photo_cv
Department
Département
Finance
Diplomas
HDR (Research Supervision Qualification)
Université Paris Ouest Nanterre-La Défense, Nanterre
(2011)
Doctorate in Economic Sciences
Université de Montpellier, Montpellier
(2004)
DEA in Economic Analysis, Modeling and Quantification
Université de Montpellier, Montpellier
(2000)
Licence and Maitrise in Econometrics
Université de Montpellier, Montpellier
(1999)
Experiences
Deputy DirectorResearch Centre for Financial and Risk
Audencia Business School
2010 - 2015
Lecturer in Management Sciences
Université de Paris III Sorbonne Nouvelle, Paris
Since 2005
Temporary Lecturer and Researcher (ATER)
Université de La Réunion
2004 - 2005
emporary Lecturer and Researcher (ATER)
Université de Montpellier I, Montpellier
2003 - 2004
Research Fellow Monitor
Université de Montpellier I, Montpellier
2000 - 2003
Visiting out
2013 - 2013
La Trobe University, : Research Visiting
Publications
Published
CHARLES A., DARNE Olivier, (9999). The accuracy of asymmetric GARCH model estimation.
Économie Internationale / International Economics
CHARLES A., DARNE Olivier, HOARAU Jean-François, (9999). How resilient is La Réunion in terms of international tourism attractiveness: An assessment from unit root tests with structural breaks from 1981-2015.
Applied Economics
CHARLES A., DARNE Olivier, (9999). Volatility estimation for Bitcoin: Replication and robustness.
Économie Internationale / International Economics
CARIOU C., CHARLES A., DARNE O., (2024). "Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays-de-la-Loire".
Journal of Forecasting, 43 (6), 2341-2357
CHARLES A., DARNE O., JAE PAUL KIM J. P., (2022). Stock return predictability: Evaluation based on interval forecasts.
Bulletin of Economic Research, 74 (April 2022), 363-385
CHARLES A., DARNE O., (2022). Backcasting world trade growth using data reduction methods.
World Economy, 45 (10), 23
CHARLES A., DARNE O., (2021). Econometric history of the growth-volatility relationship in the U.S.: 1919-2017.
Cliometrica, 15 (2), 419-442
CHARLES A., CHUA C. L., DARNE O., SUARDI S., (2021). Oil Price Shocks, Real Economic Activity and Uncertainty.
Bulletin of Economic Research, 73 (3), 364-392
CHARLES A., CHUA C. L., DARNE O., SUARDI S., (2020). On the Pernicious Effects of Oil Price Uncertainty on U.S. Real Economic Activities.
Empirical Economics, 59 (6), 2689-2715
CHARLES A., DARNE O., (2020). Nowcasting GDP growth using data reduction methods: Evidence for the French economy.
Economics Bulletin, 40 (3), 2431-2439
CHARLES A., DARNE Olivier, HOARAU Jean-François, (2019). How resilient is La Réunion in terms of international tourism attractiveness:.
Applied Economics, 51 (24), 2639-2653
CHARLES A., DARNE Olivier, (2019). The accuracy of asymmetric GARCH model estimation.
Économie Internationale / International Economics, 157, 179-202
CHARLES A., DARNE Olivier, (2019). Volatility estimation for Bitcoin: Replication and robustness.
Économie Internationale / International Economics, 157, 23-32
CHARLES A., DARNE Olivier, (2019). Volatility estimation for cryptocurrencies: Further evidence with jumps and structural breaks.
Economics Bulletin, 39 (2), 954-968
CHARLES Amélie, DARNE Olivier, TRIPIER Fabien, (2018). Uncertainty and the Macroeconomy: Evidence from a composite uncertainty indicator.
Applied Economics, 50 (10), 1093-1107
CHARLES A., DARNE Olivier, FERRARA Laurent, (2018). Does the Great Recession imply the end of the Great Moderation? International evidence.
Economic Inquiry, 56 (2), 745-760
CHARLES A., DANG Rey, REDOR E., (2018). Board Gender Diversity and Firm Financial Performance: A Quantile Regression Analysis.
Advances in Financial Economics, 20, 15-55
CHARLES Amélie, DARNE Olivier, KIM Jae, (2017). International Stock Return Predictability: Evidence from New Statistical Tests.
International Review of Financial Analysis, 54, 97-113
CHARLES Amélie, DARNE Olivier, (2017). Forecasting crude-oil market volatility: Further evidence with jumps.
Energy Economics, 67, 508-519
CHARLES Amélie, DARNE Olivier, KIM Jae, (2017). Adaptive Markets Hypothesis for Islamic Stock Indices: Evidence from Dow Jones Size and Sector-indices.
Économie Internationale / International Economics, 151, 100-112
CHARLES Amélie, DARNE Olivier, (2016). Stock market reactions of FIFA World Cup announcements: an event study.
Economics Bulletin, 36 (4), 2028-2036
CHARLES Amélie, REDOR Etienne, DARNE Olivier, KIM Jae, (2016). Stock Exchange Mergers and Market Efficiency.
Applied Economics, 48 (7), 576-589
CHARLES Amélie, DARNE Olivier, KIM Jae, (2015). Will Precious Metals Shine? A Market Efficiency Perspective.
International Review of Financial Analysis, 41, 284–291
CHARLES Amélie, REDOR Etienne, ZOPOUNIDIS Constantin, (2015). The determinants of the existence of a critical mass of women on boards: A discriminant analysis.
Economics Bulletin, 35 (3), 1809-1819
CHARLES Amélie, DARNE Olivier, POP Adrian, (2015). Risk and Ethical Investment: Empirical Evidence from Dow Jones Islamic Indexes.
Research in International Business and Finance, 35, 33-56
CHARLES Amélie, DARNE Olivier, (2015). La volatilité du Dow Jones : les leçons de l’histoire à travers l’étude des chocs (1928-2013).
Revue d'Economie Financière, (118), 243-247
CHARLES Amélie, DARNE Olivier, TRIPIER Fabien, (2015). Are Unit Root Tests Useful in the Debate over the (Non)Stationarity of Hours Worked?.
Macroeconomic Dynamics, 19 (1), 167-188
CHARLES Amélie, DARNE Olivier, (2015). Are the Islamic indexes size or sector oriented? evidence from Dow Jones Islamic indexes.
Economics Bulletin, 35 (3), 1897-2006
CHARLES Amélie, DARNE Olivier, DIEBOLT Claude, FERRARA L., (2015). A new monthly chronology of the US industrial cycles in the prewar economy.
Journal of Financial Stability, 17, 3-9
CHARLES Amélie, REDOR Etienne, (2014). Women are from Venus, Men are from Mars: But do the financial markets know it?.
Economics Bulletin, 34 (1), 589-604
CHARLES Amélie, DARNE Olivier, (2014). Volatility Persistence in Crude Oil Markets.
Energy Policy, 65, 729-742
CHARLES Amélie, DARNE Olivier, (2014). Large shocks in the volatility of the Dow Jones Industrial Average index: 1928-2013.
Journal of Banking and Finance, 43, 188-199
DARNE Olivier, CHARLES Amélie, DIEBOLT Claude, (2014). A revision of the US business-cycles chronology 1790-1928.
Economics Bulletin, 34 (1), 234-244
CHARLES Amélie, DARNE Olivier, FOUILLOUX Jessica, (2013). Market Efficiency in the European Carbon Markets.
Energy Policy, 60, 785-792
CHARLES Amélie, DARNE Olivier, (2012). Trends and random walks in macroeconomic time series: A reappraisal.
Journal of Macroeconomics, 34 (1), 167-180
CHARLES Amélie, DARNE Olivier, KIM Jae, (2012). Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.
Journal of International Money and Finance, 31 (6), 1607-1626
CHARLES Amélie, DARNE Olivier, HOARAU Jean-François, (2012). Convergence of real per capita GDP within COMESA countries: A panel unit root evidence.
Annals of Regional Science, 49 (1), 53-71
CHARLES Amélie, DARNE Olivier, (2012). A note of the uncertain trend in US real GNP: Evidence from robust unit root tests.
Economics Bulletin, 32 (3), 2399-2406
CHARLES Amélie, DARNE Olivier, FOUILLOUX Jessica, (2011). Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II.
Economic Modelling, 28 (1-2), 27-35
CHARLES Amélie, DARNE Olivier, KIM Jae, (2011). Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis.
Economics Letters, 110 (2), 151-154
CHARLES Amélie, DARNE Olivier, (2011). Large shocks in U.S. macroeconomic time series: 1860–1988.
Cliometrica, 5, 79-100
CHARLES Amélie, (2010). The day-of-the week effects on the volatility: The role of the asymmetry.
European Journal of Operational Research, 202 (1), 143-152
CHARLES Amélie, DARNE Olivier, (2009). Variance ratio tests of random walk: An overview.
Journal of Economic Surveys, 23 (3), 503-527
CHARLES Amélie, DARNE Olivier, (2009). The random walk hypothesis for Chinese stock markets: Evidence from variance ratio tests.
Economic Systems, 33 (2), 117-126
CHARLES Amélie, DARNE Olivier, (2009). The efficiency of the crude oil markets: Evidence from variance ratio tests.
Energy Policy, 37 (11), 4267-4272
CHARLES Amélie, DARNE Olivier, (2009). Testing for random walk behavior in euro exchange rates.
Économie Internationale / International Economics, (119), 25-45
CHARLES Amélie, DARNE Olivier, (2008). The impact of outliers on transitory and permanent components in macroeconomic time series.
Economics Bulletin, 3 (60), 1-9
CHARLES Amélie, (2008). Forecasting volatility with outliers in GARCH models.
Journal of Forecasting, 27 (7), 551-565
CHARLES A., DARNE O., FERRARA L., (2020). Méthodes de prévision en Finance.
Economica
CHARLES Amélie, MAURICE Stéphanie, REDOR Etienne, (2015). Le financement des entreprises : questions de cours, QCM et exercices corrigés.
Economica
CHARLES Amélie, MAURICE Stéphanie, REDOR Etienne, (2014). Le financement des entreprises.
Economica
CHARLES Amélie, REDOR Etienne, (2010). Le financement des entreprises : questions de cours, QCM et exercices corrigés.
Economica
CHARLES Amélie, REDOR Etienne, (2009). Le financement des entreprises.
Economica
CHARLES, A., DARNE, O., FERRARA, L. (2020). Prévision par des modèles GARCH asymétriques. Méthodes de prévision en finance. Economica.
CHARLES A., DARNE O., (2021). Sparse random forests and dimension reduction.
CHARLES Amélie, DARNE Olivier, FOUILLOUX Jessica, (2017). The impact of screening strategies on the performance of ESG indices.
HOARAU Jean-François, CHARLES Amélie, DARNE Olivier, (2017). La capacité de résilience de la destination Réunion en matière de développement touristique : une application des tests de racine unitaire avec ruptures sur la période 1989-2016.
CHARLES Amélie, DARNE Olivier, KIM Jae, (2016). Stock Return Predictability: International Evidence from New Statistical Tests.
CHARLES Amélie, DARNE Olivier, FOUILLOUX Jessica, (2016). ESG Indices Financial Risk: Performance measures based on Value-at-Risk approach.
CHARLES Amélie, (2016). Board Gender Diversity and Firm Financial Performance: A Quantile Regression Analysis.
CHARLES Amélie, (2016). Board Gender Diversity and Firm Financial Performance: A Quantile Regression Analysis.
CHARLES Amélie, DARNE Olivier, KIM Jae, (2015). Stock Return Predictability: International Evidence from New Statistical Tests.
CHARLES Amélie, DARNE Olivier, KIM Jae, (2015). Stock Return Predictability: International Evidence from New Statistical Tests.
CHARLES Amélie, DARNE Olivier, KIM Jae, (2015). International Stock Returns Predictability: Evidence from new statistical tests.
CHARLES Amélie, DARNE Olivier, FOUILLOUX Jessica, (2015). ESG Indices Financial Risk: Performance measures based on Value-at-Risk approach.
CHARLES Amélie, DARNE Olivier, FOUILLOUX Jessica, (2015). ESG Indices Financial Risk: Performance measures based on Value-at-Risk approach.
CHARLES Amélie, REDOR Etienne, (2013). Women Come from Venus, Men from Mars: Do the Financial Markets Know it?.
CHARLES Amélie, DARNE Olivier, FOUILLOUX Jessica, (2013). Market Efficiency in the European carbon markets.
CHARLES Amélie, DARNE Olivier, DIEBOLT Claude, FERRARA L., (2013). A new monthly chronology of the US industrial cycles in the prewar economy.
CHARLES Amélie, DARNE Olivier, KIM Jae, (2012). Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates.
CHARLES Amélie, DARNE Olivier, FOUILLOUX Jessica, (2011). Testing the speculative efficiency hypothesis on CO2 emission allowance prices: Evidence from Bluenext.
CHARLES Amélie, DARNE Olivier, POP Adrian, (2011). Is the Islamic Finance Model More Resilient than the Conventional Model.
CHARLES Amélie, DARNE Olivier, POP Adrian, (2011). Is the Islamic Finance Model More Resilient than the Conventional Model.
CHARLES Amélie, DARNE Olivier, POP Adrian, (2011). Is the Islamic Finance Model More Resilient than the Conventional Model.
CHARLES Amélie, DARNE Olivier, POP Adrian, (2011). Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes.
CHARLES Amélie, (2011). Is the Islamic Finance Model More Resilient than the Conventional Finance Model? Evidence from sudden changes in the volatility of Dow Jones indexes.
CHARLES Amélie, DARNE Olivier, TRIPIER Fabien, (2011). Are Unit Root Tests Useful in the Debate over the (Non) Stationarity of Hours Worked?.
CHARLES Amélie, DARNÉ Olivier, FOUILLOUX Jessica, (2010). Testing the Martingale Difference Hypothesis in the EU ETS Markets for the CO2 Emission Allowances: Evidence from Phase I and Phase II.
CHARLES Amélie, DARNE Olivier, HOARAU Jean-François, JEAN-PIERRE Philippe, (2010). La persistance des écarts de richesse entre La Réunion et les standards français et européens : l'apport des tests de racine unitaire.
CHARLES Amélie, DARNE Olivier, POP Adrian, (2010). Is the Islamic finance the right medecine to the global financial crisis?.
CHARLES Amélie, DARNE Olivier, HOARAU Jean-François, (2010). Does the real GDP per capita convergence hold in the Common Market for Eastern and Southern Africa?.
CHARLES Amélie, DARNE Olivier, FOUILLOUX Jessica, (2009). The efficiency of the European carbon market: evidence from phase I and phase II on BlueNext.
CHARLES A., MAURICE S., (2025). EDF : Emprunt obligataire vert.
CCMP
Scientific activities
Reviewer for an academic journal
Journal of Forecasting
2023
Journal of Money, Credit and Banking
2022
Cliometrica
2022
Energy Policy
2022
International Economics
2021
Applied Economics
2021
Financial Research Letters
2021
Energy Economics
Applied Economics Letters
Member of the scientific board of an academic association
PANORisk, Conférence de clôture
2021
Financial Engineering and Banking Society
2019
Conférence Panorisk "Risk, Markets, and the Real Economy "Conférence Panorisk "Risk, Markets, and the Real Economy "
2018
PANORisk Conférence "Measurement, Valuation & Modeling of Finance Risks" - 2019 - Nantes
2017
PANORisk Ecole d'été "Modélisation des Nouveaux Risques en Finance et en Assurance"
2017
Awards and honors
PANORisk, Financement régional, 2015
Doctoral supervision
Wafa Wafta : Les modèles de prédictabilité des rentabilités.
(2021) Jean-Baptiste Bonnier : Modélisation des risques des matières premières.
(2021) O. CAILLE OLESSIA : Quatre essais en Finance.
(2018) Manh Ha N'GUYEN : L’analyse fondamentale et la prévisibilité de rentabilités boursières sur le marché Vietnamien.