LEDa
Bessec Marie
Associate Professor
Biography
Marie Bessec is a Senior Lecturer in Economics at the University Paris Dauphine, where she mainly teaches time series econometrics. She is a member of the Centre de Géopolitique de l'Energie et des Matières Premières (CGEMP) and the Laboratoire d'Economie de Dauphine (LEDa). Marie Bessec obtained her PhD in Economics from the University Paris Panthéon Sorbonne in 2002. Her most recent research work focuses on non-linear econometrics and forecasting.
Publications
Articles
Bessec M., Fouquau J. (2024), A Green Wave in Media: A Change of Tack in Stock Markets, Oxford Bulletin of Economics and Statistics, vol. 86, n°5, p. 1026-1057
Bessec M., Fouquau J. (2022), Green Sentiment in Financial Markets: A Global Warning, Annals of Economics and Statistics, vol. 148, n°Décembre 2022, p. 29-64 
Bessec M. (2019), Revisiting the transitional dynamics of business-cycle phases with mixed-frequency data, Econometric Reviews, vol. 38, n°7, p. 711-32
Bessec M., Fouquau J. (2018), Short-run electricity load forecasting with combinations of stationary wavelet transforms, European Journal of Operational Research, vol. 264, n°1, p. 149-64
Corbier D., Gonand F., Bessec M. (2018), Impacts of decentralised power generation on distribution networks: a statistical typology of European countries, Environmental Modeling and Assessment, vol. 23, n°5, p. 471–495
Benhami K., Bessec M., Gilquin G. (2017), Les tensions sur le marché du crédit de trésorerie en France dans une perspective historique, Economie et prévision, vol. 210, p. 69-94
Bessec M., Fouquau J., Méritet S. (2016), Forecasting electricity spot prices using time-series models with a double temporal segmentation, Applied Economics, vol. 48, n°5, p. 361-378
Bessec M., Bouabdallah O. (2015), Forecasting GDP over the business cycle in a multi-frequency and data-rich environment, Oxford Bulletin of Economics and Statistics, vol. 77, n°3, p. 360-384
Geoffron P., Bessec M. (2015), Introduction to the special issue on ‘Energy prices', Economics and Policy of Energy and the Environment, n°2, p. 15-16
Bessec M., Doz C. (2014), Short-term forecasting of French GDP growth using dynamic factor models, Journal of Business Cycle Measurement and Analysis, vol. 2013, n°2, p. 11-50
Bessec M. (2013), Short-term forecasts of French GDP: A dynamic factor model with targeted predictors, Journal of Forecasting, vol. 32, n°6, p. 500-511
Bec F., Bessec M. (2013), Inventory Investment Dynamics and Recoveries: A Comparison of Manufacturing and Retail Trade Sectors, Economics Bulletin, vol. 33, n°3, p. 2209-2222
Bessec M., Desbonnet A., Kankanamge S., Weitzenblum T. (2012), Sur les interactions entre politiques de dette publique et de transfert, Revue d'économie politique, vol. 122, n°6, p. 903
Doz C., Bessec M. (2012), Prévision de court terme de la croissance du PIB français à l’aide de modèles à facteurs dynamiques, Economie et prévision, vol. 1, n°199, p. 1-30
Bec F., Ben Salem M., Bessec M. (2012), Le rôle des stocks en sortie de crise : Une étude empirique sur données d’enquête, Revue d'économie politique, vol. 122, n°6, p. 811-822
Bessec M. (2010), Etalonnages du taux de croissance du PIB français sur la base des enquêtes de conjoncture, Economie et prévision, vol. 2, n°193, p. 77-99
Bessec M., Fouquau J. (2008), The Non-Linear Link between Electricity Consumption and Temperature in Europe : A Threshold Panel Approach, Energy Economics, vol. 30, n°5, p. 2705-2721
Bessec M., Bouabdallah O. (2005), What causes the forecasting failure of Markov-switching models ? A Monte Carlo study, Studies in Nonlinear Dynamics & Econometrics, vol. 9, n°2, p. article 6
Bessec M. (2005), Les économistes sont-ils chartistes ou fondamentalistes ? Une enquête auprès de 80 chercheurs français, Economie et prévision, n°169-171, p. 239-249
Bessec M., Augeraud-Veron E. (2004), Démographie et fluctuations économiques, Revue économique, vol. 55, n°3, p. 429-437
Bessec M., Robineau F-M. (2003), Comportements chartistes et fondamentalistes : Coexistence ou domination alternative sur le marché des changes ?, Revue économique, vol. 54, n°6, p. 1213-38
Bessec M. (2003), Mean-reversion vs. adjustment to PPP: the two regimes of exchange rate dynamics under the EMS, 1979–1998, Economic Modelling, vol. 20, n°1, p. 141–164
Chapitres d'ouvrage
Bessec M., Méritet S. (2007), The causality link between energy prices, technology and energy intensity, in Keppler, Jan Horst, The econometrics of energy systems, Basingstoke, England: Palgrave Macmillan, p. 266
Communications avec actes
Bessec M. (2015), Revisiting the transitional dynamics of business-cycle phases with mixed frequency data, in , AFSE 2015 64th Congress, Rennes, 34 p.
Communications sans actes
Méritet S., Bessec M., Fouquau J. (2014), Forecasting electricity spot prices using time-series models with a double temporal segmentation, 2nd International Symposium on Energy and Finance Issues - (ISEFI-2014), Paris, France