hec.ca > Faculty

Debbie J. Dupuis

Professor,  Department of Decision Sciences

Debbie J. Dupuis

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email : debbie.dupuis@hec.ca
Phone : 514 340-6952
Secretary: 514 340-6472
Fax : 514 340-5634
Office : 4.848

Personal page

Other title(s)


  • M. Sc. (mathématiques et statistiques), Queen’s
  • Ph. D. (mathématiques et statistiques), University of New Brunswick


  • Extreme Values
  • Robustness
  • Statistical Modeling
  • Statistical Computing

This publication selection covers the last five years.


Journal articles (6)

DUPUIS, Debbie J., ENGELKE, Sebastian, TRAPIN, Luca; « Modeling panels of extremes », Annals of Applied Statistics, vol. 17, no 1, 2023, p. 498-517.

DUPUIS, Debbie J., TRAPIN, Luca; « Mixed-frequency extreme value regression: Estimating the effect of mesoscale convective systems on extreme rainfall intensity », Annals of Applied Statistics, vol. 17, no 2, 2023, p. 1398-1418.

MHALLA, Linda, CHAVEZ-DEMOULIN, Valérie, DUPUIS, Debbie J.; « Causal mechanism of extreme river discharges in the upper Danube basin network », Journal of the Royal Statistical Society Series C-Applied Statistics, vol. 69, no 4, 2020, p. 741-764.

DUPUIS, Debbie J., TRAPIN, Luca; « Structural change to the persistence of the urban heat island », Environmental Research Letters, vol. 15, no 10, 2020, p. 1-6.

DUPUIS, Debbie J., TRAPIN, Luca; « Ground-level ozone: Evidence of increasing serial dependence in the extremes », Annals of Applied Statistics, vol. 13, no 1, 2019, p. 34-59.

BEE, Marco, DUPUIS, Debbie J., TRAPIN, Luca; « Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures », Journal of Financial Econometrics, vol. 17, no 2, 2019, p. 254-283.

This selection of supervision activities covers the last five years.


Supervised project supervision – MSc in Management (3)

Efficacité d'une nouvelle stratégie de couverture pour les entreprises d'électricité , by Samuël Quenneville
March 2022

Ancillary Revenues Forecasting at Air Canada , by Pedro Garcia-Fontova
March 2020

In codirection with : PINEAU, Pierre-Olivier
An Investigation of Arbitrage Leading Indicators Between Ontario and New York Power Markets , by Alexis Ethier
May 2019