Julien Fouquau is Professor at ESCP Business School.
His recent research focuses on various aspects of financial econometrics, including forecasting electricity prices and demands using machine learning and wavelets; studying investor sentiment and its impact on markets; exploring behavioral finance through ecological sentiment; analyzing financial risks with portfolio diversification; and examining nonlinearity in sovereign bond prices.

His work has been published in leading international finance, economics, and operations research journals, such as the Review of Finance, European Journal of Operational Research, Journal of Banking and Finance, and Energy Economics.

He received his PhD in 2008 from Orléans University and his HDR (French qualification for PhD supervisor) in 2012 from Paris Dauphine University. Prior to joining ESCP, he worked as Associate Professor at NEOMA Business School.