Benjamin Favetto

Benjamin Favetto is currently working as a macroeconomist for the French Ministry for the Economy and Finance. He received his Ph.D. degree in statistics from Paris Descartes University, and graduated from ENSAE (economics) and ENS Rennes (mathematics).

His research focus is on economic modeling, and statistics for stochastic processes.

Articles by Benjamin Favetto

Original research

The European intraday electricity market: a modeling based on the Hawkes process

This paper deals with the modeling of trading activity on the European electricity intraday market by a self-exciting point process.

28 Oct 2020