GUILLAUME BAGNAROSA
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Associate Professor
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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)
Year:
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
Year:
2020
Collaborators (4)
Pavel Shevchenko
Macquarie University
Mark Cummins
Professor of Financial Technology
University Of Strathclyde
Michael Dowling
Full Professor of Finance
Dublin City University
Alexandre Gohin
Institut National de Recherche pour l'Agriculture l'Alimentation et l'Environnement
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