin Keddad
2012
Pré-publication, Document de travail halshs-00793503 v1
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Estimation and Testing for Fractional Cointegration

Marcel Aloy , Gilles de Truchis
2012
Pré-publication, Document de travail halshs-00793206 v1