CV - RANNOU Yves

Depuis Sept. 2016 : Professeur assistant en Comptabilité/Finance au Groupe ESC Clermont


FORMATION

2016 : Qualifié aux fonctions de Maître de conférences en sciences de gestion (Section 6)

2011-2015 : Doctorat en sciences de gestion de l’IAE Poitiers sous la direction du Pr. Barneto

“Les marchés financiers européens du carbone : asymétrie d’information, croyances hétérogènes et mécanismes de formation des prix.”

Lauréat du Prix AFFI-EUROFIDAI de la meilleure thèse en finance soutenue en 2015.

2003-2006 :   Master en Management Grande Ecole, Audencia Ecole de Management, Nantes

et Master of Science in Finance Strathclyde University, Glasgow (programme double diplôme)


PUBLICATIONS

2017 (co-écrit avec P. Barneto et N. Ricci-Xella): “Comptabilisation de couverture sous IFRS 9 : apports et application au cas des dérivés carbone”, Revue Management et Avenir, Vol. 92, pp. 173–194. (HCERES B-FNEGE 3).

2017: “Liquidity, information, strategic trading in an electronic order book: new insights from the European carbon markets”, Research in International Business and Finance, Vol. 39, Part B, pp. 779808. (HCERES C-FNEGE 4).

2016 (co-écrit avec P. Barneto): “Futures trading with information asymmetry and OTC predominance: Another look at the volume/ volatility relations in the European carbon markets”, Energy Economics, Vol. 53, pp. 159–174. (HCERES A-CNRS cat. 2).

2011: “Promoting a Greater Financial Stability after 1997 and Subprime Crisis: Exploring the opportunity of a Regional Monetary Unit in East Asia”, Afro Asian Journal of Finance and Accounting, Vol. 2, pp. 210–229.

2010: “Banking Regulation, Behavioral Finance and the financial crisis in Europe: Looking to the Kindleberger-Minsky paradigm”, Journal of Risk Management in Financial Institutions, Vol. 3, pp. 278–295.

2008 : “Measuring investor sentiment to gauge financial risk”, Journal of Risk Management in Financial Institutions, Vol. 4(3), pp. 416–429.


COMMUNICATIONS

2017: “Reporting carbon derivatives under the scope of IFRS principles: A future reality?”, Association Française de Comptabilité (AFC), Congrès annuel, Poitiers .

2017: “ Risk aversion, order placement strategies and price formation in a dynamic limit order book: the perspective of European carbon markets”, AFFI, Congrès annuel, Valence.

2016: “Order placement strategy and price formation in European carbon markets under risk aversion investors’ preferences”, Energy and Commodity Finance Conference 2016, ESSEC Business School,

2016: “Order placement strategy and price formation in European carbon markets under risk aversion investors’ preferences”, 6e FEBS Conference, Université de Malaga.

2014: “A Limit Order Book Analysis of European Carbon Markets”, 3e Symposium International in Computational Economics and Finance, Université d'Evry.

2013: “How do Liquidity Effects and Information Uncertainty affect the Term Structure of Futures Volatilities in European carbon markets?”, 2e Symposium Market Microstructure and Nonlinear Dynamics, Université d’Evry.

2013: “How do OTC markets contribute to a global financial market inefficiency? Evidence from asymmetric information biases in the context of the European carbon derivatives”, 49e Eastern Finance Association Annual Meeting, Floride.

2013: “How do OTC markets contribute to a global financial market inefficiency? Evidence from asymmetric information biases in the context of the European carbon derivatives”, 51e Euro working group on Commodities & Financial modelling Meeting, Londres.

2013: “Influence of Heterogeneous Traders Beliefs and Information Asymmetry in European Carbon Markets: A Limit Order Book Investigation”, Séminaire Finance, Université de Danemark du Sud, Odense.


DIVERS


- Rapporteur pour les revues Applied Economics, Energy Policy, The European Journal of Finance et Finance, Contrôle & Stratégie

- Audition à l’AMF relative au fonctionnement des marchés financiers du carbone européen.





PUBLICATIONS

Liquidity,information,strategic trading in an electronic order book:new insights from the European

2017 - Rannou Y Research in International Business and Finance n°39 - pp 779-808

Comptabilisation de couverture sous IFRS 9:apports et application au cas des dérivés carbone

2017 - Rannou Y,Barneto P,Ricci-Xella N Management et Avenir n°vol 92 - pp 173-194

Futures trading with information asymmetry and OTC predominance: Another look at the volume/ volatility relations in the European carbon markets

2016 - Barneto P,Rannou Y Energy Economics - pp 159-174