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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 (12)

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.

BEE, Marco, DUPUIS, Debbie J., TRAPIN, Luca; « Realized extreme quantile: A joint model for conditional quantiles and measures of volatility with EVT refinements », Journal of Applied Econometrics, vol. 33, no 3, 2018, p. 398-415.

DUPUIS, Debbie J.; « Assessing the Role of Hourly Changes in the Occurrence of Daily Extreme Temperatures », Journal of Climate, vol. 30, no 20, 2017, p. 8393-8403.

DUPUIS, Debbie J.; « Electricity price dependence in New York State zones: A robust detrended correlation approach », Annals of Applied Statistics, vol. 11, no 1, 2017, p. 248-273.

BEE, Marco, DUPUIS, Debbie J., TRAPIN, Luca; « US stock returns: are there seasons of excesses? », Quantitative Finance, vol. 16, no 9, 2016, p. 1453-1464.

DUPUIS, Debbie J., GAUTHIER, Geneviève, GODIN, Frédéric; « Short-term Hedging for an Electricity Retailer », Energy Journal, vol. 37, no 2, 2016, p. 31-59.

BEE, Marco, DUPUIS, Debbie J., TRAPIN, Luca; « Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective », Journal of Empirical Finance, vol. 36, 2016, p. 86-99.

DUPUIS, Debbie J., PAPAGEORGIOU, Nicolas, RÉMILLARD, Bruno; « Robust Conditional Variance and Value-at-Risk Estimation », Journal of Financial Econometrics, vol. 13, no 4, 2015, p. 896-921.

DUPUIS, Debbie J., SUN, Y., WANG, Huixia Judy; « Detecting change-points in extremes », Statistics and Its Interface, vol. 8, no 1, 2015, p. 19-31.

PINEAU, Pierre-Olivier, DUPUIS, Debbie J., CENESIZOGLU, Tolga; « Assessing the value of power interconnections under climate and natural gas price risks », Energy, vol. 82, 2015, p. 128-137.

DUPUIS, Debbie J.; « A Model for Nighttime Minimum Temperatures », Journal of Climate, vol. 27, no 19, 2014, p. 7207-7229.

This award and honor selection covers the last five years.

DUPUIS, Debbie J.
ASA Fellow, American Statistical Association, 2017

This selection of supervision activities covers the last five years.


Master's thesis direction – MSc in Management (2)

Beating the House: Exploiting Inefficiencies in the Major League Baseball Betting Market , by Andrei Munteanu
May 2015


Supervised project supervision – MSc in Management (3)

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

Formulation d'un modèle de prévision du volume de demandes pour les principales analyses du laboratoire afin de planifier les ressources humaines , by Maria Yepez Garces
March 2018

Élaboration d'un cadre d'analyse et de prévision des cycles sectoriels , by Ezzat Saleim Demnati
September 2017

Winter 2020

MATH 60638
Méthodes de prévision
MATH 60638A
Forecasting Methods

Winter 2019

Méthodes de prévision
Forecasting Methods

Fall 2018

Analysis of Extreme Values with Application in Financial Engineering

Winter 2018

Méthodes de prévision

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