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Julien Fouquau

ESCP Europe

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. 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).

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