Julien Fouquau is Professor at ESCP Business School. 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 recent research has focused on different areas of financial econometrics: forecasting electricity prices / demands using machine learning and wavelets; the study of investor sentiment and their impact on the markets, behavioral finance through the ecological sentiment, financial risks with portfolio diversification or nonlinearity in sovereign bond prices. His work has been published in international finance, economics and operations research journals such as Review of Finance, European Journal of Operationnal Research, Journal of Banking and Finance, Energy Economics, etc.