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Vincent BRÉMOND

Vélizy-Villacoublay

En résumé

Vincent Brémond
2003-2005 : Deug d'économie et gestion Mention Assez Bien Université Paris XII
2005-2006 : Licence de sciences économiques Mention Assez Bien
Université Paris XII
2006-2007 : Master 1 d'expertise quantitative et expertise internationale Université Paris XII
2007-2008 : Master 2 Economie internationale, politique macroéconomique et conjoncture Université Paris X. Mention Bien
2009-2012 : Doctorat en Sciences Economiques. Université Paris X/ IFP Energies Nouvelles

Mes compétences :
Économétrie
Economie de l'énergie

Entreprises

  • Altran France - Consultant Ingénieur

    Vélizy-Villacoublay 2015 - maintenant
  • Total Oil Trading SA - Analyste de Marché

    COURBEVOIE 2013 - 2014 -Développement de modèles d'équilibres offre/demande de produits pétroliers au niveau mondial. Utilisation du logiciel économétrique EViews.
    Building and development of S/D models for oil products, with the econometrical software (EViews)

    -Rédaction de notes hebdomadaires et mensuelles sur les cracks pétroliers.
    Writing of market reports on oil cracks, on weekly and monthly basis.

    -Formation au nouvel environnement.
    Training
  • IFP Energies Nouvelles - Doctorant

    RUEIL MALMAISON 2009 - 2012 The relationships between macroeconomic variables and oil prices have deserved a great interest in the economic literature. Those interactions depend on both the retained variables and the time horizon considered. The aim of the PhD is to study the relationships between oil price and various macroeconomic and financial variables by considering different time horizons as well as various econometric procedures. After reminding the oil industry evolution since 1860, we study the relationships between oil price and the production behavior of the Organization of Petroleum Exporting Countries, using both time series and panel data tools. Then, an analysis with time-varying parameters VAR models is implemented, regarding the impact of the USD exchange rate on the Brent price. Lastly, we study the co-movements between oil and commodity prices, using non stationary panel data methodology.

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