GUILLAUME BAGNAROSA

Associate Professor, Finance & Accounting Academic Area, RSB Research Affiliate at the INRAe – UMR SMART
10
Documents
Affiliations actuelles
  • Agribusiness - Rennes School of Business (AGR)
  • Structures et Marché Agricoles, Ressources et Territoires (SMART)

Publications

Publications

A Dynamic Stochastic Integrated Climate–Economic Spatiotemporal Model for Agricultural Insurance Products

Suikai Gao , Guillaume Bagnarosa , Gareth Peters , Matthew Ames , Tomoko Matsui

North American Actuarial Journal, 2024, 28 (1), pp.27-56. ⟨10.1080/10920277.2023.2176323⟩

Article dans une revue hal-04506480v1

On the dependence structure of European vegetable oil markets

Romain Menier , Guillaume Bagnarosa , Alexandre Gohin

Applied Economics, 2024, 56 (52), pp.6611-6630. ⟨10.1080/00036846.2023.2275220⟩

Article dans une revue hal-04523660v1

Media influences on corn futures pricing

Xinquan Zhou , Guillaume Bagnarosa , Michael Dowling , Jagadish Dandu

European Review of Agricultural Economics, 2024, 51 (2), pp.399-435. ⟨10.1093/erae/jbae002⟩

Article dans une revue hal-04643077v1

Microstructure and high-frequency price discovery in the soybean complex

Xinquan Zhou , Guillaume Bagnarosa , Alexandre Gohin , Joost M.E. Pennings , Philippe Debie

Journal of Commodity Markets, 2023, 30, pp.100314. ⟨10.1016/j.jcomm.2023.100314⟩

Article dans une revue hal-04059421v1

Price transmission in European fish markets

Suikai Gao , Guillaume Bagnarosa , Michael Dowling , Roman Matkovskyy , Dima Tawil

Applied Economics, 2022, 54 (19), pp.2194-2213. ⟨10.1080/00036846.2021.1985075⟩

Article dans une revue hal-03603013v1

Which risk factors drive oil futures price curves?

Matthew Ames , Guillaume Bagnarosa , Tomoko Matsui , Gareth W. Peters , Pavel V. Shevchenko

Energy Economics, 2020, 87, pp.104676. ⟨10.1016/j.eneco.2020.104676⟩

Article dans une revue hal-02779870v1

Factor‐augmented Bayesian cointegration models: a case‐study on the soybean crush spread

Maciej Marowka , Gareth W. Peters , Nikolas Kantas , Guillaume Bagnarosa

Journal of the Royal Statistical Society: Series C Applied Statistics, 2020, 69 (2), pp.483-500. ⟨10.1111/rssc.12395⟩

Article dans une revue hal-02780193v1
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La diversité des instruments innovants à la disposition des agriculteurs

Guillaume Bagnarosa , Alexandre Gohin

Innovations Agronomiques, 2019, 77, pp.61-74. ⟨10.15454/xeg5-nj41⟩

Article dans une revue hal-02905706v1

Understanding the interplay between covariance forecasting factor models and risk-based portfolio allocations in currency carry trades

Matthew Ames , Guillaume Bagnarosa , Gareth Peters , Pavel Shevchenko

International Journal of Forecasting, 2018, 37 (8), pp.805-831. ⟨10.1002/for.2505⟩

Article dans une revue hal-01953605v1

Do cointegrated commodities bubble together? the case of hog, corn, and soybean

Christos Alexakis , Guillaume Bagnarosa , Michael Dowling

Finance Research Letters, 2017, 23, pp.96-102

Article dans une revue hal-02002169v1