Christian UROM

Christian UROM

Associate Professor Research
Christian Urom has several years of teaching and research in Economics and Finance. He previously worked as a credit advisor with Mutual Benefits Assurance Group. His research interests are in Energy economics, asset pricing, commodity finance and climate change. Christian is currently responsible for Advanced Economics; International Economics; International Monetary Economics and Principles of Economics for BBA and PGE students. He is also responsible for Market risk measurement; Commodities and Derivatives modules for MSc International Finance students at the Paris School of Business.



  • PhD, Economics (graduated in 2021)




Scientific Article
Title Authors Source Date
Do geopolitical risks and global market factors influence the dynamic dependence among regional sustainable investments and major commodities? Christian UROM Quarterly Review of Economics and Finance 08/2023
Fossil fuel divestment and energy prices: Implications for economic agents Christian UROM Journal of Economic Behavior & Organization 08/2023
PGP for portfolio optimization: application to ESG index family Christian UROM, Ilyes Abid Annals of Operations Research 07/2023
Time–frequency dependence and connectedness between financial technology and green assets Christian UROM International Economics / Economie Internationale 07/2023
Too big to be ignored: How energy poverty undermines productive efficiency Christian UROM Energy Policy 07/2023
Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic Christian UROM, Gideon Ndubuisi, Gaye Del Lo, Denis Yuni Emerging Markets Review 06/2023
Dependence and risk spillovers among clean cryptocurrencies prices and media environmental attention Christian UROM Research in International Business and Finance 04/2023
Dynamic effects of geopolitical risks and infectious diseases on real estate markets Christian UROM International Journal of Housing Markets and Analysis 03/2023
Dynamic integration and transmission channels among interest rates and oil price shocks Khaled GUESMI, Christian UROM, Ilyes Abid, Leila Dagher Quarterly Review of Economics and Finance 02/2023
Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach Christian UROM Energy Economics 02/2023
Climate Change-related Risks and Bank Stock Returns Whelsy BOUNGOU, Christian UROM Economics Letters 01/2023
American hedge funds industry, market timing and COVID-19 crisis Christian UROM, Khaled GUESMI Journal of Asset Management 09/2022
Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty Christian UROM, Khaled GUESMI, Hela Mzoughi, Gideon Ndubuisi Quarterly Review of Economics and Finance 08/2022
Dynamic dependence and predictability between volume and return of Non-Fungible Tokens (NFTs): The roles of market factors and geopolitical risks Christian UROM, Khaled GUESMI, Gideon Ndubuisi Finance Research Letters 08/2022
The Impact of COVID-19 Pandemic on Islamic and Conventional Financial Markets: an international empirical evidence Khaled GUESMI, Christian UROM, H. MZOUGHI, Fateh BELAID Quarterly Review of Economics and Finance 08/2022
Co-inventions, uncertainties and global food security Christian UROM, Khaled GUESMI Environmental Economics and Policy Studies 07/2022
Quantile co-movement and dependence between energy-focused sectors and artificial intelligence Christian UROM, Khaled GUESMI, Gideon Ndubuisi, Benkraien Ramzi Technological Forecasting and Social Change 07/2022
Downside and upside risk spillovers between green finance and energy markets Khaled GUESMI, Christian UROM Finance Research Letters 06/2022
How do financial and commodity markets volatility react to real economic activity? Christian UROM, Khaled GUESMI Finance Research Letters 06/2022
Renewable energy consumption, globalization, and economic growth shocks: Evidence from G7 countries Christian UROM, Khaled GUESMI, Ilyes ABID, Gideon NDUBUISI Journal of International Trade and Economic Development 08/2021
Negative oil price shocks transmission: The comparative effects of the GFC, shale oil boom, and Covid-19 downturn on French gasoline prices Raphaël Homayoun BOROUMAND, Christian UROM, Thomas PORCHER Research in International Business and Finance 06/2021
Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis Khaled GUESMI, Christian UROM International Review of Financial Analysis 05/2021
Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes Christian UROM International Economics / Economie Internationale 01/2021
Green markets integration in different time scales: A regional analysis Christian UROM Energy Economics 01/2021
Quantile spillovers and dependence between Bitcoin, equities and strategic commodities Khaled GUESMI, Christian UROM, Ilyes ABID, Julien CHEVALLIER Economic Modelling 08/2020
A dynamic conditional regime-switching GARCH CAPM for energy and financial markets Christian UROM, J. CHEVALLIER Energy Economics 01/2020
Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns Christian UROM International Economics 11/2019
Commodities risk premia and regional integration in gas-exporting countrie Khaled GUESMI, Christian UROM, Stephane GOUTTE, Julien CHEVALLIER, Ilyes ABID Energy Economics 06/2019
Commodities risk premier and regional integration in gas-exporting countries Christian UROM, Khaled GUESMI, Stephane GOUTTE, Ilyes ABID, Julien CHEVALLIER, Julien CHEVALLIER Energy Economics 01/2019