/* page.tsx spboucher.ai Web Author: Simon-Pierre Boucher Mail: contact@spboucher.ai */ import type { Metadata } from "next"; import Link from "next/link"; import { ArrowUpRight, BookOpenCheck, ExternalLink, FileText, FlaskConical, Github, GraduationCap, Mic, ScrollText, } from "lucide-react"; import { Badge } from "@/components/ui/badge"; import { Card, CardContent, CardDescription, CardHeader, CardTitle, } from "@/components/ui/card"; import { PillLink } from "@/components/pill-link"; import { Reveal } from "@/components/reveal"; import { SectionHeading } from "@/components/section-heading"; import { thesisChapters, uqoWorkingPapers } from "@/lib/research"; export const metadata: Metadata = { title: "Research", description: "Publications, working papers, and conference presentations by Simon-Pierre Boucher — financial econometrics, commodity markets, monetary policy, and high-frequency finance.", }; const workingPapers = [ { title: "Has Financialization Changed the Impact of Macro Announcements on U.S. Commodity Markets?", venue: "SSRN Working Paper", date: "May 2022", link: "https://ssrn.com/abstract=400929", }, { title: "Modelling Volatility Dynamics Between Commodity ETFs and Their Net Asset Value using BVAR and HAR Models", venue: "Working Paper", date: "January 2023", }, { title: "Returns and Volatility Around FOMC Announcements: A High-Frequency Analysis of Policy Tone and Novelty", venue: "Working Paper", date: "November 2023", }, ]; const presentations = [ { event: "CRREP Research Day", detail: "2022, 2023" }, { event: "Canadian Economics Association — 61st & 62nd Annual Conferences", detail: "2022, 2023", }, { event: "7th Winter Workshop on Commodity Markets", detail: "Mont-Tremblant, 2024", }, ]; export default function ResearchPage() { return (
Three Essays on High-Frequency Return and Volatility Dynamics in Commodities and Financial Futures Markets {" "} — doctoral thesis by articles, Université Laval (188 pages). Co-authors: Marie-Hélène Gagnon & Gabriel J. Power.