Sami Ben Jabeur

Associate Professor

8. Sustainable Business and Organisations

sbenjabeur@univ-catholyon.fr

Campus Lyon - Saint Paul
10 Place des archives 69002 Lyon

Function

  • Associate Professor, ESDES Lyon Business School Lyon Catholic University
  • Member of Institute of Sustainable Business and Organizations, CONFLUENCE : Sciences and Humanities Research Unit - EA 1598 Lyon Catholic University

Further information

Research areas

Energy Finance and Economics Machine learning models and data mining Bankruptcy prediction and financial distress

Teaching areas

Techniques quantitatives Comptabilité analytique Techniques d’apprentissage automatique et d’intelligence artificielle Business game Research methodology

Presentation

Sami Ben Jabeur is an associate professor at ESDES Business School (Lyon, France). He obtained his Ph.D. degree in finance in 2011 at the University of Toulon-Var. His-main research fields are bankruptcy prediction, machine learning models and environmental modeling. He has published in different academic journals, such as Journal of the Operational Research Society, Finance Research Letters, Journal of Retailing and Consumer Services, Environmental Modeling & Assessment, Environmental and Resource Economics and other ranked journals.
  • Articles
    • Articles in peer-reviewed journals
      • KHALFAOUI, Rabeh, BEN JABEUR, Sami, STEF, Nicolae , BEN ARFI, Wissal (2022). «Dynamic spillover effects and connectedness among climate change, technological innovation, and uncertainty: Evidence from a quantile VAR network and wavelet coherence». Technological Forecasting and Social Change, 181, 121743. URL/DOI :  [+]
      • KHALFAOUI, Rabeh, BEN JABEUR, Sami, BUHARI, Dorgan (2022). «The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network». Journal of Environmental Management, 306, 3, 114493. URL/DOI :  [+]
      • BEN JABEUR, Sami, BALLOUK,, Houssein, MEFTEH-WALI, Salma, OMRI, Anis (2022). «Forecasting the macrolevel determinants of entrepreneurial opportunities using artificial intelligence models». Technological Forecasting and Social Change, 175, 121353. URL/DOI :  [+]
      • BEN JABEUR, Sami, STEF, Nicolae, PEDRO, Carmona (2022). «Bankruptcy prediction using the XGBoost algorithm and variable importance feature engineering». Computational Economics, 59, 2. URL/DOI :  [+]
      • BEN JABEUR, Sami, MEFTEH-WALI, Salma, PEDRO, Carmona (2021). «The impact of institutional and macroeconomic conditions on aggregate business bankruptcy ?». Structural Change and Economic Dynamics, 59, 108-119. URL/DOI :  [+]
      • BEN JABEUR, Sami, BALLOUK,, Houssein, BEN ARFI, Wissal (2021). «Analyse bibliométrique de la littérature portant sur la co-thématique : responsabilité sociale des entreprises et développement durable». Question(s) de Management, 6, 36, 87-99. URL/DOI :  [+]
      • KHALFAOUI, Rabeh, NAMMOURI, Hela, LABIDI, Oussama, BEN JABEUR, Sami (2021). «Is the COVID-19 vaccine effective on the US financial market?». Public Health, 198, 177-179. URL/DOI :  [+]
      • BEN JABEUR, Sami, KHALFAOUI, Rabeh, BEN ARFI, Wissal (2021). «The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning». Journal of Environmental Management, 298, 113511. URL/DOI :  [+]
      • BEN JABEUR, Sami, GHARIB, Cheima, MEFTEH-WALI, Salma, ARFI, Wissal Ben (2021). «CatBoost model and artificial intelligence techniques for corporate failure prediction». Technological Forecasting and Social Change, 166, 120658.
      • BEN JABEUR, Sami, STEF, Nicolae (2020). «Climate change legislations and environmental degradation». Environmental and Resource Economics, 77, 4, 839-868. URL/DOI :  [+]
      • BEN JABEUR, Sami, BELHAJ HASSINE, Rabi, MEFTEH-WALI, Salma (2020). «Firm financial performance during the financial crisis: A French case study». International Journal of Finance and Economics, 26, 2, 2800-2812. URL/DOI :  [+]
      • GHARIBA C., Cheima, MEFTEH-WALIB, Salma, BEN JABEUR, Sami (2020). «The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets». Finance Research Letters, Elsevier, 38, 101703. URL/DOI :  [+]
      • BEN JABEUR, Sami, SADAAOUI, Amir, SGHAIER, Asma, ALOUI, Riadh (2020). «Machine learning models and costsensitive decision trees for bond rating prediction». Journal of the Operational Research Society (JORS), 71, 8, 1161-1179. URL/DOI :  [+]
      • BEN JABEUR, Sami (2020). «The Relationship Between Renewable Energy Consumption and Economic Growth in France: a Necessary Condition Analysis». Environmental Modelling & Assessment, 25, 397-409. URL/DOI :  [+]
      • BEN JABEUR, Sami, SERRET, Vanessa (2019). «Principes et enjeux de la responsabilité des conseils d’administration face au risque cybernétique». Question(s) de Management, 26, 4, 67-76. URL/DOI :  [+]
      • BEN JABEUR, Sami, FAHMI, Youssef (2018). «Forecasting financial distress for French firms: A comparative study». Empirical Economics, 54, 3, 1173–1186. URL/DOI :  [+]
      • BEN JABEUR, Sami, STEF, Nicolae (2018). «The Bankruptcy Prediction Power of New Entrants». International Journal of the Economics of Business, 25, 3, 421-440. URL/DOI :  [+]
      • BEN JABEUR, Sami, SGHAIER, Asma (2018). «The relationship between energy, pollution, economic growth and corruption: A Partial Least Squares Structural Equation Modeling (PLS-SEM) approach». Economics Bulletin, 38, 4, 1927-1946.
      • BEN JABEUR, Sami (2017). «Bankruptcy prediction using Partial Least Squares Logistic Regression». Journal of Retailing and Consumer Services, 36, 197-202. URL/DOI :  [+]
    • Articles in non-peer reviewed journals
      • BEN JABEUR, Sami, MEFTEH-WALI, Salma, GHARIBA C., Cheima, SERRET, Vanessa (2021). «Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach ?». Resources Policy.
  • Forthcoming
    • BALLOUK, Houssein , MEFTEH-WALI, Salma, TABBAH, Ghada , BEN JABEUR, Sami (forthcoming). «Institutional Investors and public authority ownership impact on green bonds issue : Evidence from France». Journal of Innovation Economics & Management.
    • SAADAOUI, Foued, BEN JABEUR, Sami, MEFTEH-WALI, Salma (forthcoming). «Multiresolutional Statistical Machine Learning for Testing Interdependence of Power Markets: A Variational Mode Decomposition-Based Approach». Expert Systems with Applications.
    • BEN JABEUR, Sami, KHALFAOUI, Rabeh, HAMMOUDEH, Shawkat , BEN ARFI, Wissal (forthcoming). «The role of political risk, uncertainty, and crude oil in predicting stock markets: Evidence from the UAE economy». Annals of Operations Research.
    • BEN JABEUR, Sami, KHALFAOUI, Rabeh, MEFTEH-WALI, Salma, AVIRAL KUMAR , Aviral (forthcoming). «The time-frequency causal effect of COVID-19 outbeaks on the tourism sector: Evidence from the European zone». Current Issues in Tourism.
    • BEN JABEUR, Sami, BALLOUK, Houssein, BEN ARFI, Wissal, KHALFAOUI, Rabeh (forthcoming). «Machine learning based modeling of the environmental degradation, institutional quality, and economic growth». Environmental Modelling & Assessment.
    • KHALFAOUI, Rabeh, SAKIRU ADEBOLA , Solarin, AL-QADASI, Adel , BEN JABEUR, Sami (forthcoming). «Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: Evidence from oil-importing and oil-exporting countries». Annals of Operations Research.
    • ALOUI, Riadh, BEN JABEUR, Sami, MEFTEH-WALI, Salma (forthcoming). «Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis ?». Research in International Business and Finance.
    • SAADAOUI, Foued, BEN JABEUR, Sami, GODLL, John W (forthcoming). «Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict». Finance Research Letters, Elsevier.
  • Communications (conferences, seminars, study days)
    • BALLOUK, Houssein, MEFTEH-WALI, Salma, TABBAH, Ghada, BEN JABEUR, Sami (2020). «Institutional Investor's perception of green bonds issue: Evidence from France», Université Gustave Eiffel. conférence Innover pour une finance responsable et durable, 27 novembre, November 2020, Champs sur Marne, France. URL/DOI :  [+]
    • BEN JABEUR, Sami, KHALFAOUI, Rabeh, BEN ARFI, Wissal (2020). «Forecasting crashes in oil prices during COVID-19 pandemic: An explained machine learning models». online international congress of energy, economy and security, ENSCON'20 Organizing Committee International congress of energy economy and security, 14-15 novembre, April 2020, Istanbul, Turkey.
    • BEN JABEUR, Sami, BELHAJ HASSINE, Rabi (2019). «Firm financial performance during financial crisis: A French Case», Université de Vérone. Conference of Innovation, Entrepreneurship and Knowledge Academy INEKA, 11-13 juin, June 2019, Vérone, Italy.
    • BEN JABEUR, Sami, STEF, Nicolae (2016). «Do the newcomers provoke others to liquidate?». 2ème Colloque Interdisciplinaire sur la Défaillance d’Entreprise, 14 octobre, EconomiX (Université Paris Ouest Nanterre La Défense), Human’Org (Université de Mons), November 2016, Paris, France.
    • BEN JABEUR, Sami (2015). «L'utilisation du modèle de Cox-PLS dans la prévision de défaillance des entreprises», Société Française de Statistique (SFdS). 47ème Journées de Statistique, 1-5 juin, June 2015, Lille, France.
  • Popularization & dissemination of research
    • SERRET, Vanessa, BEN JABEUR, Sami (2022). «En avril 2020, le pétrole atteignait -40 dollars (et pas seulement à cause du Covid-19)…». The Conversation. URL/DOI :
  • Editorial activities
    • Development activities of books / journals / articles
      • Article Review, Annals of Operations Research, France, 2021
      • Article Review, Energy Journal, France, 2021
      • Article Review, International Transactions in Operational Research, France, 2021
      • Reviewer, Environmental Modelling and Assessment, France, 2021
      • Reviewer, Journal of Services Marketing, France, 2019
      • Reviewer, Empirical Economics, France, 2017
  • Direction of dissertations / theses / HDR
    • Thesis co-director, Bankruptcy prediction using machine and deep learning models, PhD thesis, Université de Rennes 1, Rennes, started in 2020
  • Academic background
    • 2021 HDR, Business administration, Finance, Accounting, Prévision de la défaillance d’entreprises : méthodes d’apprentissage automatique et profond, Université de Rennes 1, France
    • 2011 PhD in Business administration, Management Science, Statut de la faillite en théorie financière : approches théoriques et validations empiriques dans le contexte français, Université de Toulon, France
  • Educational responsibilities and professional experiences
    • Since 2021 Associate Professor, ESDES Lyon Business School, Lyon Catholic University, France
  • Teachings
    • 2020 - 2021 Méthode quantitative, Research methodology, Techniques d’apprentissage automatique et d’intelligence artificielle, Comptabilité analytique, Business game, ESDES, France
    • 2018 - 2019 Contrôle de gestion, Techniques budgétaire , Mathématiques financières, Université de Rennes 1, France
    • 2017 - 2018 Comptabilité générale, Techniques bancaires, Analyse financière, Université Bretagne Sud, France
    • 2015 - 2017 Comptabilité de gestion, Gestion de portefeuille, Actions et dérivés, Institut supérieur de gestion de Sousse, Tunisia
    • 2014 - 2015 Gestion financière, Environnement informatique, Probabilités, Le Mans Université, France
    • 2013 - 2014 Corporate finance, IPAG Business School, France
    • 2009 - 2011 Corporate finance, Portfolio Management, Université Bretagne Sud, France
  • Languages
    • English - Able to teach