Essec\Faculty\Model\Profile {#2216
#_id: "B00000258"
#_source: array:40 [
"bid" => "B00000258"
"academId" => "1967"
"slug" => "indjehagopian-jean-pierre"
"fullName" => "Jean-Pierre INDJEHAGOPIAN"
"lastName" => "INDJEHAGOPIAN"
"firstName" => "Jean-Pierre"
"title" => array:2 [
"fr" => "Professeur éminent émérite"
"en" => "Distinguished Emeritus Professor"
]
"email" => "indjehagopian@essec.edu"
"status" => "ACTIF"
"campus" => "Campus de Cergy"
"departments" => []
"phone" => ""
"sites" => []
"facNumber" => "1967"
"externalCvUrl" => "https://faculty.essec.edu/en/cv/indjehagopian-jean-pierre/pdf"
"googleScholarUrl" => "https://scholar.google.com/citations?user=TiUfeBMAAAAJ"
"facOrcId" => "https://orcid.org/"
"career" => array:7 [
0 => Essec\Faculty\Model\CareerItem {#2237
#_index: null
#_id: null
#_source: array:7 [
"startDate" => "1970-09-01"
"endDate" => null
"isInternalPosition" => true
"type" => array:2 [
"fr" => "Positions académiques principales"
"en" => "Full-time academic appointments"
]
"label" => array:2 [
"fr" => "Professeur éminent émérite"
"en" => "Distinguished Emeritus Professor"
]
"institution" => array:2 [
"fr" => "ESSEC Business School"
"en" => "ESSEC Business School"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
1 => Essec\Faculty\Model\CareerItem {#2238
#_index: null
#_id: null
#_source: array:7 [
"startDate" => "1971-01-01"
"endDate" => "1974-12-31"
"isInternalPosition" => true
"type" => array:2 [
"fr" => "Positions académiques principales"
"en" => "Full-time academic appointments"
]
"label" => array:2 [
"fr" => "Professeur et consultant"
"en" => "Professor and consultant"
]
"institution" => array:2 [
"fr" => "CESMAP"
"en" => "CESMAP"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
2 => Essec\Faculty\Model\CareerItem {#2239
#_index: null
#_id: null
#_source: array:7 [
"startDate" => "1989-11-14"
"endDate" => "1995-11-14"
"isInternalPosition" => true
"type" => array:2 [
"en" => "Other appointments"
"fr" => "Autres positions"
]
"label" => array:2 [
"fr" => "Directeur du Centre de Recherche CERESSEC"
"en" => "CERESSEC Research Center Director"
]
"institution" => array:2 [
"fr" => "ESSEC Business School"
"en" => "ESSEC Business School"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
3 => Essec\Faculty\Model\CareerItem {#2240
#_index: null
#_id: null
#_source: array:7 [
"startDate" => "1997-01-01"
"endDate" => "2008-01-01"
"isInternalPosition" => true
"type" => array:2 [
"en" => "Other Academic Appointments"
"fr" => "Autres positions académiques"
]
"label" => array:2 [
"fr" => "Responsable de la filière "Actuariat" ESSEC-ISUP"
"en" => "Head of the Track "Actuariat" ESSEC-ISUP"
]
"institution" => array:2 [
"fr" => "ESSEC Business School"
"en" => "ESSEC Business School"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
4 => Essec\Faculty\Model\CareerItem {#2241
#_index: null
#_id: null
#_source: array:7 [
"startDate" => "2006-09-01"
"endDate" => "2008-08-31"
"isInternalPosition" => true
"type" => array:2 [
"en" => "Other appointments"
"fr" => "Autres positions"
]
"label" => array:2 [
"fr" => "Responsable du Département IDS"
"en" => "Head of the IDS Department"
]
"institution" => array:2 [
"fr" => "ESSEC Business School"
"en" => "ESSEC Business School"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
5 => Essec\Faculty\Model\CareerItem {#2242
#_index: null
#_id: null
#_source: array:7 [
"startDate" => "2010-01-01"
"endDate" => "2017-01-01"
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"type" => array:2 [
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"fr" => "Autres positions académiques"
]
"label" => array:2 [
"fr" => "Responsable scientifique du double diplôme ESSEC/ CentraleSupelec"
"en" => "Scientific head of the ESSEC/ CentraleSupelec Double Degree"
]
"institution" => array:2 [
"fr" => "ESSEC Business School"
"en" => "ESSEC Business School"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
6 => Essec\Faculty\Model\CareerItem {#2243
#_index: null
#_id: null
#_source: array:7 [
"startDate" => "2010-01-01"
"endDate" => "2017-01-01"
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"type" => array:2 [
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"fr" => "Autres positions académiques"
]
"label" => array:2 [
"fr" => "Responsable scientifique du double diplôme ESSEC/ ENSAE"
"en" => "Scientific head of the ESSEC/ ENSAE Double Degree"
]
"institution" => array:2 [
"fr" => "ESSEC Business School"
"en" => "ESSEC Business School"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
]
"diplomes" => array:4 [
0 => Essec\Faculty\Model\Diplome {#2218
#_index: null
#_id: null
#_source: array:6 [
"diplome" => "DIPLOMA"
"type" => array:2 [
"fr" => "Diplômes"
"en" => "Diplomas"
]
"year" => "1975"
"label" => array:2 [
"en" => "Doctorat in Statistics"
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]
"institution" => array:2 [
"fr" => "Université Pierre et Marie Curie (UPMC)"
"en" => "Université Pierre et Marie Curie (UPMC)"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
1 => Essec\Faculty\Model\Diplome {#2220
#_index: null
#_id: null
#_source: array:6 [
"diplome" => "DIPLOMA"
"type" => array:2 [
"fr" => "Diplômes"
"en" => "Diplomas"
]
"year" => "1973"
"label" => array:2 [
"en" => "DEA in Probabilities"
"fr" => "DEA en Probabilités"
]
"institution" => array:2 [
"fr" => "Université Pierre et Marie Curie (UPMC)"
"en" => "Université Pierre et Marie Curie (UPMC)"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
2 => Essec\Faculty\Model\Diplome {#2217
#_index: null
#_id: null
#_source: array:6 [
"diplome" => "DIPLOMA"
"type" => array:2 [
"fr" => "Diplômes"
"en" => "Diplomas"
]
"year" => "1969"
"label" => array:2 [
"en" => "Diploma from the Institut de Statistique (ISUP)"
"fr" => "Diplôme de l'Institut de Statistique (ISUP)"
]
"institution" => array:2 [
"fr" => "Université Pierre et Marie Curie (UPMC)"
"en" => "Université Pierre et Marie Curie (UPMC)"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
3 => Essec\Faculty\Model\Diplome {#2221
#_index: null
#_id: null
#_source: array:6 [
"diplome" => "DIPLOMA"
"type" => array:2 [
"fr" => "Diplômes"
"en" => "Diplomas"
]
"year" => "1968"
"label" => array:2 [
"en" => "Maîtrise in Mathematics"
"fr" => "Maîtrise de Mathématiques Pures"
]
"institution" => array:2 [
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"en" => "Université Pierre et Marie Curie (UPMC)"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
]
"bio" => array:2 [
"fr" => null
"en" => null
]
"department" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"site" => array:2 [
"fr" => ""
"en" => ""
]
"industrrySectors" => array:2 [
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]
"researchFields" => array:2 [
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"en" => "Forecasting - Econometrics - Statistics"
]
"teachingFields" => array:2 [
"fr" => null
"en" => null
]
"distinctions" => []
"teaching" => array:2 [
0 => Essec\Faculty\Model\TeachingItem {#2236
#_index: null
#_id: null
#_source: array:7 [
"startDate" => null
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"program" => null
"label" => array:2 [
"fr" => "Computational and Mathematical Methods for Data Analysis in Biology and Finance"
"en" => "Computational and Mathematical Methods for Data Analysis in Biology and Finance"
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"type" => array:2 [
"fr" => "Membre de jury"
"en" => "Thesis jury member"
]
"institution" => array:2 [
"fr" => "Université Pierre et Marie Curie (UPMC)"
"en" => "Université Pierre et Marie Curie (UPMC)"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
}
1 => Essec\Faculty\Model\TeachingItem {#2235
#_index: null
#_id: null
#_source: array:7 [
"startDate" => null
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"en" => "Exotic Options & Levy Process - Theory and Practice Aspects"
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"fr" => "Université de Lille"
"en" => "Université de Lille"
]
"country" => array:2 [
"fr" => "France"
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]
]
+lang: "en"
}
]
"otherActivities" => array:15 [
0 => Essec\Faculty\Model\ExtraActivity {#2215
#_index: null
#_id: null
#_source: array:9 [
"startDate" => "2011-01-01"
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"subType" => array:2 [
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]
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"fr" => "Membre du jury pour le prix Actuariat France de la “Fondation SCOR pour la Science”"
"en" => "Jury Member for the Actuariat France Award from the "SCOR for Sciences" Foundation"
]
"institution" => array:2 [
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]
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]
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+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
1 => Essec\Faculty\Model\ExtraActivity {#2219
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}
2 => Essec\Faculty\Model\ExtraActivity {#2222
#_index: null
#_id: null
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]
]
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}
3 => Essec\Faculty\Model\ExtraActivity {#2223
#_index: null
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"en" => "Nominated Member of the Commission de Coordination Scientifique de l'Ecole Nationale Supérieure du Pétrole et des Moteurs"
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]
"country" => array:2 [
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]
]
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+"parent": Essec\Faculty\Model\Profile {#2216}
}
4 => Essec\Faculty\Model\ExtraActivity {#2224
#_index: null
#_id: null
#_source: array:9 [
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}
5 => Essec\Faculty\Model\ExtraActivity {#2225
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}
6 => Essec\Faculty\Model\ExtraActivity {#2226
#_index: null
#_id: null
#_source: array:9 [
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}
7 => Essec\Faculty\Model\ExtraActivity {#2227
#_index: null
#_id: null
#_source: array:9 [
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}
8 => Essec\Faculty\Model\ExtraActivity {#2228
#_index: null
#_id: null
#_source: array:9 [
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]
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]
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]
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}
9 => Essec\Faculty\Model\ExtraActivity {#2229
#_index: null
#_id: null
#_source: array:9 [
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]
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}
10 => Essec\Faculty\Model\ExtraActivity {#2230
#_index: null
#_id: null
#_source: array:9 [
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"subType" => array:2 [
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"label" => array:2 [
"fr" => "Logistique Pièces de rechange, Conseil pour l'Armée de l'Air et Matra Cap Systèmes"
"en" => "Logisitcs and Spare Parts, consulting for the Air Army and Matra Cap Systèmes"
]
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}
11 => Essec\Faculty\Model\ExtraActivity {#2231
#_index: null
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}
12 => Essec\Faculty\Model\ExtraActivity {#2232
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]
"label" => array:2 [
"fr" => "Etudes Econométriques Institut Français du Pétrole (IFP)"
"en" => "Studies in Econométrics for the Institut Français du Pétrole (IFP)"
]
"institution" => array:2 [
"fr" => null
"en" => null
]
"country" => array:2 [
"fr" => null
"en" => null
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
13 => Essec\Faculty\Model\ExtraActivity {#2233
#_index: null
#_id: null
#_source: array:9 [
"startDate" => "2005-01-01"
"endDate" => "2006-12-31"
"year" => null
"uuid" => "502"
"type" => array:2 [
"fr" => "Activités professionnelles"
"en" => "Professional activities"
]
"subType" => array:2 [
"fr" => "Consulting"
"en" => "Consulting"
]
"label" => array:2 [
"fr" => "Elaboration d'un système de prévision du trafic vocal sur téléphones mobiles pour France-Telecom"
"en" => "Creation of a prevision system for vocal traffic on mobile phones for France-Telecom"
]
"institution" => array:2 [
"fr" => null
"en" => null
]
"country" => array:2 [
"fr" => null
"en" => null
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
14 => Essec\Faculty\Model\ExtraActivity {#2234
#_index: null
#_id: null
#_source: array:9 [
"startDate" => "1987-01-01"
"endDate" => "1991-12-31"
"year" => null
"uuid" => "502"
"type" => array:2 [
"fr" => "Activités professionnelles"
"en" => "Professional activities"
]
"subType" => array:2 [
"fr" => "Consulting"
"en" => "Consulting"
]
"label" => array:2 [
"fr" => "Conseil scientifique auprès de la Direction du Groupe EXPANSION"
"en" => "Scientific Council reporting to the Executive Committee of Groupe EXPANSION"
]
"institution" => array:2 [
"fr" => null
"en" => null
]
"country" => array:2 [
"fr" => null
"en" => null
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
]
"theses" => array:2 [
0 => Essec\Faculty\Model\These {#2244
#_index: null
#_id: null
#_source: array:9 [
"year" => "2012"
"startDate" => null
"endDate" => "2012"
"student" => "Coqueret Guillaume"
"firstJob" => null
"label" => array:2 [
"fr" => "Exotic Options & Levy Process - Theory and Practice Aspects"
"en" => "Exotic Options & Levy Process - Theory and Practice Aspects"
]
"role" => array:2 [
"fr" => "Membre de jury"
"en" => "Thesis jury member"
]
"institution" => array:2 [
"fr" => "Université de Lille"
"en" => "Université de Lille"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
1 => Essec\Faculty\Model\These {#2245
#_index: null
#_id: null
#_source: array:9 [
"year" => "2015"
"startDate" => null
"endDate" => "2015"
"student" => "Riposo Julien"
"firstJob" => null
"label" => array:2 [
"fr" => "Computational and Mathematical Methods for Data Analysis in Biology and Finance"
"en" => "Computational and Mathematical Methods for Data Analysis in Biology and Finance"
]
"role" => array:2 [
"fr" => "Membre de jury"
"en" => "Thesis jury member"
]
"institution" => array:2 [
"fr" => "Université Pierre et Marie Curie (UPMC)"
"en" => "Université Pierre et Marie Curie (UPMC)"
]
"country" => array:2 [
"fr" => "France"
"en" => "France"
]
]
+lang: "en"
+"parent": Essec\Faculty\Model\Profile {#2216}
}
]
"indexedAt" => "2024-12-27T07:21:29.000Z"
"contributions" => array:66 [
0 => Essec\Faculty\Model\Contribution {#2247
#_index: "academ_contributions"
#_id: "1042"
#_source: array:18 [
"id" => "1042"
"slug" => "dynamics-of-heating-oil-market-prices-in-europe"
"yearMonth" => "2000-05"
"year" => "2000"
"title" => "Dynamics of Heating Oil Market Prices in Europe"
"description" => "INDJEHAGOPIAN, J.P. et LANTZ, F. (2000). Dynamics of Heating Oil Market Prices in Europe. <i>Energy Economics</i>, pp. 225-252."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "LANTZ F."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 17:55:06"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "225-252"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Dans cet article, on cherche à établir l'existence de relations d'équilibre à long terme sur le marché européen du fioul (Allemagne, France et cotation de Rotterdam). A partir de l'analyse de cointégration multivariée avec d'éventuels changements de régime (Guerre du Golfe), on estime les modèles à correction d'erreur vectoriels (VECM) et les VECM conditionnels. A partir de ces modèles, différents tests économétriques d'asymétrie sont exécutés."
"en" => "In this article, we study the German and French domestic fuel markets. The econometric methodology is based on the vector error correction models (VECM) with possible structural changes. With the VECM, we test the exogeneity of the exchange rate and of Rotterdam spot cotation. Lastly, with the conditional VECM, we study the asymmetric reaction of prices to positive and negative variations in the exchange rate and on Rotterdam spot market."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
1 => Essec\Faculty\Model\Contribution {#2249
#_index: "academ_contributions"
#_id: "5277"
#_source: array:18 [
"id" => "5277"
"slug" => "6th-international-symposium-on-forecasting"
"yearMonth" => "1986-06"
"year" => "1986"
"title" => "6th International Symposium on Forecasting"
"description" => "INDJEHAGOPIAN, J.P. (1986). 6th International Symposium on Forecasting."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
2 => Essec\Faculty\Model\Contribution {#2251
#_index: "academ_contributions"
#_id: "5542"
#_source: array:18 [
"id" => "5542"
"slug" => "causality-analysis-effects-of-shocks-and-forecasting-using-vector-autoregressions-in-the-french-industrial-product-sector"
"yearMonth" => "1991-06"
"year" => "1991"
"title" => "Causality Analysis, Effects of Shocks and Forecasting Using Vector Autoregressions in the French Industrial Product Sector"
"description" => "INDJEHAGOPIAN, J.P. et MOURAD, M. (1991). Causality Analysis, Effects of Shocks and Forecasting Using Vector Autoregressions in the French Industrial Product Sector."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MOURAD M."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
3 => Essec\Faculty\Model\Contribution {#2248
#_index: "academ_contributions"
#_id: "5757"
#_source: array:18 [
"id" => "5757"
"slug" => "discussion-du-document-de-recherche-de-gourieroux-monfort-et-renault-intitule-mesures-de-causalite-et-information-de-kullback"
"yearMonth" => "1986-11"
"year" => "1986"
"title" => "Discussion du document de recherche de Gourieroux, Monfort et Renault intitulé : Mesures de causalité et information de Kullback"
"description" => "INDJEHAGOPIAN, J.P. (1986). Discussion du document de recherche de Gourieroux, Monfort et Renault intitulé : Mesures de causalité et information de Kullback."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
4 => Essec\Faculty\Model\Contribution {#2252
#_index: "academ_contributions"
#_id: "6707"
#_source: array:18 [
"id" => "6707"
"slug" => "modelisation-var-de-la-production-industrielle-francaise-avec-effets-arch"
"yearMonth" => "1989-08"
"year" => "1989"
"title" => "Modélisation VAR de la production industrielle française avec effets ARCH"
"description" => "INDJEHAGOPIAN, J.P. (1989). Modélisation VAR de la production industrielle française avec effets ARCH."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
5 => Essec\Faculty\Model\Contribution {#2246
#_index: "academ_contributions"
#_id: "6709"
#_source: array:18 [
"id" => "6709"
"slug" => "modelling-the-french-macro-economic-series-with-var-processes"
"yearMonth" => "1988-07"
"year" => "1988"
"title" => "Modelling the French Macro Economic Series with VAR Processes"
"description" => "INDJEHAGOPIAN, J.P. (1988). Modelling the French Macro Economic Series with VAR Processes."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
6 => Essec\Faculty\Model\Contribution {#2250
#_index: "academ_contributions"
#_id: "6946"
#_source: array:18 [
"id" => "6946"
"slug" => "processus-agreges-et-cointegration"
"yearMonth" => "1991-03"
"year" => "1991"
"title" => "Processus agrégés et cointégration"
"description" => "INDJEHAGOPIAN, J.P. (1991). Processus agrégés et cointégration."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
7 => Essec\Faculty\Model\Contribution {#2253
#_index: "academ_contributions"
#_id: "7121"
#_source: array:18 [
"id" => "7121"
"slug" => "seminaire-international-sur-le-transport-aerien-organise-par-linstitut-du-transport-aerien"
"yearMonth" => "1987-10"
"year" => "1987"
"title" => "Séminaire international sur le transport aérien organisé par l'Institut du Transport Aérien"
"description" => "INDJEHAGOPIAN, J.P. (1987). Séminaire international sur le transport aérien organisé par l'Institut du Transport Aérien."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
8 => Essec\Faculty\Model\Contribution {#2254
#_index: "academ_contributions"
#_id: "7901"
#_source: array:18 [
"id" => "7901"
"slug" => "analyse-des-series-chronologiqueset-previsions-la-methode-box-et-jenkins"
"yearMonth" => "1986-01"
"year" => "1986"
"title" => "Analyse des séries chronologiqueset prévisions : la méthode Box et Jenkins"
"description" => "INDJEHAGOPIAN, J.P. (1986). <i>Analyse des séries chronologiqueset prévisions : la méthode Box et Jenkins</i>. ESSEC Business School."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
9 => Essec\Faculty\Model\Contribution {#2255
#_index: "academ_contributions"
#_id: "6260"
#_source: array:18 [
"id" => "6260"
"slug" => "journee-sur-les-processus-stochastiques-et-la-prevision"
"yearMonth" => "1987-04"
"year" => "1987"
"title" => "Journée sur les processus stochastiques et la prévision"
"description" => "INDJEHAGOPIAN, J.P. (1987). Journée sur les processus stochastiques et la prévision."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
10 => Essec\Faculty\Model\Contribution {#2256
#_index: "academ_contributions"
#_id: "2048"
#_source: array:18 [
"id" => "2048"
"slug" => "mesure-dimpact-de-promotion-des-ventes-description-et-comparaison-de-trois-methodes"
"yearMonth" => "1994-01"
"year" => "1994"
"title" => "Mesure d'impact de promotion des ventes : description et comparaison de trois méthodes"
"description" => "INDJEHAGOPIAN, J.P. et MACE, S. (1994). Mesure d'impact de promotion des ventes : description et comparaison de trois méthodes. <i>Recherche et Applications en Marketing</i>, pp. 53-79."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MACE S."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 17:55:06"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "53-79"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Mesurer l'impact d'une promotion sur les ventes d'un produit et analyser l'effet au cours du temps sont des tâches importantes pour un responsable de produit. Ce papier applique et compare trois approches statistiques pour mesurer l'impact de promotions ou actions marketing."
"en" => "Measuring the impact of sales promotion campaigns and analysing the ensuing results over a period of time represents a critical task for a product manager. This paper applies and compares three statistical approaches which assess the impact of promotions on the sales of a product."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
11 => Essec\Faculty\Model\Contribution {#2257
#_index: "academ_contributions"
#_id: "6500"
#_source: array:18 [
"id" => "6500"
"slug" => "les-methodes-de-prevision-a-tres-court-terme-et-court-terme-presentation-comparaison-et-logiciels"
"yearMonth" => "1986-09"
"year" => "1986"
"title" => "Les méthodes de prévision à très court terme et court terme : présentation, comparaison et logiciels"
"description" => "INDJEHAGOPIAN, J.P. (1986). Les méthodes de prévision à très court terme et court terme : présentation, comparaison et logiciels."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
12 => Essec\Faculty\Model\Contribution {#2258
#_index: "academ_contributions"
#_id: "2084"
#_source: array:18 [
"id" => "2084"
"slug" => "multidimensional-analysis-of-a-commodity-price-system"
"yearMonth" => "1986-01"
"year" => "1986"
"title" => "Multidimensional Analysis of a Commodity Price System"
"description" => "INDJEHAGOPIAN, J.P. et CORDIER, J. (1986). Multidimensional Analysis of a Commodity Price System. <i>International Journal of Forecasting</i>, pp. 153-189."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "CORDIER J."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-07-13 14:30:42"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "153-189"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Articles"
"en" => "Journal articles"
]
"support_type" => array:2 [
"fr" => "Revue scientifique"
"en" => "Scientific journal"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
13 => Essec\Faculty\Model\Contribution {#2259
#_index: "academ_contributions"
#_id: "4909"
#_source: array:18 [
"id" => "4909"
"slug" => "nonlinear-time-series-analysis-of-commodity-spot-prices-the-case-of-cocoa"
"yearMonth" => "1995-08"
"year" => "1995"
"title" => "Nonlinear Time Series Analysis of Commodity Spot Prices : The Case of COCOA"
"description" => "GUEGAN, D. et INDJEHAGOPIAN, J.P. (1995). Nonlinear Time Series Analysis of Commodity Spot Prices : The Case of COCOA. Dans: <i>50th Session of the International Statistical Institute (ISI)</i>. International Statistical Institute (ISI), pp. 537-538."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "GUEGAN D."
]
]
"ouvrage" => "50th Session of the International Statistical Institute (ISI)"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "537-538"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Dans ce papier, on effectue et on compare des tests statistiques visant à détecter des non linéarités dans la série des cotations quotidiennes du cacao. Différents modèles non linéaires sont proposés et comparés."
"en" => "In this paper we try to investigate whether changes in the price of the cocoa commodity exhibit nonlinear dependence in using some of the recent development in nonlinear time series."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
14 => Essec\Faculty\Model\Contribution {#2260
#_index: "academ_contributions"
#_id: "4915"
#_source: array:18 [
"id" => "4915"
"slug" => "oil-and-oil-company-stock-prices-cointegration-with-changing-regimes"
"yearMonth" => "2015-06"
"year" => "2015"
"title" => "Oil and Oil Company Stock Prices: Cointegration with Changing Regimes"
"description" => "DECLERCK, F. et INDJEHAGOPIAN, J.P. (2015). Oil and Oil Company Stock Prices: Cointegration with Changing Regimes. Dans: <i>32nd International Conference of the French Finance Association</i>. Association Française de Finance (AFFI)."
"authors" => array:2 [
0 => array:3 [
"name" => "DECLERCK Francis"
"bid" => "B00000143"
"slug" => "declerck-francis"
]
1 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => "32nd International Conference of the French Finance Association"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
15 => Essec\Faculty\Model\Contribution {#2261
#_index: "academ_contributions"
#_id: "4916"
#_source: array:18 [
"id" => "4916"
"slug" => "oil-price-volatility-influence-of-the-traders-behaviour-on-the-term-structure"
"yearMonth" => "2004-04"
"year" => "2004"
"title" => "Oil Price Volatility: Influence of the Trader's Behaviour on the Term Structure"
"description" => "INDJEHAGOPIAN, J.P., IONNIDIS, C. et LANTZ, F. (2004). Oil Price Volatility: Influence of the Trader's Behaviour on the Term Structure. Dans: <i>Stock Markets-LXXXIV Colloque International de l'AEA</i>. Applied Econometrics Association (AEA)."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "IONNIDIS C."
]
2 => array:1 [
"name" => "LANTZ F."
]
]
"ouvrage" => "Stock Markets-LXXXIV Colloque International de l'AEA"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "CD-Rom On étudie le marché à terme du pétrole et des produits du pétrole à partir d'un modèle à correction d'erreur à changement de régime markovien et à volatilité changeante."
"en" => "We analyze the term structure of oil and oil commodities futures using a multivariate Markov -switching heteroskedastic framework. We estime a multivariate two regimes Markov-switching VECM."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
16 => Essec\Faculty\Model\Contribution {#2262
#_index: "academ_contributions"
#_id: "5002"
#_source: array:18 [
"id" => "5002"
"slug" => "purchasing-power-parity-dynamics"
"yearMonth" => "1996-03"
"year" => "1996"
"title" => "Purchasing Power Parity Dynamics"
"description" => "AFTALION, F. et INDJEHAGOPIAN, J.P. (1996). Purchasing Power Parity Dynamics. Dans: <i>Forecasting Financial Markets - New Advances for Exchange Rates, Interest Rates and Asset Management</i>. Chemical Bank, Imperial College, pp. 1-9."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "AFTALION Florin"
]
]
"ouvrage" => "Forecasting Financial Markets - New Advances for Exchange Rates, Interest Rates and Asset Management"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "1-9"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Depuis quatre vingts ans les études faites sur la parité des pouvoirs d'achat (PPA) ont donné lieu à des résultats controversés. Dans ce papier, nous utilisons la procédure de cointégration de Johansen pour tester la validité de la PPA sur 12 couples de pays. Pour trois couples de pays, nous analysons plus précisément les relations de cointégration et estimons des modèles à correction d'erreur parcimonieux. Le calcul des fonctions de réponse impulsionnelle est aussi effectué. Cette méthodologie, bien que limitée à trois couples, paraît prometteuse pour comprendre la dynamique du taux de change."
"en" => "Purchasing Power Parity (PPP) theory has been controversial for some eighty years now. Today, sophisticated econometric techniques allow not only for more powerful tests of its validity than was ever possible in the past, but also forecasts of nominal exchange rate dynamics to be made. In this paper we have essentially applied Johansen's multi-cointegration technique. After running unit root tests we have checked PPP's validity for 12 couples of countries and computed cointegration vectors. For three couples we have also estimated parsimonious VECMs and performed exogeneity tests. Impulse response analyses have complemented our results. Although our investigations are limited to three exchange rates, the methodology seems promising for understanding nominal exchange rate dynamics."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
17 => Essec\Faculty\Model\Contribution {#2263
#_index: "academ_contributions"
#_id: "5004"
#_source: array:18 [
"id" => "5004"
"slug" => "purchasing-power-parity-dynamics"
"yearMonth" => "1996-03"
"year" => "1996"
"title" => "Purchasing Power Parity Dynamics"
"description" => "AFTALION, F. et INDJEHAGOPIAN, J.P. (1996). Purchasing Power Parity Dynamics. Dans: <i>Forecasting Financial Markets - New Advances for Exchange Rates, Interest Rates and Asset Management</i>. Chemical Bank, Imperial College, pp. 1-9."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "AFTALION Florin"
]
]
"ouvrage" => "Forecasting Financial Markets - New Advances for Exchange Rates, Interest Rates and Asset Management"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "1-9"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Depuis quatre vingts ans les études faites sur la parité des pouvoirs d'achat (PPA) ont donné lieu à des résultats controversés. Dans ce papier, nous utilisons la procédure de cointégration de Johansen pour tester la validité de la PPA sur 12 couples de pays. Pour trois couples de pays, nous analysons plus précisément les relations de cointégration et estimons des modèles à correction d'erreur parcimonieux. Le calcul des fonctions de réponse impulsionnelle est aussi effectué. Cette méthodologie, bien que limitée à trois couples, paraît prometteuse pour comprendre la dynamique du taux de change."
"en" => "Purchasing Power Parity (PPP) theory has been controversial for some eighty years now. Today, sophisticated econometric techniques allow not only for more powerful tests of its validity than was ever possible in the past, but also for forecasts of nominal exchange rate dynamics to be made. In this paper we have essentially applied Johansen's multi-cointegration technique. After running unit root tests we have checked PPP's validity for 12 couples of countries and computed cointegration vectors. For three couples we have also estimated parsimonious VECMs and performed exogeneity tests. Impulse response analyses have complemented our results. Although our investigations are limited to three exchange rates, the methodology seems promising for understanding nominal exchange rate dynamics."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
18 => Essec\Faculty\Model\Contribution {#2264
#_index: "academ_contributions"
#_id: "5005"
#_source: array:18 [
"id" => "5005"
"slug" => "purchasing-power-parity-dynamics"
"yearMonth" => "1996-06"
"year" => "1996"
"title" => "Purchasing Power Parity Dynamics"
"description" => "AFTALION, F. et INDJEHAGOPIAN, J.P. (1996). Purchasing Power Parity Dynamics. Dans: <i>13th International Conference of the French Finance Association (AFFI)</i>. International Finance Laboratory, Université de Genève, Faculté des Sciences Economiques & Commerciales, pp. 1-29."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "AFTALION Florin"
]
]
"ouvrage" => "13th International Conference of the French Finance Association (AFFI)"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "1-29"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Depuis environ quatre vingts ans des recherches ont été entreprises pour confirmer ou infirmer l'hypothèse de la parité des pouvoirs d'achat (PPA). Dans ce papier, nous avons utilisé des outils économétriques récents, à savoir : trois tests pour détecter l'ordre d'intégration entière des séries temporelles étudiées (tests DFA, PP et KPSS) et les tests de cointégration de Johansen pour tester la validité de la PPA sur 12 couples de pays. Des analyses économétriques plus approfondies ont été effectuées sur trois couples de pays pour lesquels nous avions détecté un équilibre à long terme afin d'estimer les mécanismes à correction d'erreur vectoriels (VECM) par des procédures de type SUR. Nous avons ensuite estimé les fonctions de réponse impulsionnelle pour l'analyse de chocs. Cette méthodologie, bien que limitée à trois couples de pays, paraît prometteuse pour comprendre la dynamique du taux de change."
"en" => "Purchasing Power Parity (PPP) theory has been controversial for some eighty years now. Today, sophisticated econometric techniques allow not only for more powerful tests of its validity than was ever possible in the past, but also for forecasts of nominal exchange rate dynamics to be made. In this paper we have essentially applied Johansen's multi-cointegration technique. After running unit root tests we have checked PPP's validity for 12 couples of countries and computed cointegration vectors. For three couples we have also estimated parsimonious VECMs and performed exogeneity tests. Impulse response analyses have complemented our results. Although our investigations are limited to three exchange rates, the methodology seems promising for understanding nominal exchange rate dynamics."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
19 => Essec\Faculty\Model\Contribution {#2265
#_index: "academ_contributions"
#_id: "5426"
#_source: array:18 [
"id" => "5426"
"slug" => "apport-des-methodes-de-bootstrap-a-un-modele-de-translog-application-a-la-demande-denergie"
"yearMonth" => "2002-05"
"year" => "2002"
"title" => "Apport des méthodes de Bootstrap à un modèle de Translog. Application à la demande d'énergie"
"description" => "BOURDON, M.B., INDJEHAGOPIAN, J.P. et LANTZ, F. (2002). Apport des méthodes de Bootstrap à un modèle de Translog. Application à la demande d'énergie."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "BOURDON M.B."
]
2 => array:1 [
"name" => "LANTZ F."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "On estime les parts de dépenses d'énergie des ménages par un modèle translog pour analyser les substitutions entre énergies consommées. On montre l'apport de bootstrap simple et double dans la construction d'intervalles de confiance pour les élasticités de substitution issues du modèle translog."
"en" => "We discuss the implementation of the double bootstrap procedure for the elasticities substitution between different consumptions of residential energy in translog function."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
20 => Essec\Faculty\Model\Contribution {#2266
#_index: "academ_contributions"
#_id: "5568"
#_source: array:18 [
"id" => "5568"
"slug" => "cointegration-dans-le-systeme-macroeconomique-production-industrielle-francaise"
"yearMonth" => "1992-05"
"year" => "1992"
"title" => "Cointégration dans le système macroéconomique : production industrielle française"
"description" => "INDJEHAGOPIAN, J.P. et MOURAD, M. (1992). Cointégration dans le système macroéconomique : production industrielle française."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MOURAD M."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "L'objet de cette communication est de présenter une modélisation économétrique VAR du secteur de la production industrielle française et de rechercher des relations d'équilibre à long terme à partir de la notion de cointégration. On en déduit ensuite une modélisation "à correction d'erreur" (MCE)."
"en" => "L'objet de cette communication est de présenter une modélisation économétrique VAR du secteur de la production industrielle française et de rechercher des relations d'équilibre à long terme à partir de la notion de cointégration. On en déduit ensuite une modélisation "à correction d'erreur" (MCE)."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
21 => Essec\Faculty\Model\Contribution {#2267
#_index: "academ_contributions"
#_id: "5569"
#_source: array:18 [
"id" => "5569"
"slug" => "co-integration-en-finance-partie-i-integration-partie-ii-cointegration"
"yearMonth" => "2000-10"
"year" => "2000"
"title" => "Co-intégration en finance - Partie I : Intégration , Partie II : Cointégration"
"description" => "INDJEHAGOPIAN, J.P. (2000). Co-intégration en finance - Partie I : Intégration , Partie II : Cointégration."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Cette présentation a été faite sur deux séances. La première séance (17/10/2000) était consacrée au concept de l'intégration pour un processus stochastique non stationnaire à l'ordre 2. Des extensions ont été présentées au cas de processus à ruptures (dans la constante et/ou la tendance). La deuxième partie (12/12/2000) a abordé la cointégration et des extensions incluant des changements de structure dans la (les) relation(s) d'équilibre de long terme."
"en" => "In the first seminar, unit root autoregressive time series and unit root tests were presented with extension for a unit root allowing the possibility of a one-time structural change in the trend function. In the second seminar, cointegration tests are presented, including structural breaks."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
22 => Essec\Faculty\Model\Contribution {#2268
#_index: "academ_contributions"
#_id: "5593"
#_source: array:18 [
"id" => "5593"
"slug" => "comparative-study-of-modelling-time-series-with-outliers"
"yearMonth" => "1994-04"
"year" => "1994"
"title" => "Comparative Study of Modelling Time Series with Outliers"
"description" => "INDJEHAGOPIAN, J.P. et MACE, S. (1994). Comparative Study of Modelling Time Series with Outliers."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MACE S."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Ce papier présente et compare plusieurs méthodes statistiques pour mesurer l'impact d'évènements exceptionnels sur une série temporelle. On utilise les fonctions d'intervention avec des données perturbées de type IO, AO, LS et TS et les méthodes de lissage de type Winters. On applique et compare les mesures d'impact sur des produits soumis à des promotions et l'effet TGV sur le trafic aérien."
"en" => "The aim of this paper is to present and compare various types of modeling of the impact of outliers on time series. We use ARIMA models with outliers (AO, IO, LS and TC) and exponential smoothing. The data studied concern food products subjected to promotional marketing and the effects on air traffic of the existence of a new kind of transport : the HST (French TGV)."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
23 => Essec\Faculty\Model\Contribution {#2269
#_index: "academ_contributions"
#_id: "5811"
#_source: array:18 [
"id" => "5811"
"slug" => "dynamics-and-structural-breaks-between-the-biofuel-resources-and-oil-prices-on-th-european-market"
"yearMonth" => "2016-06"
"year" => "2016"
"title" => "Dynamics and Structural Breaks Between the Biofuel, Resources and Oil Prices on Th European Market"
"description" => "DECLERCK, F., LANTZ, F. et INDJEHAGOPIAN, J.P. (2016). Dynamics and Structural Breaks Between the Biofuel, Resources and Oil Prices on Th European Market. Dans: Energy & Commodity Finance (ECOMFIN) 2016 Conference."
"authors" => array:3 [
0 => array:3 [
"name" => "DECLERCK Francis"
"bid" => "B00000143"
"slug" => "declerck-francis"
]
1 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
2 => array:1 [
"name" => "LANTZ F."
]
]
"ouvrage" => "Energy & Commodity Finance (ECOMFIN) 2016 Conference"
"keywords" => []
"updatedAt" => "2021-07-13 14:31:08"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
24 => Essec\Faculty\Model\Contribution {#2270
#_index: "academ_contributions"
#_id: "5812"
#_source: array:18 [
"id" => "5812"
"slug" => "dynamique-des-prix-sur-le-marche-des-fiouls-domestiques-en-europe"
"yearMonth" => "1998-06"
"year" => "1998"
"title" => "Dynamique des prix sur le marché des fiouls domestiques en Europe"
"description" => "INDJEHAGOPIAN, J.P., LANTZ, F. et SIMON, V. (1998). Dynamique des prix sur le marché des fiouls domestiques en Europe."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "LANTZ F."
]
2 => array:1 [
"name" => "SIMON V."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Ce papier concerne le marché du fioul domestique allemand et français et cherche à établir des relations de long et court terme intégrant les prix allemand et français, le prix spot de Rotterdam et les taux de change DM/Dollar et FF/Dollar. Les modélisations économétriques de type VECM proposées incorporent d'éventuels changements de régime associés à la guerre du Golfe."
"en" => "In the European petroleum products markets, there is a strong evidence of links between the domestic consumer prices and the international spot prices of Rotterdam. In this paper, we study the German and French domestic fuel markets. The econometric methodology is based on the vector error correction models (VECM) which include the possibility of structural changes linked to the Gulf War."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
25 => Essec\Faculty\Model\Contribution {#2271
#_index: "academ_contributions"
#_id: "5816"
#_source: array:18 [
"id" => "5816"
"slug" => "dynamique-et-ruptures-dans-les-relations-entre-les-prix-des-biocarburants-et-du-petrole-sur-le-marche-europeen"
"yearMonth" => "2017-05"
"year" => "2017"
"title" => "Dynamique et ruptures dans les relations entre les prix des biocarburants et du pétrole sur le marché européen"
"description" => "LANTZ, F., INDJEHAGOPIAN, J.P. et DECLERCK, F. (2017). Dynamique et ruptures dans les relations entre les prix des biocarburants et du pétrole sur le marché européen. Dans: 49èmes Journées de Statistique (Jds2017)."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:3 [
"name" => "DECLERCK Francis"
"bid" => "B00000143"
"slug" => "declerck-francis"
]
2 => array:1 [
"name" => "LANTZ F."
]
]
"ouvrage" => "49èmes Journées de Statistique (Jds2017)"
"keywords" => array:4 [
0 => "Biocarburants"
1 => "Changements Structurels"
2 => "Modèles De Chaîne De Markov"
3 => "Pétrole"
]
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "L’objectif de ce papier est d’identifier l’équilibre entre les prix des biocarburants, du gazole et du colza dans le contexte de la mise en place de la politique environnementale européenne depuis 2006. Les prix du biodiesel sont impactés par les prix du colza et du pétrole ainsi que par la politique européenne sur les biocarburants. Une analyse économétrique en terme de cointégration est menée en utilisant des données mensuelles de novembre 2006 à janvier 2016. Cependant, les tests de rupture (Zivot et Andrews, Bai et Perron) mettent en évidence plusieurs changements dans l’évolution des prix et dans la relation entre ceux-ci. On estime ensuite un modèle de chaine de Markov à changement de régime qui révèle deux régimes des prix du biodiesel. On identifie les dates de rupture détectés par les tests avec les changements de régime et l’analyse économique de la formation des prix du biodiesel. Lorsque le prix du pétrole est élevé, tous les prix sont tirés par celui-ci. Lorsque les prix du pétrole sont faibles, le prix du biodiesel est principalement relié au prix du colza en raison de la politique européenne d’incorporation obligatoire."
"en" => "The paper aims at explaining the major drivers of biodiesel market price in the context of EU environmental policy implemented since 2006. The biodiesel prices are impacted by both the EU policy and rapeseed and oil prices which fluctuated a lot over the last decade. An econometric analysis is performed using monthly data from November 2006 to January 2016. However, tests for structural breaks (Zivot and Andrews, Bai and Perron) point out several changes in the prices behavior. This leads to estimate a regime-switching model which reveals two main regimes for the biodiesel price pattern. The structural break dates detected with the tests correspond to the regime changes and the economic analysis of biodiesel price pattern. When oil price is high, biodiesel, rapeseed and diesel oil prices are related mainly driven by oil price. When oil price is low, biodiesel price is mostly related to the rapeseed price due to EU regulation requiring the blending of biodiesel and diesel oil."
]
"authors_fields" => array:2 [
"fr" => "Finance"
"en" => "Finance"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
26 => Essec\Faculty\Model\Contribution {#2272
#_index: "academ_contributions"
#_id: "5898"
#_source: array:18 [
"id" => "5898"
"slug" => "etude-comparative-de-mesures-dimpact-de-promotion-de-ventes"
"yearMonth" => "1994-05"
"year" => "1994"
"title" => "Etude comparative de mesures d'impact de promotion de ventes"
"description" => "INDJEHAGOPIAN, J.P. et MACE, S. (1994). Etude comparative de mesures d'impact de promotion de ventes."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MACE S."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Mesurer l'impact d'une promotion sur les ventes d'un produit et analyser l'effet au cours du temps sont des tâches importantes pour un responsable de produit. Ce papier applique et compare trois approches statistiques pour mesurer l'impact de promotions ou actions marketing."
"en" => "Measuring the impact of sales promotion campaigns and analysing the ensuing results over a period of time represents a critical task for a product manager. This paper applies and compares three statistical approaches which assess the impact of promotions on the sales of a product."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
27 => Essec\Faculty\Model\Contribution {#2273
#_index: "academ_contributions"
#_id: "8134"
#_source: array:18 [
"id" => "8134"
"slug" => "la-penetration-du-diesel-en-france-tendances-et-ruptures"
"yearMonth" => "2001-05"
"year" => "2001"
"title" => "La pénétration du diesel en France : tendances et ruptures"
"description" => "INDJEHAGOPIAN, J.P., JUAN, S., LANTZ, F. et PHILIPPE, F. (2001). <i>La pénétration du diesel en France : tendances et ruptures</i>. ESSEC Business School."
"authors" => array:4 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "JUAN S."
]
2 => array:1 [
"name" => "LANTZ F."
]
3 => array:1 [
"name" => "PHILIPPE F."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Les ventes des voitures neuves équipées d'un moteur diesel ont fortement progressé sur le marché français. La progression du diesel est pour une grande part attribuée au différentiel de prix entre l'essence et le gazole. L'objet de ce papier est de rechercher s'il existe une relation de co-intégration i.e. une relation d'équilibre à long terme entre le taux de diésélisation et le prix relatif entre les deux carburants et l'offre de voitures à moteur diesel. Cependant, plusieurs événements sont apparus sur le marché du diesel comme l'annonce, au milieu des années quatre-vingt dix, d'une taxe sur le diesel à des fins environnementales et plus récemment l'arrivée d'une nouvelle technologie d'injection directe dans le moteur diesel, qui ont modifié l'évolution de la part de marché du diesel. Pour tenir compte de possibles changements de régime de la série part de marché, nous avons utilisé des tests de co-intégration incorporant des ruptures. Une relation de long terme entre les deux séries incorporant un changement de régime a été établie. La dynamique de court terme est étudiée à partir d'un mécanisme à correction d'erreur."
"en" => "The diesel car sales in France have strongly increased over the last two decades. Most of this evolution is attributed to the taxes differences between gasoline and diesel oil and the supply of diesel cars. However, several events occurred on the diesel car market during this period (announcement of diesel oil tax increases, new technology). To model the market over the last two decades, we have used sequential unit root tests allowing structural changes. The Long-term relationship, with shifts in regime detected by cointegration tests taking structural breaks into consideration, is estimated."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
28 => Essec\Faculty\Model\Contribution {#2274
#_index: "academ_contributions"
#_id: "8269"
#_source: array:18 [
"id" => "8269"
"slug" => "modelisation-des-indices-de-la-production-industrielle-francaise-a-partir-des-processus-autoregressifs-vectoriels-etude-de-la-causalite-et-de-la-propagation-de-chocs"
"yearMonth" => "1991-05"
"year" => "1991"
"title" => "Modélisation des indices de la production industrielle française à partir des processus autorégressifs vectoriels - Etude de la causalité et de la propagation de chocs"
"description" => "INDJEHAGOPIAN, J.P. et MOURAD, M. (1991). <i>Modélisation des indices de la production industrielle française à partir des processus autorégressifs vectoriels - Etude de la causalité et de la propagation de chocs</i>. ESSEC Business School."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MOURAD M."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "L'objet de ce document est de présenter une modélisation des sept indices mensuels de la production industrielle française de 1980 à 1990 (base 1985) à partir d'une approche empirique basée sur les observations. Cette modélisation statistique utilise les processus autorégressifs vectoriels (VAR) et l'analyse de causalité au sens de Granger. L'estimation du modèle dynamique est faite à partir du critère FPE d'Akaike permettant de spécifier l'ordre p du VAR. Les tests classiques de restriction sont utilisés pour détecter la non-causalité. Les équations estimées sont ensuite analysées sur le plan économique. La seconde partie de cette communication présente une analyse de la propagation des chocs à partir de l'inversion de la structure autorégressive en moyenne mobile vectorielle. Les réponses à des chocs sont étudiées sur les sept indices de la production industrielle."
"en" => "L'objet de ce document est de présenter une modélisation des sept indices mensuels de la production industrielle française de 1980 à 1990 (base 1985) à partir d'une approche empirique basée sur les observations. Cette modélisation statistique utilise les processus autorégressifs vectoriels (VAR) et l'analyse de causalité au sens de Granger. L'estimation du modèle dynamique est faite à partir du critère FPE d'Akaike permettant de spécifier l'ordre p du VAR. Les tests classiques de restriction sont utilisés pour détecter la non-causalité. Les équations estimées sont ensuite analysées sur le plan économique. La seconde partie de cette communication présente une analyse de la propagation des chocs à partir de l'inversion de la structure autorégressive en moyenne mobile vectorielle. Les réponses à des chocs sont étudiées sur les sept indices de la production industrielle."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
29 => Essec\Faculty\Model\Contribution {#2275
#_index: "academ_contributions"
#_id: "8355"
#_source: array:18 [
"id" => "8355"
"slug" => "purchasing-power-parity-dynamics"
"yearMonth" => "1996-03"
"year" => "1996"
"title" => "Purchasing Power Parity Dynamics"
"description" => "AFTALION, F. et INDJEHAGOPIAN, J.P. (1996). <i>Purchasing Power Parity Dynamics</i>. ESSEC Business School."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "AFTALION Florin"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Les études menées depuis quatre vingts ans sur la validité de l'hypothèse de la parité des pouvoirs d'achat (PPA) ont donné des résultats controversés. Actuellement des techniques économétriques sophistiquées sont utilisées pour tester la validité de la PPA. Dans ce papier, nous avons appliqué la méthode de cointégration vectorielle de Johansen pour tester la PPA à long terme. Après avoir effectué des tests de racines unitaires, nous avons testé l'existence de relation d'équilibre à long terme et la validité de l'hypothèse de la PPA. Pour trois couples de pays, nous avons estimé un modèle à correction d'erreur parcimonieux et exécuté des tests d'exogénéité. L'estimation des fonctions de réponse impulsionnelle a complété ces résultats. Bien que nos investigations se soient limitées à trois couples de pays, la méthodologie utilisée semble prometteuse pour comprendre la dynamique du taux de change nominal."
"en" => "Purchasing Power Parity (PPP) theory has been controversial for some eighty years now. Today, sophisticated econometric techniques allow us not only to make more powerful tests of its validity than was ever possible in the past, but also to give out forecasts of nominal exchange rate dynamics. In this paper, we have essentially applied Johansen's multi-cointegration technique. After running unit root tests, we have checked PPP's validity for 12 couples of countries and computed cointegration vectors. For three of these couples, we have also estimated parcimonious VECMs and performed exogeneity tests. Impulse response analyses have completed our results. Although our investigations are based on only three exchange rates, the methodology seems to be promising for understanding nominal exchange rate dynamics."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
30 => Essec\Faculty\Model\Contribution {#2276
#_index: "academ_contributions"
#_id: "8356"
#_source: array:18 [
"id" => "8356"
"slug" => "purchasing-power-parity-dynamics-version-revisee-du-numero-96018"
"yearMonth" => "1996-07"
"year" => "1996"
"title" => "Purchasing Power Parity Dynamics (Version révisée du numéro 96018)"
"description" => "AFTALION, F. et INDJEHAGOPIAN, J.P. (1996). <i>Purchasing Power Parity Dynamics (Version révisée du numéro 96018)</i>. ESSEC Business School."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "AFTALION Florin"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Depuis environ quatre vingts ans des recherches économiques ont été entreprises pour confirmer ou infirmer l'hypothèse de la parité des pouvoirs d'achat (PPA). Dans ce papier, nous avons utilisé des outils économétriques récents, à savoir : trois tests pour détecter l'ordre d'intégration entière des séries temporelles étudiées (tests DFA, PP et KPSS) et les tests de cointégration de Johansen pour tester la validité de la PPA sur 12 couples de pays. Des analyses économétriques plus approfondies ont été effectuées sur trois couples de pays pour lesquels nous avions détecté un équilibre à long terme afin d'estimer les mécanismes à correction d'erreur vectoriels (VECM) par des procédures de type SUR. Nous avons ensuite estimé les fonctions de réponse impulsionnelle pour l'analyse de chocs. Cette méthodologie, bien que limitée à trois couples de pays, paraît prometteuse pour comprendre la dynamique du taux de change."
"en" => "Purchasing Power Parity (PPP) theory has been controversial for some eighty years now. Today, sophisticated econometric techniques allow us not only to make more powerful tests of its validity than was ever possible in the past, but also to give out forecasts of nominal exchange rate dynamics. In this paper, we have essentially applied Johansen's multi-cointegration technique. After running unit root tests, we have checked PPP's validity for 12 couples of countries and computed cointegration vectors. For three of these couples, we have also estimated parcimonious VECMs and performed exogeneity tests. Impulse response analyses have completed our results. Although our investigations are based on only three exchange rates, the methodology seems to be promising for understanding nominal exchange rate dynamics."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
31 => Essec\Faculty\Model\Contribution {#2277
#_index: "academ_contributions"
#_id: "8373"
#_source: array:18 [
"id" => "8373"
"slug" => "relation-entre-le-prix-du-petrole-et-les-cours-boursiers-des-grandes-compagnies-petrolieres-mondiales"
"yearMonth" => "2015-02"
"year" => "2015"
"title" => "Relation entre le prix du pétrole et les cours boursiers des grandes compagnies pétrolières mondiales"
"description" => "DECLERCK, F., INDJEHAGOPIAN, J.P. et BELLOCQ, F. (2015). <i>Relation entre le prix du pétrole et les cours boursiers des grandes compagnies pétrolières mondiales</i>. ESSEC Business School."
"authors" => array:3 [
0 => array:3 [
"name" => "DECLERCK Francis"
"bid" => "B00000143"
"slug" => "declerck-francis"
]
1 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
2 => array:1 [
"name" => "BELLOCQ F."
]
]
"ouvrage" => ""
"keywords" => array:8 [
0 => "Changements structurels multiples"
1 => "Cointégration"
2 => "Cours boursier des compagnies pétrolières"
3 => "Marchés à terme"
4 => "Modèle à changement de régime markovien"
5 => "Pétrole"
6 => "Prix à terme du pétrole"
7 => "VAR"
]
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "La recherche explique comment le cours des actions des compagnies pétrolières dépend du prix à terme du pétrole. La modélisation est appliquée aux principales compagnies pétrolières : Shell, Exxon Mobil, BP, Total et Chevron. La recherche est originale car elle porte sur les relations à court et long terme à partir de modèles à correction d'erreur vectorielle (VECM) avec changements de régime. La modélisation structurelle, entre le cours des actions des compagnies pétrolières et le prix à terme du pétrole, est menée à partir de modèles d’autorégression vectorielle (VAR) en lien avec la cointégration. La recherche est conduite en utilisant des données mensuelles de novembre 1989 à juin 2011. La stationnarité des séries temporelles est testée avec les tests de Dickey‐Fuller, Philips‐Perron et KPSS. Les approches d’Engle‐ Granger et Johansen ne permettent pas de trouver une relation de long terme sur toute la période. Cependant, l’approche de Bai et Perron permet d’identifier 5 changements de régime et de modéliser des relations de cointégration différentes sur ces sous‐périodes. Afin d'identifier ces relations de cointégration à changements de régime, la méthode Gregory et Hansen est utilisée et les résultats montrent une cointégration avec des changements de régime. Les VECM associés à la cointégration avec changements de régime sont estimés. Le VECM permet de comprendre la dynamique sur le court terme. Puis l'analyse économique et financière est faite. L’analyse de choc est mise en œuvre avec la fonction de réponse impulsionnelle. De plus, le test ARCH‐LM montre l'existence d'un modèle ARCH vectoriel. La recherche indique comment les dernières techniques de cointégration sont utiles notamment en incluant des ruptures structurelles endogènes menant à des évolutions de régimes. Cette modélisation sera complétée par la construction de modèles de court terme incorporant des changements de régime avec l’approche markovienne MS‐VAR et MS‐VECM. D'autres recherches seront effectuées pour estimer si l'on peut couvrir les risques de fluctuations des prix des matières premières en utilisant les cours boursiers des entreprises cotées dans des marchés beaucoup plus liquides."
"en" => "The paper explains how stock price of oil companies depends on oil futures market price. The model is applied to major oil company stocks: Shell, Exxon Mobil, BP, Total and Chevron. The topic is original because it focuses on short‐ and long‐term relationships with vector error correction models (VECM) with changing regimes. To get structural model between stock price of oil companies and oil futures market price, investigation is oriented to cointegration link with autoregressive vector (VAR). Research is conducted in using monthly data from November 1989 to June 2011. The stationarity of times series is tested with Dickey‐Fuller unit root test, Philips‐Perron and KPSS. The approaches of Engle‐Granger and Johansen do not enable to find long‐term relationship over the overall period. However, cointegration with 5 changing regimes is found. The Bai and Perron approach enables to find 5 breakpoints. In order to identify cointegration relationships with changing regimes, the Gregory and Hansen method is used and results show cointegration with changing regimes. Vector error correction (VEC) models associated to cointegration with changing regimes are estimated. VEC looks at the dynamics on the short‐term. Then economic and financial analysis is done and choc analysis is implemented with impulse response function. Furthermore, ARCH‐LM test shows the existence of an ARCH vectorial model. The paper shows how recent cointegration techniques are useful in including endogenous structural breaks leading to changing regimes. This modeling will be extended by short‐term construction of models incorporating changing regimes with Markovian approach MS‐VAR and MS‐VECM. Further investigations could be done to estimate whether one could be able to hedge commodity price fluctuations in using stocks whose markets are a lot more liquid."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
32 => Essec\Faculty\Model\Contribution {#2278
#_index: "academ_contributions"
#_id: "8512"
#_source: array:18 [
"id" => "8512"
"slug" => "var-modelling-of-macroeconomic-time-series-causality-and-shock-analysis"
"yearMonth" => "1993-12"
"year" => "1993"
"title" => "Var Modelling of Macroeconomic Time Series : Causality and Shock Analysis"
"description" => "INDJEHAGOPIAN, J.P. et MOURAD, M. (1993). <i>Var Modelling of Macroeconomic Time Series : Causality and Shock Analysis</i>. ESSEC Business School."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MOURAD M."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 18:37:46"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Dans cet article, on décrit des relations dynamiques entre sept indexes pertinents du secteur de la production industrielle française, à partir d'une modélisation basée sur les données. On suppose que le processus générateur des données peut être représenté par une autorégression vectorielle (VAR) et on utilise l'approche de Caines et al. en relation avec le critère FPE pour spécifier la structure VAR. Les relations de causalité au sens de Granger entre les variables, déduites de l'estimation VAR sont étudiées. Enfin, on propose une procédure de sélection d'un ordre entre les variables d'un système économique afin que la méthode de Choleski ne soit pas une méthode aveugle pour calculer les décompositions de la variance des erreurs de prévision et les fonctions de réponses. Cette procédure est appliquée au système économique étudié."
"en" => "In this article we describe the dynamic relationships between seven indexes relevant to sectors of French industrial production, using a statistic model. It is assumed that the data-generating process can be accurately described by a vector autoregression (VAR) and the approach suggested by Caines, Keng and Sethi in relation to FPE criteria is used to specify the VAR structure. Granger's causality relationships between the variables deduced from the VAR estimation are studied. Lastly, we suggest a selection procedure for the ordering of the variables of an economic system so that the Choleski method is not applied blindly to compute the variance decompositions and impulse responses. This procedure is applied to the economic system being studied."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
33 => Essec\Faculty\Model\Contribution {#2279
#_index: "academ_contributions"
#_id: "3801"
#_source: array:18 [
"id" => "3801"
"slug" => "la-methode-box-et-jenkins"
"yearMonth" => "1986-01"
"year" => "1986"
"title" => "La méthode Box et Jenkins"
"description" => "INDJEHAGOPIAN, J.P. (1986). La méthode Box et Jenkins. Dans: <i>Les prévisions - Performance et prévention -Ordre des Experts Comptables et des Comptables Agrées</i>. 1st ed. Éditions Comptables Malesherbes, pp. 329-347."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => "Les prévisions - Performance et prévention -Ordre des Experts Comptables et des Comptables Agrées"
"keywords" => []
"updatedAt" => "2021-09-06 14:06:32"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "329-347"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Chapitres"
"en" => "Book chapters"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
34 => Essec\Faculty\Model\Contribution {#2280
#_index: "academ_contributions"
#_id: "3871"
#_source: array:18 [
"id" => "3871"
"slug" => "le-modele-de-regression-et-son-application-en-prevision"
"yearMonth" => "1986-01"
"year" => "1986"
"title" => "Le modèle de régression et son application en prévision"
"description" => "INDJEHAGOPIAN, J.P. (1986). Le modèle de régression et son application en prévision. Dans: <i>Les prévisions - Performance et prévention - Ordre des Experts Comptables et des Comptables Agréés</i>. 1st ed. Éditions Comptables Malesherbes, pp. 360-370."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => "Les prévisions - Performance et prévention - Ordre des Experts Comptables et des Comptables Agréés"
"keywords" => []
"updatedAt" => "2021-09-06 14:06:32"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "360-370"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Chapitres"
"en" => "Book chapters"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
35 => Essec\Faculty\Model\Contribution {#2281
#_index: "academ_contributions"
#_id: "4340"
#_source: array:18 [
"id" => "4340"
"slug" => "a-study-of-the-impact-of-promotions-on-sales-data-collection-and-statistical-analysis-methods"
"yearMonth" => "1995-08"
"year" => "1995"
"title" => "A Study of the Impact of Promotions on Sales : Data Collection and Statistical Analysis Methods"
"description" => "DUSSAIX, A.M. et INDJEHAGOPIAN, J.P. (1995). A Study of the Impact of Promotions on Sales : Data Collection and Statistical Analysis Methods. Dans: <i>Bulletin de l'Institut International de Statistique (Bulletin of the International Statistical Institute)</i>. Institut International de Statistique (IIS), pp. 309-310."
"authors" => array:2 [
0 => array:3 [
"name" => "DUSSAIX Anne-Marie"
"bid" => "B00000172"
"slug" => "dussaix-anne-marie"
]
1 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => "Bulletin de l'Institut International de Statistique (Bulletin of the International Statistical Institute)"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "309-310"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "L'étude de la promotion des ventes constitue un sujet de recherche important en marketing à cause de l'importance des sommes investies et de l'émergence de nouvelles sources de données. La communication a pour but de présenter à un public de statisticiens les méthodes de collecte et d'analyse de ces données permettant d'analyser l'impact des promotions sur les ventes. Les limites de ces modèles et des solutions alternatives seront mises en évidence."
"en" => "Studying sales promotions represents an important research topic in marketing because of the amounts of money invested and the emergence of new sources of data. The aim of this paper is to present statisticians with these new sources of data and methods of analysis for studying the impact of promotions on sales. The limitations of the models and some solutions will be put forward."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
36 => Essec\Faculty\Model\Contribution {#2282
#_index: "academ_contributions"
#_id: "4379"
#_source: array:18 [
"id" => "4379"
"slug" => "analyse-econometrique-de-la-part-de-marche-en-france-des-voitures-neuves-a-moteur-diesel"
"yearMonth" => "2001-05"
"year" => "2001"
"title" => "Analyse économétrique de la part de marché en France des voitures neuves à moteur diesel"
"description" => "INDJEHAGOPIAN, J.P., JUAN, S. et LANTZ, F. (2001). Analyse économétrique de la part de marché en France des voitures neuves à moteur diesel. Dans: <i>Actes des XXXIIIèmes Journées de Statistique SFdS</i>. SFdS, Société Française de Statistique, pp. 446."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "JUAN S."
]
2 => array:1 [
"name" => "LANTZ F."
]
]
"ouvrage" => "Actes des XXXIIIèmes Journées de Statistique SFdS"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "446"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Les ventes de voitures neuves en France, équipées d'un moteur diesel, ont fortement progressé durant les vingt dernières années. La progression du diesel est pour une grande part attribuée au différentiel de prix entre l'essence et le gazole et à l'offre du diesel. L'objet de ce papier est de rechercher une relation d'équilibre à long terme entre le taux de diésélisation, le prix relatif entre les deux carburants et un indice d'offre de diesel par une analyse de co-intégration incorporant des évènements comme l'arrivée de la nouvelle technologie HDI et des nouvelles taxations. Aussi pour tenir compte de possibles changements de régime des tests de racine unité et de co-intégration ont été effectués."
"en" => "The diesel car sales in France have strongly increased over the last two decades. Most of this evolution is attributed to the taxes differences between gasoline and diesel oil and the supply of diesel cars. However, several events occur on the diesel car market during this period (announcement of diesel oil tax increases, new technology). To model the market over the last two decades, we have used sequential unit root tests allowing structural changes. Long-term relationship, with shifts in regime detected by cointegration tests taking structural breaks into consideration, is estimated."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
37 => Essec\Faculty\Model\Contribution {#2283
#_index: "academ_contributions"
#_id: "4384"
#_source: array:18 [
"id" => "4384"
"slug" => "apport-des-methodes-de-bootstrap-a-un-modele-de-translog-application-a-la-demande"
"yearMonth" => "2002-05"
"year" => "2002"
"title" => "Apport des méthodes de Bootstrap à un modèle de Translog. Application à la demande"
"description" => "BOURDON, M.B., INDJEHAGOPIAN, J.P. et LANTZ, F. (2002). Apport des méthodes de Bootstrap à un modèle de Translog. Application à la demande. Dans: <i>XXXIV Journées de Statistique (SFdS)</i>. SFdS, Société Française de Statistique, pp. 177-178."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "BOURDON M.B."
]
2 => array:1 [
"name" => "LANTZ F."
]
]
"ouvrage" => "XXXIV Journées de Statistique (SFdS)"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "177-178"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "On estime les postes de dépense d'énergie des ménages par un modèle translog pour analyser les substitutions entre les énergies consommées. On montre l'apport des procédures de bootstrap simple et double dans la construction d'intervalles de confiance pour les élasticités de substitution."
"en" => "We discuss the implementation of the double bootstrap procedure for the elasticities' substitution between different consumptions of residential energy in translog function."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
38 => Essec\Faculty\Model\Contribution {#2284
#_index: "academ_contributions"
#_id: "4543"
#_source: array:18 [
"id" => "4543"
"slug" => "dynamique-des-prix-sur-le-marche-des-fiouls-domestiques-en-europe"
"yearMonth" => "1998-06"
"year" => "1998"
"title" => "Dynamique des prix sur le marché des fiouls domestiques en Europe"
"description" => "INDJEHAGOPIAN, J.P., LANTZ, F. et SIMON, V. (1998). Dynamique des prix sur le marché des fiouls domestiques en Europe. Dans: <i>Colloque International : Marchés Financiers Emergents</i>. Financial Management Association (FMA)."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "LANTZ F."
]
2 => array:1 [
"name" => "SIMON V."
]
]
"ouvrage" => "Colloque International : Marchés Financiers Emergents"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Ce papier concerne le marché du fioul domestique allemand et français et cherche à établir des relations de long et court terme intégrant les prix allemand et français, le prix spot de Rotterdam et les taux de change DM/Dollar et FF/Dollar. Les modélisations économétriques de type VECM proposées incorporent d'éventuels changements de régime associés à la guerre du Golfe."
"en" => "In the European petroleum products markets, there is a strong evidence of links between the domestic consumer prices and the international spot prices of Rotterdam. In this paper, we study the German and French domestic fuel markets. The econometric methodology is based on the vector error correction models (VECM) which include the possibility of structural changes linked to the Gulf War."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
39 => Essec\Faculty\Model\Contribution {#2285
#_index: "academ_contributions"
#_id: "4595"
#_source: array:18 [
"id" => "4595"
"slug" => "exchange-rate-and-medium-distillates-distribution-margins"
"yearMonth" => "1998-09"
"year" => "1998"
"title" => "Exchange Rate and Medium Distillates Distribution Margins"
"description" => "INDJEHAGOPIAN, J.P., LANTZ, F. et SIMON, V. (1998). Exchange Rate and Medium Distillates Distribution Margins. Dans: <i>Modelling Energy Markets-LXIVème Colloque</i>. Applied Econometrics Association (AEA), pp. 183-194."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "LANTZ F."
]
2 => array:1 [
"name" => "SIMON V."
]
]
"ouvrage" => "Modelling Energy Markets-LXIVème Colloque"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => "183-194"
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Actes d'une conférence"
"en" => "Conference Proceedings"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Ce papier concerne le marché du fioul domestique allemand et français et cherche à établir des relations de long et court terme intégrant les prix allemand et français, le prix spot de Rotterdam et les taux de change DM/Dollar et FF/Dollar. Les modélisations économétriques de type VECM proposées incorporent d'éventuels changements de régime associés à la guerre du Golfe."
"en" => "In the European petroleum products markets, there is a strong evidence of links between the domestic consumer prices and the international spot prices of Rotterdam. In this paper, we study the German and French domestic fuel markets. The econometric methodology is based on the vector error correction models (VECM) which include the possibility of structural changes linked to the Gulf War."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
40 => Essec\Faculty\Model\Contribution {#2286
#_index: "academ_contributions"
#_id: "6693"
#_source: array:18 [
"id" => "6693"
"slug" => "mobil-telephone-traffic-forecasts"
"yearMonth" => "1998-03"
"year" => "1998"
"title" => "Mobil Telephone Traffic Forecasts"
"description" => "INDJEHAGOPIAN, J.P. et MACE, S. (1998). Mobil Telephone Traffic Forecasts."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MACE S."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "La société de téléphone mobile SFR met à la disposition des abonnés à son réseau un service ouvert 7 jours sur 7 pour répondre aux questions de ses abonnés (facturation, répondeur vocal ...). L'objet de l'étude consiste à prévoir le volume mensuel de communications adressées à ce service afin de déterminer le nombre optimal d'opérateurs en tenant compte d'un niveau de qualité fixé. Pour atteindre cet objectif, deux méthodes de prévision sont utilisées : le lissage de Holt-Winters et un modèle linéaire dynamique. Les performances prévisionnelles de ces deux techniques sont comparées."
"en" => "For its mobile telephone network, the SFR telephone company has set up a hot-line service which is open 7 days a week and the purpose of which is to field calls from subscribers with questions about network, invoice... The study carried out for the company seeks to build a system which will provide monthly forecasts of such traffic. We use two methods to meet the objective : Holt-Winters and a dynamic linear model. The accuracy of the forecasts of the two models are compared."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
41 => Essec\Faculty\Model\Contribution {#2287
#_index: "academ_contributions"
#_id: "6703"
#_source: array:18 [
"id" => "6703"
"slug" => "modelisation-arch-de-la-volatilite-des-marches-financiers"
"yearMonth" => "2002-03"
"year" => "2002"
"title" => "Modélisation ARCH de la volatilité des marchés financiers"
"description" => "INDJEHAGOPIAN, J.P. (2002). Modélisation ARCH de la volatilité des marchés financiers."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "On examine les spécifications ARCH disponibles sur les deux logiciels E-Views et RATS à partir de deux indices boursiers : le CAC 40 et le NASDAQ 100."
"en" => "We compare the properties of two software packages E-Views and RATS for the class of models ARCH which are very important in financial econometrics. The volatility of CAC 40 and NASDAQ Indexes are studied."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
42 => Essec\Faculty\Model\Contribution {#2288
#_index: "academ_contributions"
#_id: "6705"
#_source: array:18 [
"id" => "6705"
"slug" => "modelisation-des-indices-de-la-production-industrielle-francaise-a-partir-de-processus-autoregressifs-vectoriels-etude-de-la-causalite-et-de-la-propagation-de-chocs"
"yearMonth" => "1991-05"
"year" => "1991"
"title" => "Modélisation des indices de la production industrielle française à partir de processus autorégressifs vectoriels - Etude de la causalité et de la propagation de chocs"
"description" => "INDJEHAGOPIAN, J.P. et MOURAD, M. (1991). Modélisation des indices de la production industrielle française à partir de processus autorégressifs vectoriels - Etude de la causalité et de la propagation de chocs."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MOURAD M."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
43 => Essec\Faculty\Model\Contribution {#2289
#_index: "academ_contributions"
#_id: "6706"
#_source: array:18 [
"id" => "6706"
"slug" => "modelisation-du-trafic-aerien-en-utilisant-une-approche-lineaire-et-une-approche-par-reseaux-neuronaux"
"yearMonth" => "1997-05"
"year" => "1997"
"title" => "Modélisation du trafic aérien en utilisant une approche linéaire et une approche par réseaux neuronaux"
"description" => "INDJEHAGOPIAN, J.P. et MACE, S. (1997). Modélisation du trafic aérien en utilisant une approche linéaire et une approche par réseaux neuronaux."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MACE S."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Une modélisation du trafic aérien mensuel Paris-Nantes perturbé par l'arrivée du TGV est proposée à partir de la classe des modèles SARIMA avec fonction d'intervention incorporant les "outliers" de type AO, IO, LS et TC. On vérifie l'existence de non-linéarité sur la série trafic perturbé par le TGV à partir des tests RESET, Keenan, Tsay, Lee, White et Granger et McLeod-Li. Une modélisation du trafic est aussi proposée par un réseau neuronal. On compare ensuite les deux types de modélisation sur le plan prévisionnel."
"en" => "This paper examines the monthly predictions of aircraft traffic between Paris and Nantes. This time series is contaminated with outliers due to the influence of the arrival of the atlantic high speed train (call TGV in French). Standard ARIMA modelling techniques, intervention analysis and neural networks are used. To detect some non linearity of time serie, we perform Keenan, Tsay, McLeod-Li, Lee, White-Granger and RESET tests. We eventually compare the forecast from different models."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
44 => Essec\Faculty\Model\Contribution {#2290
#_index: "academ_contributions"
#_id: "6708"
#_source: array:18 [
"id" => "6708"
"slug" => "modelling-of-the-impact-of-the-arrival-of-a-new-means-of-transport-which-is-a-rival-to-the-plane"
"yearMonth" => "1995-07"
"year" => "1995"
"title" => "Modelling of the Impact of the Arrival of a New Means of Transport which is a Rival to the Plane"
"description" => "INDJEHAGOPIAN, J.P. et MACE, S. (1995). Modelling of the Impact of the Arrival of a New Means of Transport which is a Rival to the Plane."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MACE S."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Dans cette communication, on modélise l'impact de l'arrivée du TGV sur le trafic aérien entre Paris et Nantes. Dans une première partie, on modélise le trafic aérien mensuel à partir de l'analyse d'intervention et des données aberrantes de type AO, IO, LS ET TC. Enfin, on effectue une modélisation de ce trafic à partir d'un modèle d'autorégression vectoriel incorporant le trafic SNCF et on effectue des analyses de chocs."
"en" => "The purpose of this paper is to model the impact of the high speed train's arrival on the aircraft traffic. We first model the aircraft traffic series by an intervention function. The arrival of the high speed train is considered as an innovational outlier. Then, we model both series with an autoregressive vector (VAR)."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
45 => Essec\Faculty\Model\Contribution {#2291
#_index: "academ_contributions"
#_id: "6723"
#_source: array:18 [
"id" => "6723"
"slug" => "multiple-structural-break-change-and-energy-forecasts-application-to-diesel-cars-equipment-in-france"
"yearMonth" => "2011-06"
"year" => "2011"
"title" => "Multiple Structural Break Change and Energy Forecasts: Application to Diesel Cars Equipment in France"
"description" => "INDJEHAGOPIAN, J.P., LANTZ, F. et SENTENAC-CHEMIN, E. (2011). Multiple Structural Break Change and Energy Forecasts: Application to Diesel Cars Equipment in France. Dans: 31st International Symposium on Forecasting."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "LANTZ F."
]
2 => array:1 [
"name" => "SENTENAC-CHEMIN E."
]
]
"ouvrage" => "31st International Symposium on Forecasting"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => """
Diesel oil consumption has rapidly grown in Europe during the last decades up to 202 million tons in 2008. This increase is mainly attributed to the growing transport needs of trucks, and to the switch between gasoline and diesel cars. Nowadays most of the passenger car sales are diesel cars. This increasing share of diesel engines for passenger cars could be associated with the evolution of the household income, the spread between gasoline and gas oil prices, and with the performance of the diesel engine with regard to fuel consumption.\n
In this context, we have built an econometric cointegration model in order to establish a long-term equilibrium between the diesel car share and the GDP, the price spread and the engine fuel consumption in France. We use quarterly data from 1985-Q1 to 2008-Q3.\n
The classical Chow test and cusum tests point out several structural break dates over the sample. When we carry out the unit root test with structural break, some of these dates are significant.\n
Consequently, we apply the Bai and Perron (1998, 2003) procedures to test for multiple break points and the recent Kerjrival and Perron (2008) developments for cointegration models. We compare the different test procedures and establish a long-term equilibrium for the diesel car share with a decreasing impact of the price spread and an increasing effect engine performance. We analyze the consequences of these structural breaks on the long term energy demand forecast in the case of diesel oil.
"""
"en" => """
Diesel oil consumption has rapidly grown in Europe during the last decades up to 202 million tons in 2008. This increase is mainly attributed to the growing transport needs of trucks, and to the switch between gasoline and diesel cars. Nowadays most of the passenger car sales are diesel cars. This increasing share of diesel engines for passenger cars could be associated with the evolution of the household income, the spread between gasoline and gas oil prices, and with the performance of the diesel engine with regard to fuel consumption.\n
In this context, we have built an econometric cointegration model in order to establish a long-term equilibrium between the diesel car share and the GDP, the price spread and the engine fuel consumption in France. We use quarterly data from 1985-Q1 to 2008-Q3.\n
The classical Chow test and cusum tests point out several structural break dates over the sample. When we carry out the unit root test with structural break, some of these dates are significant.\n
Consequently, we apply the Bai and Perron (1998, 2003) procedures to test for multiple break points and the recent Kerjrival and Perron (2008) developments for cointegration models. We compare the different test procedures and establish a long-term equilibrium for the diesel car share with a decreasing impact of the price spread and an increasing effect engine performance. We analyze the consequences of these structural breaks on the long term energy demand forecast in the case of diesel oil.
"""
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
46 => Essec\Faculty\Model\Contribution {#2292
#_index: "academ_contributions"
#_id: "6759"
#_source: array:18 [
"id" => "6759"
"slug" => "oil-price-volatility-does-it-matter-who-trades"
"yearMonth" => "2003-09"
"year" => "2003"
"title" => "Oil Price Volatility: Does It Matter Who Trades?"
"description" => "IOANNIDIS, C., LANTZ, F. et INDJEHAGOPIAN, J.P. (2003). Oil Price Volatility: Does It Matter Who Trades?"
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "IOANNIDIS C."
]
2 => array:1 [
"name" => "LANTZ F."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "On étudie l'évolution de la volatilité sur le marché à terme des cotations du pétrole à partir d'une modélisation VAR à changement de régime markovien."
"en" => "This paper is concerned with the evolution of volatility of the term structure in oil market futures. We estimate a regime-switching model to describe the term structure of oil."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
47 => Essec\Faculty\Model\Contribution {#2293
#_index: "academ_contributions"
#_id: "7249"
#_source: array:18 [
"id" => "7249"
"slug" => "tests-de-cointegration-avec-rupture-application-a-lanalyse-de-la-formation-des-cours-mondiaux-des-produits-energetiques"
"yearMonth" => "1999-05"
"year" => "1999"
"title" => "Tests de cointégration avec rupture : application à l'analyse de la formation des cours mondiaux des produits énergétiques"
"description" => "INDJEHAGOPIAN, J.P., LANTZ, F. et SIMON, V. (1999). Tests de cointégration avec rupture : application à l'analyse de la formation des cours mondiaux des produits énergétiques."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "LANTZ F."
]
2 => array:1 [
"name" => "SIMON V."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "On présente les tests récents de détection de racine unité et ce cointégration avec changement de régime. Ces tests sont utilisés dans le cadre du marché du fioul domestique allemand et français."
"en" => "This paper is a survey for new tests for unit root and cointegration which allow for the possibility of regime shifts. We used these tests to study the German and French heating oil market."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
48 => Essec\Faculty\Model\Contribution {#2294
#_index: "academ_contributions"
#_id: "7299"
#_source: array:18 [
"id" => "7299"
"slug" => "the-dynamics-of-biodiesel-prices-in-europe-according-to-rapeseed-grain-and-oil-prices"
"yearMonth" => "2017-02"
"year" => "2017"
"title" => "The Dynamics of Biodiesel Prices in Europe According to Rapeseed Grain and Oil Prices"
"description" => "DECLERCK, F., LANTZ, F. et INDJEHAGOPIAN, J.P. (2017). The Dynamics of Biodiesel Prices in Europe According to Rapeseed Grain and Oil Prices. Dans: 11th International European Forum on System Dynamics and Innovation in Foods Networks."
"authors" => array:3 [
0 => array:3 [
"name" => "DECLERCK Francis"
"bid" => "B00000143"
"slug" => "declerck-francis"
]
1 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
2 => array:1 [
"name" => "LANTZ F."
]
]
"ouvrage" => "11th International European Forum on System Dynamics and Innovation in Foods Networks"
"keywords" => []
"updatedAt" => "2021-09-24 10:33:27"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
49 => Essec\Faculty\Model\Contribution {#2295
#_index: "academ_contributions"
#_id: "7553"
#_source: array:18 [
"id" => "7553"
"slug" => "une-etude-de-cas-les-modeles-arch"
"yearMonth" => "1997-01"
"year" => "1997"
"title" => "Une étude de cas : les modèles ARCH."
"description" => "INDJEHAGOPIAN, J.P. (1997). Une étude de cas : les modèles ARCH."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Cette présentation a pour objectif de montrer comment, sur le plan épistémologique, on a vu l'émergence des modèles autorégressifs conditionnellement hétéroscédastiques (ARCH). Les principales propriétés de ces modèles de type ARCH sont présentées."
"en" => "Cette présentation a pour objectif de montrer comment, sur le plan épistémologique, on a vu l'émergence des modèles autorégressifs conditionnellement hétéroscédastiques (ARCH). Les principales propriétés de ces modèles de type ARCH sont présentées."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
50 => Essec\Faculty\Model\Contribution {#2296
#_index: "academ_contributions"
#_id: "7937"
#_source: array:18 [
"id" => "7937"
"slug" => "causality-and-shock-analysis-in-the-french-industrial-sector"
"yearMonth" => "1993-02"
"year" => "1993"
"title" => "Causality and Shock Analysis in the French Industrial Sector"
"description" => "INDJEHAGOPIAN, J.P. et MOURAD, M. (1993). <i>Causality and Shock Analysis in the French Industrial Sector</i>. ESSEC Business School."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MOURAD M."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "L'objet de ce papier est de présenter une modélisation des sept principaux indices mensuels de la production industrielle française à partir d'une approche empirique basée sur les données. Cette modélisation utilise l'analyse de causalité au sens de Granger et les autorégressions vectorielles. Les tests statistiques classiques de restriction sont utilisés pour détecter la non-causalité en relation avec le critère FPE d'Akaike."
"en" => "This article illustrates the causal relationships according to Granger between the seven French monthly industrial production variables uncorrected for seasonal variations. Dickey-Fuller's tests are used to decide the stationarity of all the variables. The series considered in a wide sense as stationary are analyzed and modelled within an autoregressive vectorial (VAR) model constructed step by step. The infinite moving average (MA) representations of this VAR with orthogonalized innovations is made in order to analyze for each component of the time series vector its sensitivity if shocks take place on its multiple causal variables. Finally for each component in the system VAR we constructed the equation of the variance decomposition for the different horizons."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
51 => Essec\Faculty\Model\Contribution {#2297
#_index: "academ_contributions"
#_id: "7951"
#_source: array:18 [
"id" => "7951"
"slug" => "comparaison-des-criteres-aic-fpe-bic-et-hq-pour-estimer-lordre-dun-processus-vectoriel-autoregressif-application-a-la-production-industrielle-francaise"
"yearMonth" => "1989-01"
"year" => "1989"
"title" => "Comparaison des critères AIC, FPE, BIC et HQ pour estimer l'ordre d'un processus vectoriel autorégressif. Application à la production industrielle française"
"description" => "INDJEHAGOPIAN, J.P. et MOURAD, M. (1989). <i>Comparaison des critères AIC, FPE, BIC et HQ pour estimer l'ordre d'un processus vectoriel autorégressif. Application à la production industrielle française</i>. ESSEC Business School."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MOURAD M."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
52 => Essec\Faculty\Model\Contribution {#2298
#_index: "academ_contributions"
#_id: "8000"
#_source: array:18 [
"id" => "8000"
"slug" => "dynamique-des-prix-sur-le-marche-des-fiouls-domestiques-en-europe"
"yearMonth" => "1998-07"
"year" => "1998"
"title" => "Dynamique des prix sur le marché des fiouls domestiques en Europe"
"description" => "INDJEHAGOPIAN, J.P., LANTZ, F. et SIMON, V. (1998). <i>Dynamique des prix sur le marché des fiouls domestiques en Europe</i>. ESSEC Business School."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "LANTZ F."
]
2 => array:1 [
"name" => "SIMON V."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Ce papier concerne le marché du fioul domestique allemand et français et cherche à établir des relations de long et court terme intégrant les prix allemand et français, le prix spot de Rotterdam et les taux de change DM/Dollar et FF/Dollar. Les modélisations économétriques de type VECM proposées incorporent d'éventuels changements de régime associés à la guerre du Golfe."
"en" => "In the European petroleum products markets, there is a strong evidence of links between the domestic consumer prices and the international spot prices of Rotterdam. In this paper, we study the German and French domestic fuel markets. The econometric methodology is based on the vector error correction models (VECM) which include the possibility of structural changes linked to the Gulf War."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
53 => Essec\Faculty\Model\Contribution {#2299
#_index: "academ_contributions"
#_id: "8024"
#_source: array:18 [
"id" => "8024"
"slug" => "etude-comparative-de-mesures-dimpact-de-promotion-des-ventes"
"yearMonth" => "1994-07"
"year" => "1994"
"title" => "Etude comparative de mesures d'impact de promotion des ventes"
"description" => "INDJEHAGOPIAN, J.P. et MACE, S. (1994). <i>Etude comparative de mesures d'impact de promotion des ventes</i>. ESSEC Business School."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "MACE S."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Mesurer l'impact d'une promotion sur les ventes d'un produit et analyser l'effet au cours du temps sont des tâches importantes pour un responsable de produit. Cet article applique et compare trois approches statistiques pour mesurer l'impact de promotions (ou d'actions marketing) sur les ventes de deux produits. La première approche proposée par le logiciel FuturMaster consiste à estimer les ventes que l'on aurait dû observer s'il n'y avait pas eu de promotions à l'aide du modèle de lissage exponentiel de Holt-Winters. La seconde approche utilise une extension du modèle de Holt-Winters permettant la prise en compte d'évènements marketing. A chaque type d'actions marketing, par exemple des promotions de type réduction de prix, il est associé un index de promotion. Cette approche est celle utilisée par le logiciel Forecast pro XE. La troisième démarche consiste à modéliser la série des ventes, contaminées par des données atypiques dites "outliers" provenant d'actions marketing, à partir de modèles ARIMA et des fonctions d'intervention. La procédure utilisée pour détecter et caractériser le type "d'outliers" est celle proposée par le logiciel SCA. Les données analysées portent sur des consommations mensuelles de jus d'orange et de biscuits apéritifs soumises à des actions promotionnelles."
"en" => "Measuring the impact of a sales promotion campaign and analysing the ensuing results over a period of time represents a critical task for a product manager. This paper applies and compares three statistical approaches which assess the impact of promotions or marketing events on the sales of a product. The first approach is based on Winter's method with an iterative technique to estimate a baseline. The second approach uses an extension of Winter's exponential smoothing model which takes marketing events into account. Each sort of marketing event, a promotion or price reduction, for example, is linked to an index. Winter's model includes a promotion index adjustment equation for each sort of promotion. Each equation is updated whenever the same sort of promotion occurs. This approach is suggested by Goodrich (1994). The third modelisation consists in modelling time series of sales contaminated with outliers due to the influence of marketing events from ARIMA models and intervention analysis. The procedure used to identify and describe AO (additive outlier), IO (innovation outlier), LS (level shift) and TC (temporary change) is the one suggested by Chang et al (1988) and Chen and Liu (1993). The data analysed concerns monthly consumption of orange juice and savoury cocktail biscuits which have been the object of promotion campaigns."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
54 => Essec\Faculty\Model\Contribution {#2300
#_index: "academ_contributions"
#_id: "8025"
#_source: array:18 [
"id" => "8025"
"slug" => "etude-de-limpact-des-promotions-sur-les-ventes-methodes-de-collecte-des-donnees-et-methodes-danalyse-statistique"
"yearMonth" => "1996-02"
"year" => "1996"
"title" => "Etude de l'impact des promotions sur les ventes : méthodes de collecte des données et méthodes d'analyse statistique"
"description" => "DUSSAIX, A.M. et INDJEHAGOPIAN, J.P. (1996). <i>Etude de l'impact des promotions sur les ventes : méthodes de collecte des données et méthodes d'analyse statistique</i>. ESSEC Business School."
"authors" => array:2 [
0 => array:3 [
"name" => "DUSSAIX Anne-Marie"
"bid" => "B00000172"
"slug" => "dussaix-anne-marie"
]
1 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "La mesure de l'impact des promotions sur les ventes est un travail indispensable pour les professionnels. C'est aussi un thème de recherche important pour les chercheurs en marketing. Deux points sont abordés dans cette communication : la collecte d'informations de plus en plus volumineuse en vue des traitements statistiques des données et les limites des modèles statistiques classiquement utilisés (séries temporelles, régression, modèle logit) pour mesurer l'impact de promotions. Ce document de recherche résulte d'une communication préparée par les auteurs pour le 50e congrès de l'Institut International de Statistique qui s'est tenu à Pékin (Chine) du 21 au 29 août 1995. Cette communication avait comme objectif de présenter à un public de statisticiens l'intérêt du problème, la richesse des données collectées, le challenge que représente pour les statisticiens cette masse d'informations, et de susciter ainsi des réflexions et des recherches."
"en" => "Studying sales promotions represents an extremely important research topic for both researchers and business professionals for the following reasons : - the amount of money invested in this field of study every year, - the emergence of new sources of data which add to or replace those which already exist. In France today, existing data comes from four sources : - consumer panels, - retailer panels, - test areas, where sales are recorded at outlets in a given area, thereby providing information about sales and the characteristics of a sample of consumers, - ad hoc experimentation. Further information from check-out counters at the time of purchase is also available to retailers. Collecting, managing and analysing the huge amounts of data available has become a big challenge for statisticians. Traditional statistical methods used to analyse the impact of promotions are : - time series analysis (using weekly sales data from outlets to study the effect of promotions on sales), - the linear regression model (which studies the effect on sales of different types of promotions and the activities of competing brands), - the logit model (brand choice models). In this paper, we set out to demonstrate the limitations of these traditional models and to put forward solutions to improve the models."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
55 => Essec\Faculty\Model\Contribution {#2301
#_index: "academ_contributions"
#_id: "8033"
#_source: array:18 [
"id" => "8033"
"slug" => "exchange-rate-and-medium-distillates-distribution-margins"
"yearMonth" => "1998-07"
"year" => "1998"
"title" => "Exchange Rate and Medium Distillates Distribution Margins"
"description" => "INDJEHAGOPIAN, J.P., LANTZ, F. et SIMON, V. (1998). <i>Exchange Rate and Medium Distillates Distribution Margins</i>. ESSEC Business School."
"authors" => array:3 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "LANTZ F."
]
2 => array:1 [
"name" => "SIMON V."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "Ce papier concerne le marché du fioul domestique allemand et français et cherche à établir des relations de long et court terme intégrant les prix allemand et français, le prix spot de Rotterdam et les taux de change DM/Dollar et FF/Dollar. Les modélisations économétriques de type VECM proposées incorporent d'éventuels changements de régime associés à la guerre du Golfe."
"en" => "In the European petroleum products markets, there is a strong evidence of links between the domestic consumer prices and the international spot prices of Rotterdam. In this paper, we study the German and French domestic fuel markets. The econometric methodology is based on the vector error correction models (VECM) which include the possibility of structural changes linked to the Gulf War."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
56 => Essec\Faculty\Model\Contribution {#2302
#_index: "academ_contributions"
#_id: "7905"
#_source: array:18 [
"id" => "7905"
"slug" => "analyse-theorique-du-timeless-rank-calcule-par-value-line"
"yearMonth" => "1987-07"
"year" => "1987"
"title" => "Analyse théorique du "Timeless Rank" calculé par Value Line"
"description" => "INDJEHAGOPIAN, J.P., BERTUCAT, V., CHARPENTIER, E., DIEUDONNE, O. et RENARD, F. (1987). <i>Analyse théorique du "Timeless Rank" calculé par Value Line</i>. ESSEC Business School."
"authors" => array:5 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
]
1 => array:1 [
"name" => "BERTUCAT V."
]
2 => array:1 [
"name" => "CHARPENTIER E."
]
3 => array:1 [
"name" => "DIEUDONNE O."
]
4 => array:1 [
"name" => "RENARD F."
]
]
"ouvrage" => ""
"keywords" => []
"updatedAt" => "2020-12-17 21:00:33"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Documents de travail"
"en" => "Working Papers"
]
"support_type" => array:2 [
"fr" => "Editeur"
"en" => "Publisher"
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => null
"en" => null
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
"en" => "Information Systems, Data Analytics and Operations"
]
"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
+"_type": "_doc"
+"_score": 5.356875
+"parent": null
}
57 => Essec\Faculty\Model\Contribution {#2303
#_index: "academ_contributions"
#_id: "8170"
#_source: array:18 [
"id" => "8170"
"slug" => "le-modele-de-regression-et-son-application-en-prevision"
"yearMonth" => "1986-01"
"year" => "1986"
"title" => "Le modèle de régression et son application en prévision"
"description" => "INDJEHAGOPIAN, J.P. (1986). <i>Le modèle de régression et son application en prévision</i>. ESSEC Business School."
"authors" => array:1 [
0 => array:3 [
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58 => Essec\Faculty\Model\Contribution {#2304
#_index: "academ_contributions"
#_id: "8270"
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"slug" => "modelisation-var-de-la-production-industrielle-francaise-avec-effets-arch"
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"year" => "1989"
"title" => "Modélisation VAR de la production industrielle française avec effets ARCH"
"description" => "INDJEHAGOPIAN, J.P. (1989). <i>Modélisation VAR de la production industrielle française avec effets ARCH</i>. ESSEC Business School."
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59 => Essec\Faculty\Model\Contribution {#2305
#_index: "academ_contributions"
#_id: "8272"
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"slug" => "modelling-the-french-macro-economic-series-with-var-processes"
"yearMonth" => "1988-01"
"year" => "1988"
"title" => "Modelling the French Macro Economic Series with VAR Processes"
"description" => "INDJEHAGOPIAN, J.P. et MOURAD, M. (1988). <i>Modelling the French Macro Economic Series with VAR Processes</i>. ESSEC Business School."
"authors" => array:2 [
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"name" => "INDJEHAGOPIAN Jean-Pierre"
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1 => array:1 [
"name" => "MOURAD M."
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"abstract" => array:2 [
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"indexedAt" => "2024-12-27T07:21:49.000Z"
]
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}
60 => Essec\Faculty\Model\Contribution {#2306
#_index: "academ_contributions"
#_id: "8436"
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"id" => "8436"
"slug" => "tests-de-causalite-par-decomposition-de-frequences-application-a-un-marche-financier"
"yearMonth" => "1987-07"
"year" => "1987"
"title" => "Tests de causalité par décomposition de fréquences : application à un marché financier"
"description" => "INDJEHAGOPIAN, J.P. (1987). <i>Tests de causalité par décomposition de fréquences : application à un marché financier</i>. ESSEC Business School."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
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"countries" => array:2 [
"fr" => null
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"abstract" => array:2 [
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"indexedAt" => "2024-12-27T07:21:49.000Z"
]
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}
61 => Essec\Faculty\Model\Contribution {#2307
#_index: "academ_contributions"
#_id: "8437"
#_source: array:18 [
"id" => "8437"
"slug" => "tests-sur-le-marche-financier-francais-de-la-methode-value-line"
"yearMonth" => "1987-10"
"year" => "1987"
"title" => "Tests sur le marché financier français de la méthode Value Line"
"description" => "INDJEHAGOPIAN, J.P. et DIEUDONNE, O. (1987). <i>Tests sur le marché financier français de la méthode Value Line</i>. ESSEC Business School."
"authors" => array:2 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
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1 => array:1 [
"name" => "DIEUDONNE O."
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62 => Essec\Faculty\Model\Contribution {#2308
#_index: "academ_contributions"
#_id: "8491"
#_source: array:18 [
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"slug" => "trois-tests-de-causalite-test-direct-de-granger-et-deux-versions-du-test-de-sims-modifie"
"yearMonth" => "1986-05"
"year" => "1986"
"title" => "Trois tests de causalité : test direct de Granger et deux versions du test de Sims modifié"
"description" => "INDJEHAGOPIAN, J.P. (1986). <i>Trois tests de causalité : test direct de Granger et deux versions du test de Sims modifié</i>. ESSEC Business School."
"authors" => array:1 [
0 => array:3 [
"name" => "INDJEHAGOPIAN Jean-Pierre"
"bid" => "B00000258"
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"abstract" => array:2 [
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"indexedAt" => "2024-12-27T07:21:49.000Z"
]
+lang: "en"
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}
63 => Essec\Faculty\Model\Contribution {#2309
#_index: "academ_contributions"
#_id: "3315"
#_source: array:18 [
"id" => "3315"
"slug" => "statistique-pour-la-gestion"
"yearMonth" => "1991-02"
"year" => "1991"
"title" => "Statistique pour la gestion"
"description" => "DUSSAIX, A.M. et INDJEHAGOPIAN, J.P. (1991). <i>Statistique pour la gestion</i>. Éditions d'Organisation, 36 pages."
"authors" => array:2 [
0 => array:3 [
"name" => "DUSSAIX Anne-Marie"
"bid" => "B00000172"
"slug" => "dussaix-anne-marie"
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1 => array:3 [
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"bid" => "B00000258"
"slug" => "indjehagopian-jean-pierre"
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"keywords" => []
"updatedAt" => "2021-09-06 14:06:32"
"publicationUrl" => null
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"fr" => "Livres"
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"countries" => array:2 [
"fr" => null
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"fr" => "Ce memento rassemble les principales tables statistiques utilisées pour la gestion ainsi qu'un aide-mémoire de méthodes statistiques (estimation et tests, régression)."
"en" => "This book contains the main statistical tables used for management purposes, as well as a memorandum on statistical methods (estimation and tests, regression)."
]
"authors_fields" => array:2 [
"fr" => "Systèmes d'Information, Data Analytics et Opérations"
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"indexedAt" => "2024-12-27T07:21:49.000Z"
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64 => Essec\Faculty\Model\Contribution {#2310
#_index: "academ_contributions"
#_id: "12054"
#_source: array:18 [
"id" => "12054"
"slug" => "dynamics-of-biofuel-prices-on-the-european-market-impact-of-the-eu-environmental-policy-on-the-resources-markets"
"yearMonth" => "2020-02"
"year" => "2020"
"title" => "Dynamics of Biofuel Prices on the European Market: Impact of the EU Environmental Policy on the Resources Markets"
"description" => "DECLERCK, F., INDJEHAGOPIAN, J.P. et LANTZ, F. (2020). <i>Dynamics of Biofuel Prices on the European Market: Impact of the EU Environmental Policy on the Resources Markets</i>. 2003, ESSEC Business School Research Center."
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"fr" => "This paper aims at explaining the major drivers of biodiesel market prices by examining agricultural resource prices and gasoil prices for automotive fuels in the context of the EU environmental policy. The EU policy has enhanced biodiesel production since 2006. Biodiesel prices are impacted by the EU policy as well as rapeseed and oil prices which have fluctuated a lot over the last decade. An econometric analysis was performed using monthly data from November 2006 to January 2016. However, tests for structural breaks show several changes in price behavior. This leads us to estimate a regime-switching model which reveals two main regimes for the biodiesel price pattern. When oil prices are high, biodiesel, rapeseed and diesel oil prices are related, mainly driven by oil prices. When oil prices are low, biodiesel prices are mostly related to rapeseed prices according to EU regulations requiring the blending of biodiesel and gasoil."
"en" => "This paper aims at explaining the major drivers of biodiesel market prices by examining agricultural resource prices and gasoil prices for automotive fuels in the context of the EU environmental policy. The EU policy has enhanced biodiesel production since 2006. Biodiesel prices are impacted by the EU policy as well as rapeseed and oil prices which have fluctuated a lot over the last decade. An econometric analysis was performed using monthly data from November 2006 to January 2016. However, tests for structural breaks show several changes in price behavior. This leads us to estimate a regime-switching model which reveals two main regimes for the biodiesel price pattern. When oil prices are high, biodiesel, rapeseed and diesel oil prices are related, mainly driven by oil prices. When oil prices are low, biodiesel prices are mostly related to rapeseed prices according to EU regulations requiring the blending of biodiesel and gasoil."
]
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65 => Essec\Faculty\Model\Contribution {#2311
#_index: "academ_contributions"
#_id: "13148"
#_source: array:18 [
"id" => "13148"
"slug" => "dynamics-of-biofuel-prices-on-the-european-market-the-impact-of-eu-environmental-policy-on-resources-markets"
"yearMonth" => "2022-03"
"year" => "2022"
"title" => "Dynamics of biofuel prices on the European market: the impact of EU environmental policy on resources markets."
"description" => "DECLERCK, F., INDJEHAGOPIAN, J.P. et LANTZ, F. (2022). Dynamics of biofuel prices on the European market: the impact of EU environmental policy on resources markets. <i>Journal of Energy Markets</i>, 15(1), pp. 19-45."
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1 => "policy"
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"fr" => "Cet article vise à expliquer les principaux moteurs des prix du marché du biodiesel en examinant les prix des ressources agricoles et les prix du gasoil pour les carburants automobiles dans le contexte de la politique environnementale de l'UE. Une analyse économétrique a été effectuée sur des données mensuelles de novembre 2006 à janvier 2016. Cependant, les tests de ruptures structurelles montrent plusieurs changements dans le comportement des prix. Cela nous amène à estimer un modèle de changement de régime qui révèle deux régimes principaux pour la structure des prix du biodiesel. Lorsque les prix du pétrole sont élevés, les prix du biodiesel, du colza et du gazole sont liés, principalement tirés par les prix du pétrole. Lorsque les prix du pétrole sont bas, les prix du biodiesel sont principalement liés aux prix du colza, conformément aux réglementations de l'UE exigeant le mélange de biodiesel et de gasoil."
"en" => "This paper aims at explaining the major drivers of biodiesel market prices by examining agricultural resource prices and gasoil prices for automotive fuels in the context of the EU environmental policy. An econometric analysis was performed using monthly data from November 2006 to January 2016. However, tests for structural breaks show several changes in price behavior. This leads us to estimate a regime-switching model which reveals two main regimes for the biodiesel price pattern. When oil prices are high, biodiesel, rapeseed and diesel oil prices are related, mainly driven by oil prices. When oil prices are low, biodiesel prices are mostly related to rapeseed prices according to EU regulations requiring the blending of biodiesel and gasoil."
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