Andrea RONCORONI

Professor
department: Finance
Campus de Cergy
+33 (0)1 34 43 32 39
Energy & commodity markets and industries – Risk Modelling & Actuarial Science – Financial Markets & Institutions
Biography

Certificates

  • 2006: International Teachers Program (International Institute for Management Development (IMD) Switzerland)

Diplomas

  • 2002: Ph.D. in Finance (Université Paris-Dauphine, PSL France)
  • 1999: Ph.D. in Applied Mathematics (Università degli Studi di Trieste Italy)
  • 1998: MS in Mathematics (Courant Institute of Mathematical Sciences, New York University United States of America)
  • 1996: BS. in Economics (Università Bocconi Italy)
Career
Other Academic Appointments
    • 2016 – Now : Chairman, Commodity & Energy Markets Association (CEMA) (Commodity and Energy Markets Association (CEMA) Germany)
    • 2015 – 2024 : Director, Bocconi-ESSEC Double Degree in Management (Milan-Paris-Mumbai-Singapore) (ESSEC Business School France)
Full-time academic appointments
    • 2010 – Now : Professor (ESSEC Business School France)
    • 2006 – 2010 : Associate Professor (ESSEC Business School France)
    • 2001 – 2006 : Assistant Professor (ESSEC Business School France)
Other appointments
    • 2005 – Now : Director, Energy and Commodity Finance Research Center (ESSEC Business School France)

Journal articles

Book chapters

Presentations at an Academic or Professional conference

Thesis co-director

  • 2013 – 2017 : Financial markets, political variables and extreme events (ESSEC Business School France)
Research activities
  • Organization of a conference or a seminar
    • 2023 – 2023: Co-Organizer of the Commodity and Energy Markets Association Annual Conference (CEMA 2023) (Commodity and Energy Markets Association (CEMA) Germany)
    • 2022 – 2022: Organizer of the 2022 Annual Meeting of the Commodity & Energy Markets Association (CEMA 2022) (University of Illinois United States of America)
  • Editorial Board Membership
    • 2017 – Now: Editorial board membership – Applied Mathematical Finance
    • 2016 – Now: Editorial board membership – Global Commodities Applied Research Digest
    • 2016 – Now: Editorial board membership – Journal of Commodity Markets
    • 2008 – Now: Editorial board membership – Journal of Energy Markets
  • Reviewer for a journal
    • Reviewer for Energy Economics; Energy Journal; European Journal of Operational Research; Journal of Banking & Finance; Journal of Business and Economic Statistics; Management Science; Mathematical Finance; Operations Research; Quantitative Finance; Review of Finance (ex European Finance Review); Review of Financial Studies
Professional activities
  • Consulting
    • 2009 – Now: Professional Advisory for Central Bank of France
Theses
  • 2011 : Id Brik Rachid , Thesis director, Risk Modelling in Commodity Markets: Theory and Applications
  • 2019 : Lecesne Lionel (Université Paris-Seine), Thesis director, Three Essays on the Implications of Market Liquidity Frictions for Portfolio Risk and Performance Management
  • 2013 : PAGLIARDI G. (ESSEC Business School), Thesis co-director, Financial markets, political variables and extreme events
  • 2011 : Pantoja Javier , Thesis director, Three Essays on Risk Management in Electricity Markerts