Julien Fouquau is an associate professor at ESCP Europe. He received his PhD in 2008 from Orleans University and his HDR (French qualification for PhD supervisor) in 2012 from Paris Dauphine University. Prior to joining ESCP Europe, he worked as associate professor at NEOMA Business School.
His research focuses on applied econometrics (time series, panel data and nonlinear dynamics) in the field of finance, energy and financial macroeconomics. His recent work consists of modeling and forecasting the dynamics of various financial assets (long memory in stock market, nonlinearity in sovereign bond prices, forecasting electricity prices). He has published more than twenty articles in leading financial and economic journals.
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42 publications
Academic Articles
2020
FOUQUAU, J., C. KHAROUBI-RAKOTOMALALA
Academic Articles
2018
BESSEC, M., J.FOUQUAU
Academic Articles
2018
FOUQUAU, J., C.KHAROUBI, P.SPIESER
Academic Articles
2017
DELATTE, A.-L., J.FOUQUAU, R.PORTES
Academic Articles
2016
BESSEC, M., J.FOUQUAU, S.MERITET
Academic Articles
2015
FOUQUAU, J., P.SIX
Academic Articles
2015
BELAOUNIA, S., J.FOUQUAU
Academic Articles
2015
FOUQUAU, J., P.SPIESER
Academic Articles
2014
FOUQUAU, J., P.PHILIPPE SPIESER
Academic Articles
2014
BRUNEAU, C., A.-L.DELATTE, J.FOUQUAU