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Faculty member

FOUQUAU
Julien FOUQUAU
PhD
HDR (French qualification for PhD supervisor)
Associate Professor
Finance
Campus : Paris

Biography

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.