Sami Ben Jabeur

Maître de conférences de l'UCLy

Pôle 8 - Entreprises et organisations durables

sbenjabeur@univ-catholyon.fr

Campus Lyon - Saint Paul
10 Place des archives 69002 Lyon

Fonctions

  • Maître de conférences, HDR, ESDES Lyon Business School UCLy
  • Membre du Pôle de recherche Entreprises et organisations durables de l'UR CONFLUENCE : Sciences et Humanités (EA 1598) UCLy

Informations complémentaires

Domaines de recherche

Energy Finance and Economics Machine learning models and data mining Défaillance d'entreprise

Domaines d'enseignement

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

Présentation

Sami Ben Jabeur est docteur en Finance et membre de l'unité de recherche CONFLUENCE: Sciences et Humanités de l'Université Catholique de Lyon. Il est enseignant-chercheur en Finance à l'ESDES Lyon Business School. Ses thématiques de recherche portent sur la défaillance d'entreprises, les techniques d'intelligence artificielle et le changement climatique. Ses travaux ont été publiés dans des revues internationales.
  • Articles
    • Articles dans des revues à comité de lecture
      • GHAEMI ASL, Mahdi , BEN JABEUR, Sami (2024). «Could the Russia-Ukraine war stir up the persistent memory of interconnectivity among Islamic equity markets, energy commodities, and environmental factors?  ». Research in International Business and Finance, 69, 102260.  [+]
      • MOKNI, Khaled, HEDHILI ZAIER , Leila , YOUSSEF, Manel, BEN JABEUR, Sami (2024). «Quantile connectedness between the climate policy and economic uncertainty: Evidence from the G7 countries». Journal of Environmental Management, 351, 119826.  [+]
      • HOANG HIEP NGUYEN, Hiep, VIVIANI, Jean-Laurent, BEN JABEUR, Sami (2023). «Bankruptcy prediction using Machine learning and Shapley Additive Explanations». Review of Quantitative Finance and Accounting, Online version of record.  [+]
      • STEF, Nicolae , BASAGEOGLU, Hakan , CHAKRABORTY, Debaditya , BEN JABEUR, Sami (2023). «Does institutional quality affect CO2 emissions? Evidence from explainable artificial intelligence models». Energy Economics, 124, 106822.  [+]
      • ALOUI, Riadh, BEN JABEUR, Sami, HICHEM, Rezgui, BEN ARFI, Wissal (2023). «Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach». Resources Policy, 85-B, 103873.  [+]
      • DHIFAOU, Zouhaier , BEN JABEUR, Sami, KHALFAOUI, Rabeh, NASIR, Muhammad Ali (2023). «Time-varying partial-directed coherence approach to forecast global energy prices with stochastic volatility model». Journal of Forecasting, Online Version of Record.  [+]
      • GOODELL, John W, BEN JABEUR, Sami, SAADAOUI, Foued, NASIR, Muhammad Ali (2023). «Explainable artificial intelligence modeling to forecast bitcoin prices». International Review of Financial Analysis, 88, 102702.  [+]
      • PEDRO, Carmona, STEF, Nicolae, BEN JABEUR, Sami, BEN ZAIED, Younes (2023). «Climate change and government policy: Fresh insights from complexity theory». Journal of Environmental Management, 338, 117831.  [+]
      • NAMMOURI, Hela, CHLIBI, Souhir, BEN JABEUR, Sami (2023). «Nonlinear nexus between infectious diseases and tourism». Current Issues in Tourism, online.  [+]
      • GODLL, John W, NAMMOURI, Hela, SAADAOUI, Foued, BEN JABEUR, Sami (2023). «Carbon allowances amid climate change concerns: Fresh insights from wavelet multiscale analysis». Finance Research Letters, 55, Part A, 103871.  [+]
      • KHALFAOUI, Rabeh, SHAHZAD, Umer , GHAEMI ASL, Mahdi , BEN JABEUR, Sami (2023). «Investigating the spillovers between energy, food and agricultural commodity markets: New insights from the quantile coherency approach». Quarterly Review of Economics and Finance (QREF), 88, 63-80.  [+]
      • BEN JABEUR, Sami, BALLOUK,, Houssein , BEN ARFI, Wissal, SAHUT, Jena-Michel (2023). «Artificial intelligence applications in fake review detection: Bibliometric analysis and future research directions». Journal of Business Research, 158, 113631.  [+]
      • GHAEMI ASL, Mahdi , KHALFAOUI, Rabeh, TAVAKKOLI , Hamid Reza, BEN JABEUR, Sami (2023). «Quantile-based spillover connectedness among stochastic volatilities of ESG equities, Islamic and conventional stocks with implications for portfolio management». International Journal of Emerging Markets, ahead-of-print, ahead-of-print.  [+]
      • DHIFAOU, Zouhaier , KHALFAOUI, R., BEN JABEUR, Sami, ABEDIN, Mohammad (2023). «Exploring the effect of climate risk on agricultural and food stock prices : Fresh evidence from EMD-Based variable-lag transfer entropy analysis». Journal of Environmental Management, 326, B, 116789.  [+]
      • BEN JABEUR, Sami, SERRET, Vanessa (2023). «Bankruptcy prediction using fuzzy convolutional neural networks ?». Research in International Business and Finance, 64, 101844.  [+]
      • SAADAOUI, Foued, BEN JABEUR, Sami, GODLL, John W (2023). «Geopolitical Risk and the Saudi Stock Market: Evidence from a New Wavelet Packet Multiresolution Cross-Causality». Finance Research Letters, 53, 103654.  [+]
      • ALOUI, Riadh, BEN JABEUR, Sami, MEFTEH-WALI, Salma (2022). «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, 62, 101709.  [+]
      • SAADAOUI, Foued, BEN JABEUR, Sami, MEFTEH-WALI, Salma (2022). «Multiresolutional Statistical Machine Learning for Testing Interdependence of Power Markets: A Variational Mode Decomposition-Based Approach». Expert Systems with Applications, 208, 118161.  [+]
      • LACHUER, Julien, BEN JABEUR, Sami (2022). «Explainable artificial intelligence modeling for corporate social responsibility and financial performance». Journal of Asset Management (The), 23, 619-630.  [+]
      • STEF, Nicolae , BEN JABEUR, Sami, FREDERIC SCHERER, Robert (2022). «Time to Resolve Insolvency and Political Elections ?». International Review of Law and Economics, 72, 106104.  [+]
      • BALLOUK, Houssein , BEN JABEUR, Sami, BOUBAKER, Sabri, MEFTEH-WALI, Salma (2022). «The effect of social media on bank performance: An fsQCA approach». Electronic Commerce Research, Online version of record.  [+]
      • STEF, Nicolae, BEN JABEUR, Sami (2022). «Elections and environmental quality». Environmental and Resource Economics, 84, 2, 593-625.  [+]
      • SAADAOUI, Foued, BEN JABEUR, Sami, GODLL, John W (2022). «Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict». Finance Research Letters, 49, 103103.  [+]
      • KHALFAOUI, Rabeh, BEN JABEUR, Sami, MEFTEH-WALI, Salma, VIVIANI, Jean-Laurent, ABIN, Mohhamed , LUCEY, Brian (2022). «How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets ?». Technological Forecasting and Social Change, 185, 122083.  [+]
      • 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.  [+]
      • BEN JABEUR, Sami, KHALFAOUI, Rabeh, HAMMOUDEH, Shawkat, BEN ARFI, Wissal (2022). «The role of political risk, uncertainty, and crude oil in predicting stock markets: Evidence from the UAE economy». Annals of Operations Research.  [+]
      • BALLOUK, Houssein, MEFTEH-WALI, Salma, TABBAH, Ghada, BEN JABEUR, Sami (2022). «Institutional Investors and public authority ownership impact on green bonds issue : Evidence from France». Journal of Innovation Economics & Management, 41, 51-73.  [+]
      • 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.  [+]
      • 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.  [+]
      • BEN JABEUR, Sami, STEF, Nicolae, PEDRO, Carmona (2022). «Bankruptcy prediction using the XGBoost algorithm and variable importance feature engineering». Computational Economics, 61, 715–741.  [+]
      • 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.  [+]
      • 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.  [+]
      • BEN JABEUR, Sami, BALLOUK, Houssein, BEN ARFI, Wissal, KHALFAOUI, Rabeh (2021). «Machine learning based modeling of the environmental degradation, institutional quality, and economic growth». Environmental Modelling & Assessment, 27, 953-966.  [+]
      • 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.  [+]
      • 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.  [+]
      • 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.  [+]
      • 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.  [+]
      • 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, 38, 101703.  [+]
      • 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.  [+]
      • 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.  [+]
      • 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.  [+]
      • BEN JABEUR, Sami, FAHMI, Youssef (2018). «Forecasting financial distress for French firms: A comparative study». Empirical Economics, 54, 3, 1173–1186.  [+]
      • BEN JABEUR, Sami, STEF, Nicolae (2018). «The Bankruptcy Prediction Power of New Entrants». International Journal of the Economics of Business, 25, 3, 421-440.  [+]
      • 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.  [+]
    • Articles dans des revues sans comité de lecture
      • STEF, Nicolae , BEN JABEUR, Sami (2023). «Ecologie et pouvoir : comment votre vote peut influencer l’avenir de la Planète !». Observatoire Action Sociétale Action publique.  [+]
      • KHALFAOUI, Rabeh, SAKIRU ADEBOLA, Solarin, AL-QADASI, Adel, BEN JABEUR, Sami (2022). «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, 313, 105–143.  [+]
      • BEN JABEUR, Sami, KHALFAOUI, Rabeh, MEFTEH-WALI, Salma, AVIRAL KUMAR, Aviral (2022). «The time-frequency causal effect of COVID-19 outbeaks on the tourism sector: Evidence from the European zone». Current Issues in Tourism, 25, 24, 3973-3993.  [+]
      • GHARIBA C., Cheima, MEFTEH-WALI, Salma, SERRET, Vanessa, BEN JABEUR, Sami (2021). «Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach ?». Resources Policy, 74, 102392.  [+]
  • A paraître
    • OMRI, Anis, BEN JABEUR, Sami (à paraître). «Climate policies and legislation for renewable energy transition: the roles of financial sector and political institutions». Technological Forecasting and Social Change.
    • BALLOUK, Houssein , BEN JABEUR, Sami, CHALLITA, Sandra, CHAOMEI , Chen (à paraître). «Financial Stability: A Scientometric Analysis and Research Agenda  ». Research in International Business and Finance.
    • BEN JABEUR, Sami, BALLOUK,, Houssein , SLIM, Belaid (à paraître). «Plateformes digitales et innovation : Analyse bibliométrique et pistes de recherche futures». Innovations. Revue d'Économie et de Management de l'Innovation.
    • SAADAOUI, Foued, BEN JABEUR, Sami (à paraître). «Analyzing the Influence of Geopolitical Risks on European Power Prices Using a Multiresolution Causal Neural Network». Energy Economics.
  • Communications (colloques, séminaires, journées d'étude)
    • BALLOUK, Houssein, MEFTEH-WALI, Salma, TABBAH, Ghada, BEN JABEUR, Sami (2020). «Institutional Investor's perception of green bonds issue: Evidence from France». Conférence Innover pour une finance responsable et durable, Université Gustave Eiffel, Novembre 2020, Champs sur Marne, France.  [+]
    • BEN JABEUR, Sami, KHALFAOUI, Rabeh, BEN ARFI, Wissal (2020). «Forecasting crashes in oil prices during COVID-19 pandemic: An explained machine learning models». ENSCON'20 International congress of energy economy and security, Online, Novembre 2020, Istanbul, Turquie.
    • BEN JABEUR, Sami, BELHAJ HASSINE, Rabi (2019). «Firm financial performance during financial crisis: A French Case». Conference of Innovation, Entrepreneurship and Knowledge Academy INEKA, Université de Vérone, Juin 2019, Vérone, Italie.
    • BEN JABEUR, Sami, STEF, Nicolae (2016). «Do the newcomers provoke others to liquidate?». 2ème Colloque Interdisciplinaire sur la Défaillance d’Entreprise, EconomiX (Université Paris Ouest Nanterre La Défense), Human’Org (Université de Mons), Novembre 2016, Paris, France.
    • BEN JABEUR, Sami (2015). «L'utilisation du modèle de Cox-PLS dans la prévision de défaillance des entreprises». 47ème Journées de Statistique, Société Française de Statistique (SFdS), Juin 2015, Lille, France.
  • Vulgarisation & diffusion de la recherche
    • ARFAOUI, Nabila, VO, Linh Chi, BEN JABEUR, Sami (2024). «Économie circulaire : la perception des Français dépend notamment de l'impulsion politique». The Conversation.
    • SERRET, Vanessa, BEN JABEUR, Sami (2024). «L’IA, un outil pour mieux prédire les faillites d’entreprises». The Conversation.
    • SERRET, Vanessa, BEN JABEUR, Sami (2022). «En avril 2020, le pétrole atteignait -40 dollars (et pas seulement à cause du Covid-19)…». The Conversation.
    • BEN JABEUR, Sami, SLOUMA, Maher (2022). «Intelligence Artificielle (IA) et éducation à l’ère du Covid-19». Magazine numérique D.E.M.A.II.N, 23, 15.
  • Activités éditoriales
    • Activités d'évaluation d'ouvrages / revues / articles
      • Evaluation d'article, Annals of Operations Research, France, 2021
      • Evaluation d'article, Energy Journal, France, 2021
      • Evaluation d'article, International Transactions in Operational Research, France, 2021
      • Evaluation d'article, Environmental Modelling and Assessment, France, 2021
      • Evaluation d'article, Journal of Services Marketing, France, 2019
      • Evaluation d'article, Empirical Economics, France, 2017
  • Direction de mémoires / thèses / HDR
    • Co-directeur de thèse : H. H. NGUYEN, Prédiction la défaillance de l’entreprise en appliquant des techniques de l’apprentissage machine et de l’apprentissage profond, Thèse, Université de Rennes 1, Rennes, 2020 - 2023
  • Parcours universitaire
    • 2021 Habilitation à Diriger des Recherches, Sciences de Gestion, Finance, Comptabilité, Prévision de la défaillance d’entreprises : méthodes d’apprentissage automatique et profond, Université de Rennes 1, France
    • 2011 Doctorat en Sciences de Gestion, Statut de la faillite en théorie financière : approches théoriques et validations empiriques dans le contexte français, Université de Toulon, France
  • Responsabilités pédagogiques et expériences professionnelles
    • Depuis 2021 Maître de conférences, HDR, ESDES Lyon Business School, UCLy, France
  • Enseignements
    • 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, Tunisie
    • 2014 - 2015 Gestion financière, Environnement informatique, Probabilités, Le Mans Université, France
    • 2013 - 2014 Finance d'entreprise, IPAG Business School, France
    • 2009 - 2011 Finance d'entreprise, comptabilité, gestion de portefeuille, Université Bretagne Sud, France
  • Langues
    • Anglais - Capable d'enseigner