Dominique Guégan
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Documents
Identifiants chercheurs
- dominique-guegan
- IdRef : 026905809
- 0000-0003-4214-1429
- ISNI : 0000000029418727
Présentation
Dominique Guégan is currently Emeritus Professor of Mathematics at the [University Paris1 Panthéon – Sorbonne](http://centredeconomiesorbonne.univ-paris1.fr/presentation/emerites/) inside the CNRS Research Laboratory CES (Centre d’Economie de la Sorbonne). Her domains of research are: Financial regulation – Fintech technology (Blockchain, big data, HFT) - non-linear econometrics modelling - Extreme value theory and risk measures in finance - pricing theory in incomplete markets- Deterministic dynamical systems. She belongs to the [LaBex ReFi](http://www.labex-refi.com/publications/working-papers/labex-refi-working-paper-series-2018/) (Financial regulation). She is an associate researcher to [University Ca’Foscari in Venezia](http://www.unive.it/pag/16868/).
She has already supervised 37 PhD in economics and mathematics. She currently supervised 2 thesis. She has already published 11 books in statistics theory, time series and finance, participate for chapters in 30 books , and published more than130 academic papers . She is regularly invited in universities around the world to give seminars or lectures for long stays in Italy (Venezia , Firenze, Padova ), in Danemark (Arrhus), in The Netherlands (Rotterdam), in Belgium (Louvain), in Germany (Berlin ), in Great Britain (London, Warwick), in Russia (HCE Moscou), in Hong Kong University, in China (Shanghai , Beijing, Tianjin), in Manilla, in Japan (Tokyo), in India (Calcutta, New Delhi), in Australia (Sydney, Brisbane, Melbourne), in New Zealand, in Canada (Montreal), in Brazil ( Porto Alegre, Rio) .
She also participates to several international projects supported by French government, or European Commission, or International institutions. These projects focus on the financial regulation, the measures of risks and the decisions of Basel committee in Europe, the Fintech industry, the development of long term risks and the way to take them into account both for bankers, insurance companies and individuals, the importance of systemic risks with the actual financial crisis and the globalization of the markets. These projects link the research and the works of several academic teams inside French universities, European universities, North American Universities, and also enterprises.
She is nominated, since August 2018, Associated Editor in the [Journal ](http://www.frontiersin.org/people/DOMINIQUEGUEGAN/601907/activity)[Frontiers in Artificial Intelligence](http://www.frontiersin.org/people/DOMINIQUEGUEGAN/601907/activity) for the section
Artificial Intelligence in Finance.
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Dynamic factor analysis of carbon allowances prices: From classic Arbitrage pricing Theory to Switching RegimesInternational Journal of Financial Markets and derivative, 2015, A paraître
Article dans une revue
halshs-00646211v1
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Missing trader fraud on the emissions marketJournal of Financial Crime, 2011, 18 (2), pp.25-33
Article dans une revue
halshs-00646205v1
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Pricing alternatives in incomplete markets. An application for carbon allowancesInternational Proceedings of Economics Development and Research, 2011, pp.200-204
Article dans une revue
halshs-00755502v1
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Forecasting Strategies for Carbon Allowances Prices: From Classic Arbitrage Pricing Theory to Switching RegimesInternational Review of Applied Financial Issues and Economics, 2010, 2 (3), pp.576-596
Article dans une revue
halshs-00645890v1
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Assessment of proxy-hedging in jet-fuel marketsIRMBAM 2018, Jul 2018, Nice, France
Communication dans un congrès
halshs-01905479v1
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Pricing alternatives in incomplete markets. An application for Carbon allowances2011 International Conference on Information and Finance (ICIF 2011), Nov 2011, Malaysia
Communication dans un congrès
halshs-00646829v1
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Derivative pricing and hedging on carbon market2009 International Conference on Computer and Development, Feb 2009, Kota Kinabalu, Malaysia
Communication dans un congrès
halshs-00646182v1
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Derivative pricing and hedging on carbon market2009 International Conference on Computer and Development, Kota Kinanalu (Malaysia), pp.130-133, 2009
Chapitre d'ouvrage
halshs-00755510v1
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Is the Bitcoin Rush Over?2018
Autre publication scientifique
halshs-01822992v1
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Dynamic factor analysis of carbon allowances prices: From classic Arbitrage Pricing Theory to Switching Regimes2010
Autre publication scientifique
halshs-00505145v1
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Statistical evidence of tax fraud on the carbon allowances market2010
Autre publication scientifique
halshs-00523458v1
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Missing trader fraud on the emissions market2010
Autre publication scientifique
halshs-00523512v1
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Derivative Pricing and Hedging on Carbon Market2010
Autre publication scientifique
halshs-00461474v1
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Risk Assessment for a Structured Product Specific to the CO2 Emission Permits Market2010
Autre publication scientifique
halshs-00504209v1
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An economic view of carbon allowances market2009
Autre publication scientifique
halshs-00390676v1
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