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

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Forecasting extreme trajectories using seminorm representations

Gilles de Truchis , Sébastien Fries , Arthur Thomas

2025

Pré-publication, Document de travail hal-05007564v1
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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-04346858v1

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-04346813v1
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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-04141882v1
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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-04141871v1
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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-04141651v1
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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-00999225v1
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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-01065775v1
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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-00862256v1
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Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems

Marcel Aloy , Gilles de Truchis

2013

Pré-publication, Document de travail halshs-00879522v1
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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-00935364v1
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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-00793220v1
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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-00793503v1
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Estimation and Testing for Fractional Cointegration

Marcel Aloy , Gilles de Truchis

2012

Pré-publication, Document de travail halshs-00793206v1

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

Gilles de Truchis , Bernard Desgraupes , Elena-Ivona Dumitrescu

Econometric Reviews, 2025, 44 (3), pp.275-311. ⟨10.1080/07474938.2024.2409475⟩

Article dans une revue hal-04797703v1
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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-04794038v1

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-04847446v1

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 istex hal-01635867v1

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-01447864v1

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-01549713v1

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-01447859v1

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-01410660v1

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-01410659v1

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-01410657v1

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-01498262v1

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-01498261v1