spb/spboucher.ai Public
spboucher.ai — personal website of Simon-Pierre Boucher.
TypeScript 93.9%
HTML 5.2%
CSS 0.8%
1/*2 page.tsx3 spboucher.ai Web4 Author: Simon-Pierre Boucher5 Mail: contact@spboucher.ai6*/78import type { Metadata } from "next";9import Link from "next/link";10import {11 ArrowUpRight,12 BookOpenCheck,13 ExternalLink,14 FileText,15 FlaskConical,16 Github,17 GraduationCap,18 Mic,19 ScrollText,20} from "lucide-react";2122import { Badge } from "@/components/ui/badge";23import {24 Card,25 CardContent,26 CardDescription,27 CardHeader,28 CardTitle,29} from "@/components/ui/card";30import { PillLink } from "@/components/pill-link";31import { Reveal } from "@/components/reveal";32import { SectionHeading } from "@/components/section-heading";33import { thesisChapters, uqoWorkingPapers } from "@/lib/research";3435export const metadata: Metadata = {36 title: "Research",37 description:38 "Publications, working papers, and conference presentations by Simon-Pierre Boucher — financial econometrics, commodity markets, monetary policy, and high-frequency finance.",39};4041const workingPapers = [42 {43 title:44 "Has Financialization Changed the Impact of Macro Announcements on U.S. Commodity Markets?",45 venue: "SSRN Working Paper",46 date: "May 2022",47 link: "https://ssrn.com/abstract=400929",48 },49 {50 title:51 "Modelling Volatility Dynamics Between Commodity ETFs and Their Net Asset Value using BVAR and HAR Models",52 venue: "Working Paper",53 date: "January 2023",54 },55 {56 title:57 "Returns and Volatility Around FOMC Announcements: A High-Frequency Analysis of Policy Tone and Novelty",58 venue: "Working Paper",59 date: "November 2023",60 },61];6263const presentations = [64 { event: "CRREP Research Day", detail: "2022, 2023" },65 {66 event: "Canadian Economics Association — 61st & 62nd Annual Conferences",67 detail: "2022, 2023",68 },69 {70 event: "7th Winter Workshop on Commodity Markets",71 detail: "Mont-Tremblant, 2024",72 },73];7475export default function ResearchPage() {76 return (77 <div className="mx-auto max-w-5xl px-4 py-16 sm:px-6">78 <Reveal>79 <SectionHeading80 as="h1"81 eyebrow="Publications & Papers"82 title="Research"83 icon={FlaskConical}84 description="Financial econometrics, commodity markets, monetary policy announcements, high-frequency finance, volatility modelling, textual analysis, and financialization."85 />86 </Reveal>8788 {/* Publication */}89 <section className="mt-12">90 <Reveal>91 <SectionHeading title="Publication" icon={BookOpenCheck} />92 <Card className="mt-4">93 <CardHeader>94 <Badge className="w-fit">The Energy Journal · 2025</Badge>95 <CardTitle className="text-lg leading-snug">96 Speculative Trading in Energy Markets: Evidence from97 Macroeconomic Surprises98 </CardTitle>99 <CardDescription>100 Boucher, S.-P., Gagnon, M.-H., & Power, G. J. (2025)101 </CardDescription>102 </CardHeader>103 <CardContent>104 <Link105 href="/research/chapter-1"106 className="inline-flex items-center gap-1.5 rounded-[0.5rem] bg-foreground px-3 py-1.5 text-xs font-medium text-background shadow-[var(--shadow-soft)] transition-all hover:-translate-y-px hover:bg-foreground/85"107 >108 <ArrowUpRight className="h-3.5 w-3.5" aria-hidden="true" />109 Details110 </Link>111 </CardContent>112 </Card>113 </Reveal>114 </section>115116 {/* PhD thesis */}117 <section className="mt-12">118 <Reveal>119 <SectionHeading title="PhD Thesis" icon={GraduationCap} />120 <p className="mt-3 max-w-3xl text-sm text-muted-foreground">121 <em>122 Three Essays on High-Frequency Return and Volatility Dynamics in123 Commodities and Financial Futures Markets124 </em>{" "}125 — doctoral thesis by articles, Université Laval (188 pages).126 Co-authors: Marie-Hélène Gagnon & Gabriel J. Power.127 </p>128 <div className="mt-4 flex flex-wrap gap-2">129 <PillLink130 href="https://git.spboucher.ai/phd_thesis/blob/main/these-ulaval/main.pdf"131 icon={FileText}132 >133 Full thesis (PDF)134 </PillLink>135 <PillLink136 href="https://git.spboucher.ai/phd_thesis"137 icon={Github}138 >139 GitHub repository140 </PillLink>141 </div>142 </Reveal>143 <div className="mt-4 space-y-4">144 {thesisChapters.map((chapter, i) => (145 <Reveal key={chapter.num} delay={i * 0.08}>146 <Card>147 <CardHeader>148 <Badge variant="secondary" className="w-fit">149 {chapter.num} · {chapter.status}150 </Badge>151 <CardTitle className="text-lg leading-snug">152 {chapter.title}153 </CardTitle>154 </CardHeader>155 <CardContent className="flex flex-wrap gap-2">156 <Link157 href={`/research/${chapter.slug}`}158 className="inline-flex items-center gap-1.5 rounded-[0.5rem] bg-foreground px-3 py-1.5 text-xs font-medium text-background shadow-[var(--shadow-soft)] transition-all hover:-translate-y-px hover:bg-foreground/85"159 >160 <ArrowUpRight className="h-3.5 w-3.5" aria-hidden="true" />161 Details162 </Link>163 <PillLink href={chapter.pdf} icon={FileText}>164 Paper PDF165 </PillLink>166 <PillLink href={chapter.source!} icon={Github}>167 LaTeX source168 </PillLink>169 </CardContent>170 </Card>171 </Reveal>172 ))}173 </div>174 </section>175176 {/* UQO working paper series */}177 <section className="mt-12">178 <Reveal>179 <SectionHeading180 title="UQO Working Paper Series"181 icon={ScrollText}182 description="Applied econometrics research produced at the Département des sciences administratives, UQO — hedonic pricing, housing markets, and derivatives. Each paper is backed by a fully reproducible pipeline."183 />184 </Reveal>185 <div className="mt-4 space-y-4">186 {uqoWorkingPapers.map((paper, i) => (187 <Reveal key={paper.num} delay={i * 0.08}>188 <Card>189 <CardHeader>190 <Badge variant="secondary" className="w-fit">191 {paper.num} · {paper.pages}192 </Badge>193 <CardTitle className="text-lg leading-snug">194 {paper.title}195 </CardTitle>196 <CardDescription>{paper.description}</CardDescription>197 </CardHeader>198 <CardContent className="flex flex-wrap gap-2">199 <Link200 href={`/research/${paper.slug}`}201 className="inline-flex items-center gap-1.5 rounded-[0.5rem] bg-foreground px-3 py-1.5 text-xs font-medium text-background shadow-[var(--shadow-soft)] transition-all hover:-translate-y-px hover:bg-foreground/85"202 >203 <ArrowUpRight className="h-3.5 w-3.5" aria-hidden="true" />204 Details205 </Link>206 <PillLink href={paper.pdf} icon={FileText}>207 Paper PDF208 </PillLink>209 {paper.repo && (210 <PillLink href={paper.repo} icon={Github}>211 Code & data repository212 </PillLink>213 )}214 </CardContent>215 </Card>216 </Reveal>217 ))}218 </div>219 </section>220221 {/* Working papers */}222 <section className="mt-12">223 <Reveal>224 <SectionHeading title="Earlier Working Papers" icon={FlaskConical} />225 </Reveal>226 <div className="mt-4 space-y-4">227 {workingPapers.map((paper, i) => (228 <Reveal key={paper.title} delay={i * 0.08}>229 <Card>230 <CardHeader>231 <Badge variant="secondary" className="w-fit">232 {paper.venue} · {paper.date}233 </Badge>234 <CardTitle className="text-lg leading-snug">235 {paper.title}236 </CardTitle>237 </CardHeader>238 {paper.link && (239 <CardContent>240 <PillLink href={paper.link} icon={ExternalLink}>241 View on SSRN242 </PillLink>243 </CardContent>244 )}245 </Card>246 </Reveal>247 ))}248 </div>249 </section>250251 {/* Presentations */}252 <section className="mt-12">253 <Reveal>254 <SectionHeading title="Conference Presentations" icon={Mic} />255 </Reveal>256 <div className="mt-4 grid gap-4 sm:grid-cols-3">257 {presentations.map((p, i) => (258 <Reveal key={p.event} delay={i * 0.08}>259 <Card className="h-full hover:-translate-y-1 hover:shadow-[var(--shadow-lift)]">260 <CardHeader>261 <CardTitle className="text-base leading-snug">262 {p.event}263 </CardTitle>264 <CardDescription>{p.detail}</CardDescription>265 </CardHeader>266 </Card>267 </Reveal>268 ))}269 </div>270 </section>271 </div>272 );273}274