Papers
Subgraphs and Motifs in a Dynamic Airline Network
submitted (this version October 2020) (with Marius Agasse-Duval) arxiv:1807.02585
Counting Five-Node Subgraphs
revise-and-resubmit (this version September 2020) arxiv:2009.11318
Cliques and a New Measure of Clustering: with Application to U.S. Domestic Airlines
Physica A, 560, 125158 (working paper version August 2020) (with Yll Mehmeti) arxiv:1806.05866
Practical Stochastic Modelling of Electricity Prices
Journal of Energy Markets, 6(1), 3-31 (Spring 2013) (with Michel Culot, Valérie Goffin, Seb de Menten & Yves Smeers)
Python for Unified Research in Econometrics and Statistics
Econometric Reviews, 31(5), 558-591 (March 2012) (with Roseline Bilina)
The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators
Journal of Econometrics, 148(2), 124-130 (February 2009) (with Michalis Stamatogiannis)
Symmetry-Based Inference in an Instrumental Variable Setting
Journal of Econometrics, 142(1), 28-49 (January 2008) (with Paul Bekker)
Risk Premia in Electricity Forward Prices
Studies in Nonlinear Dynamics and Econometrics, 10(3) (2006) (with Pavel Diko & Valérie Limpens)
Finite-Sample Quantiles of the Jarque-Bera Test
Applied Economics Letters, 12(6), 351-354 (2005)
Optimal Asymmetric Kernels
Economics Letters, 83(1), 61-68 (April 2004) (with Karim Abadir)
Older Manuscripts
Volatility of Electricity Day-Ahead Prices: Evidence from the French Powernext Exchange
(March 2005) (with Spyridon Liarmakopoulos)
A Hypergeometric Test for Omitted Nonlinearity
(April 2003)
Coauthors (15)