Yao Axel Ehouman

Yao Axel Ehouman

Teaching and Research Fellow in Economics

EconomiX Laboratory / University Paris Nanterre

Biography

Hi, welcome to my webpage. I am an economist, specialized in applied econometrics to international macroeconomics, financial economics, and Energy. I also take an interest in monetary economics and development matters.

I completed my PhD in Economics from the University Paris Nanterre in 2020 and serve as a Teaching and Research fellow (ATER) in the Department of Economics, Management, Mathematics, and Computer Science of the University Paris Nanterre.

My PhD thesis focused on the links between fluctuations in oil prices and financial vulnerabilities.

Download my CV.

Interests
  • Applied Econometrics (financial econometrics, panel data, time series, spatial data)
  • Energy
  • Financial Economics
  • International Macroeconomics
  • Monetary Economics
  • Development
Education

  • Ph.D. in Economics, 2020

    University Paris Nanterre

  • MSc in International Economics, Macroeconomic Policies, and Conjuncture, 2017

    University Paris Nanterre

Published papers

Yao Axel Ehouman (2021). Dependence structure between oil price volatility and sovereign credit risk of oil exporters ":" Evidence using a Copula Approach. International Economics 168, (76-97).

Cite DOI

Yao Axel Ehouman (2020). Volatility transmission between oil prices and banks' stock prices as a new source of instability ":" lessons from the United States experience. Economic Modelling 91, (198-217).

Cite DOI

Working papers

Do oil-market shocks drive global liquidity?
Dec 1, 2020
Dependence structure between oil price volatility and sovereign credit risk of oil exporters ":" Evidence using a Copula Approach
Nov 1, 2020
Volatility transmission between oil prices and banks' stock prices as a new source of instability ":" Lessons from the US Experience
Jan 1, 2019

Work in progress

  • Determinants of capital flows in the eurozone : A common factor approach, with Florian Morvillier

  • Infrastructure and capital flows dynamic : A non-linear perspective, with Florian Morvillier

  • Roads and the Real Exchange Rate : Evidence from Sub Saharan Africa, with Florian Morvillier

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