Gilles DE TRUCHIS

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.

Publications

Pré-publication, Document de travail (14)

Forecasting extreme trajectories using seminorm representations Gilles de Truchis,Sébastien Fries,Arthur Thomas 2025 Pré-publication, Document de travail hal-05007564v1
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
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
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
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
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
Unbalanced Fractional Cointegration and the No-Arbitrage Condition on Commodity Markets Gilles de Truchis,Florent Dubois 2014 Pré-publication, Document de travail halshs-01065775v1
Optimal Estimation Strategies for Bivariate Fractional Cointegration Systems Marcel Aloy,Gilles de Truchis 2013 Pré-publication, Document de travail halshs-00879522v1
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
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities Gilles de Truchis,Benjamin Keddad 2013 Pré-publication, Document de travail halshs-00862256v1
Approximate Whittle Analysis of Fractional Cointegration and the Stock Market Synchronization Issue Gilles de Truchis 2012 Pré-publication, Document de travail halshs-00793220v1
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
Estimation and Testing for Fractional Cointegration Marcel Aloy,Gilles de Truchis 2012 Pré-publication, Document de travail halshs-00793206v1

Article dans une revue (12)

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
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

Chapitre d'ouvrage (1)

Shift-volatility transmission in East Asian equity markets: new indicators Marcel Aloy,Gilles de Truchis,Gilles Dufrénot,Benjamin Keddad Market Microstructure and Nonlinear Dynamics, Springer, 2014, 978-3-319-05211-3. ⟨10.1007/978-3-319-05212-0_10⟩ Chapitre d'ouvrage hal-01410782v1