» Khaled Guesmi

Khaled Guesmi

Full Professor of Finance


2015: HDR degree (Habilitation for Supervising Doctoral Research)
2012: Qualified University Lecturer  by the French University Council
2011: PhD. Finance, University of Paris West La Défense
2006: MSc in Macroeconomics and Quantitative Analysis, University of Paris West La Défense

Research Areas

International Finance
, Energy Finance and Economics, Stock Markets Integration versus Segmentation, Portfolio Diversification, Analysis of Financial Markets

Teaching Areas

Quantitative Finance, Financial Markets,  Portfolio Management, Macroeconomics, Applied Econometrics


Email: khaled.guesmi@ipag.fr

Phone: +33 1 5363 3600

Campus: Paris

Dr. Khaled Guesmi is a Professor of Finance at IPAG Business School, Paris – France and the Head of Environment, Climate Change and Energy Transition Chair. He’s also the Project Manager of European Commission’s Horizon 2020 Programme for Research and Innovation. He received his M.Sc. in Finance from Paris I University of Sorbonne, a Ph.D. in Economics from the Paris West University and H.D.R. (Habilitation for Supervising Doctoral Research) from the Paris VIII University Vincennes St Denis. He is the co-founder of the International Symposium on Energy and Finance Issues (ISEFI). Dr. Guesmi is also a Visiting Professor at Telfler School of Management, University of Ottawa, Canada and Non-Resident Research Fellow at the Economic Research Forum, Egypt. He published many papers in top-tier journals such as Energy Economics, Energy Policy, Energy Study Review, Journal of International Money & Finance, International Review of Financial Analysis, Economic Modelling, Applied Economics, International Economics, Journal of International Financial Markets, Institutions and Money, International Review of Financial Analysis, Computational Economics, European Journal of Comparative Economics, Journal of International Financial Markets, Institution and Money, Journal of Economic Integration, Journal of Risk Finance.

Guesmi, K., Financial Contagion and Oil Risk, Energy Journal, forthcoming 2018 (with J. Chevalier, A. Creti, I. Abid).

Guesmi, K., On the Determinants of Industry-CDS Index Spreads: Evidence from a Nonlinear Setting, Journal of International Financial Markets, Institutions and Money, forthcoming 2018 (with A. Dhaoui, I. Abid, S. Goutte).

Guesmi, K., Optimal Strategy between Extraction and Storage of Crude Oil. Annals of Operations Research, forthcoming 2018 (I. Abid, F. Mkaourar, S. Goutte).

Guesmi, K., De-financialization of Commodities? Energy Economics, Vol. 68, pp.228 239, 2017 (with J. Chevallier, Y.J Zhang).

Guesmi, K., Relationship between Credit and Commodities Cycle: Implications for African Commodities Exporters. Emerging Market Review, Vol. 30, pp. 215- 231, 2017 (with S. Kablan, Z. Ftiti).

Guesmi, K., What Can We Learn about Commodity and Credit Cycles? Evidence from African Commodity Exporting Countries. Energy Economics, Vol. 60, pp. 313-324, 2016 (with S. Kablan, Z. Fiti).

Guesmi, K., Oil Price and Stock Market Co-movement: What Can We Learn from Time-scale Approaches? International Review of Financial Analysis, 46, 266-280, 2015 (I. Abid, Z. Ftiti).

Guesmi, K., Oil Price and Financial Markets: Multivariate Dynamic Frequency Analysis (A. Creti, Z.Ftiti), Energy Policy, vol. 73, pp.  245–258, 2014.

Guesmi, K., Integration versus Segmentation in Middle East North Africa Equity market: Time Variations and Currency Risk. Journal of International Financial Markets, Institutions and Money, Vol. 28, pp. 204-212, 2014 (with J.Y Moisseron, F. Teulon).

2017-2018: Visiting Professor, Telfler School of Management, University of Ottawa, Canada

Since 2012: Professor of Finance IPAG Business School, Paris, France

Since 2014: Associate Researcher – Economic Research Forum, Egypt

2012-2014: Associate Researcher – EconomiX, University Paris West La Défense, France

2006-2011: Lecturer of Economics Finance, University Paris West, France


Jan. 2018 – present: Project Manager International Center of Business Research – ICBR

Apr. 2016 – present: Project Manager Horizon 2020 (H2020) work programme – EU Research and Innovation programme

Sept. 2003 – Sept. 2007: Research Manager in UNESCO, Paris

Sept. 2006 – Sept 2007: Financial Analyst, Department of Risk Control, Caisse de Dépôts et Consignation, Paris

Jan. 2000 – Sept. 2002: Quality Controller in General Electric Money Bank