GUILLAUME BAGNAROSA

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Associate Professor

Rennes School of Business
Country flagFrance

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About

Guillaume Bagnarosa is an Associate Professor at Rennes School of Business, France. His research focuses on financial markets and risk management, with recent work addressing topics such as speculative pressure dynamics, statistical causal relationships in agricultural commodities, and price transmission within various European markets. He has also explored the interplay between climate and economic models in the context of agricultural insurance products.

Recent Grants

Grant: Close

Price risk management and storage optimisation of grains in agricultural cooperatives.

Open Date: 2020-06-01

Close Date:

Grant: Close

Cross Hedging on futures markets and modelling of dependence structure between seed oil prices.

Open Date: 2019-06-01

Close Date: 2022-06-01

Grant: Close

Multi-frequency modelling of prices mean reverting process for commodity markets

Open Date: 2019-06-01

Close Date: 2022-06-01

Articles (9)

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2025

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2025

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2024

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2023

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2023

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2022

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2022

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2020

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2020

Collaborators (4)

Pavel Shevchenko

Macquarie University

AUSTRALIA
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Mark Cummins

Professor of Financial Technology

University Of Strathclyde

UNITED KINGDOM
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Michael Dowling

Full Professor of Finance

Dublin City University

IRELAND
View details

Alexandre Gohin

Institut National de Recherche pour l'Agriculture l'Alimentation et l'Environnement

FRANCE
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