Journal Article

2018

BESSEC, M., J. FOUQUAU

Short-run electricity load forecasting with combinations of stationary wavelet transforms

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, vol. 264(1), pp. pp. 149-164

Journal Article

2017

DELATTE, A.-L., J. FOUQUAU, R. PORTES

Regime-Dependent Sovereign Risk Pricing during the Euro Crisis

REVIEW OF FINANCE, 2017, vol. 21(1), pp. 363-385

Journal Article

2016

BESSEC, M., J. FOUQUAU, S. MERITET

Forecasting electricity spot prices using time-series models with a double temporal segmentation

APPLIED ECONOMICS, 2016, vol. 48, no. 5, pp. 361-378

Journal Article

2015

FOUQUAU, J., P. SIX

A comparison of the convenience yield and interest-adjusted basis

FINANCE RESEARCH LETTERS, 2015, vol. 14, pp. 142-149

Journal Article

2015

BELAOUNIA, S., J. FOUQUAU

Internationalisation et structure du capital : une application aux entreprises chinoises cotées

FCS REVUE FINANCE CONTROLE STRATEGIE, 2015, vol. 18, no. 3

Journal Article

2015

FOUQUAU, J., P. SPIESER

Statistical evidence about LIBOR manipulation: A "Sherlock Holmes" investigation

JOURNAL OF BANKING AND FINANCE, January 2015, vol. Vol. 50, pp. pp. 632-643 12 p.

Journal Article

2014

FOUQUAU, J., P. PHILIPPE SPIESER

A "Hurst coefficient" estimation with wavelets: Application to the energy sector

ENERGY STUDIES REVIEW, 2014, vol. Vol. 21, no. Issue 2, pp. 104-118

Paper presented in a Conference

2014

FOUQUAU, J., P. SIX

Convenience yield and time adjusted basis stylized facts

in Proceedings of the 2nd International Symposium on Energy and Finance Issues, 2014, Paris, France

Journal Article

2014

DELATTE, A. L., J. FOUQUAU, C. HOLZ

Explaining money demand in China during the transition from a centrally planned to a market-based monetary system

POST-COMMUNIST ECONOMIES, 2014, vol. 26, no. 3, pp. 376-400

Paper presented in a Conference

2014

BESSEC, M., J. FOUQUAU, S. MERITET

Forecasting electricity spot prices using time-series models with a double temporal segmentation

in Proceedings of the 2nd International Symposium on Energy and Finance Issues, 2014, Paris, France

Research and expertise

Field of Expertise
Financial Econometrics
Sustainable Finance
Market Finance
Sentiment Analysis (NLP)
Forecasting
Research Centers
ESCP Center for Finance (ECF)
Artificial Intelligence and Decision Making – AI&DM

News

Women’s Representation in Finance

How to Improve Women’s Representation in Finance

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Despite finance being one of the highest-paying and most influential industries, women remain underrepresented. Professors Almudena Cañibano and Mario…

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