Simon-Pierre Boucher
Ph.D. Candidate in Finance — Université Laval
Researcher in Financial Econometrics, Commodity Markets, High-Frequency Finance, Volatility Modeling, Monetary Policy Announcements, Textual Analysis, and Financialization.
Recent Research
View all →Has Financialization Changed the Impact of Macro Announcements on U.S. Commodity Markets?
with M.-H. Gagnon, G. Power
Modelling Volatility Dynamics Between Commodity ETFs and Their Net Asset Value using BVAR and HAR Models
with M.-H. Gagnon, G. Power
Returns and Volatility Around FOMC Announcements: A High-Frequency Analysis of Policy Tone and Novelty
with M.-H. Gagnon, G. J. Power