Julien Fouquau

Associate Professor, Neoma Business School and Fellow researcher at Dauphine university, CNRS

Julien Fouquau is an Associate Professor at Neoma Business School and a Fellow Researcher in Dauphine University (LEDa). His research focuses on applied econometrics (time series, panel data, nonlinear dynamics) in the field of macroeconomics, finance and energy. His recent work consists in modeling and forecasting the dynamic of various financial assets (long memory in stock market, nonlinearity in sovereign bond prices, forecasting electricity prices). He received his PhD in 2008 from Orleans University and his HDR (French qualification for PhD supervisor) in 2012 from Paris Dauphine University.