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Julien Fouquau

Personal Details

First Name:Julien
Middle Name:
Last Name:Fouquau
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RePEc Short-ID:pfo147
[This author has chosen not to make the email address public]
Terminal Degree:2008 (from RePEc Genealogy)

Research output

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Jump to: Working papers Articles Chapters

Working papers

  1. Marie Bessec & Julien Fouquau, 2018. "Short-run electricity load forecasting with combinations of stationary wavelet transforms," Post-Print hal-01644930, HAL.
  2. Richard Portes & Julien Fouquau & Anne-Laure Delatte, 2017. "Regime-Dependent Sovereign Risk Pricing During the Euro Crisis," Post-Print hal-01663123, HAL.
  3. Julien Fouquau & Philippe K. Spieser, 2015. "Statistical evidence about LIBOR manipulation: A "Sherlock Holmes" investigation," Post-Print hal-01160060, HAL.
  4. Anne-Laure Delatte & Julien Fouquau & Carsten A. Holz, 2014. "Explaining money demand in China during the transition from a centrally planned to a market-based monetary system," Post-Print hal-01160174, HAL.
  5. Julien Fouquau & Philippe Spieser, 2014. "Stock Returns Memories: a "Stardust" Memory," Post-Print hal-01161602, HAL.
  6. Julien Fouquau & Carsten Holz & Anne-Laure Delatte, 2014. "The demand for money in China revisited. Understanding Money Demand in the Transition from a Centrally Planned to a Market Economy," Post-Print hal-01663128, HAL.
  7. Carole Botton & Julien Fouquau, 2014. "L'Expertise De L'Evaluation : Une Construction Sociale," Post-Print hal-01899544, HAL.
  8. Marie Bessec & Julien Fouquau & Sophie Meritet, 2014. "Forecasting electricity spot prices using time-series models with a double temporal segmentation," Working Papers 2014-588, Department of Research, Ipag Business School.
  9. Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2014. "Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts," NBER Working Papers 19985, National Bureau of Economic Research, Inc.
  10. Carole Botton & Julien Fouquau, 2014. "Les logiques d’évaluation d’un bien singulier. Le cas des chevaux de courses," Post-Print hal-01160081, HAL.
  11. Delatte, Anne-Laure & Holz, Carsten, 2013. "Understanding Money Demand in the Transition from a Centrally Planned to a Market Economy," CEPR Discussion Papers 9721, C.E.P.R. Discussion Papers.
  12. Anne-Laure Delatte & Julien Fouquau, 2012. "Le retour des motifs mercantilistes dans la demande de réserves internationales des pays émergents," Post-Print hal-00812053, HAL.
  13. Anne-Laure Delatte & Julien Fouquau, 2012. "What drove the massive hoarding of international reserves? A time-varying approach," Post-Print hal-00822294, HAL.
  14. Carole Botton & Julien Fouquau, 2012. "Adjugé, vendu…. assuré !," Post-Print hal-02432027, HAL.
  15. Carole Botton & Julien Fouquau, 2012. "Adjugé, Vendu...Assuré," Post-Print hal-00937902, HAL.
  16. Catherine Bruneau & Anne-Laure Delatte & Julien Fouquau, 2012. "Is the European sovereign crisis self-fulfilling ? Empirical evidence about the drivers of market sentiments," Documents de Travail de l'OFCE 2012-22, Observatoire Francais des Conjonctures Economiques (OFCE).
  17. Anne-Laure Delatte & Julien Fouquau, 2012. "What Drove the Massive Hoarding of International Reserves in Emerging Economies? A Time-Varying Approach," Post-Print hal-01410598, HAL.
  18. Nicolas Canry & Julien Fouquau & Sebastien Lechevalier, 2011. "Sectoral Price Dynamics in Japan: A Threshold Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00945036, HAL.
  19. Anne-Laure Delatte & Julien Fouquau, 2011. "What drove the massive hoarding of international reserves in emerging countries? A time varying approach," Post-Print hal-00734893, HAL.
  20. Mohamed EL HEDI AROURI & Philippe FOULQUIER & Julien FOUQUAU, 2011. "Oil Prices and Stock Markets in Europe: A Sector Perspective," Discussion Papers (REL - Recherches Economiques de Louvain) 2011011, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  21. Mohamed El Hedi Arouri & Julien Fouquau, 2011. "How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach," Post-Print hal-00822133, HAL.
  22. Mohamed El Hedi Arouri & Philippe Foulquier & Julien Fouquau, 2011. "Oil price and stock markets in Europe: a sector by sector perspective," Post-Print hal-00822100, HAL.
  23. Julien Fouquau & Anne-Laure Delatte, 2010. "Smooth transition in China: New evidence in the cointegrating money demand relationship," Post-Print hal-00565520, HAL.
  24. Mohamed El Hedi Arouri & Julien Fouquau, 2009. "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses," Papers 0905.3870, arXiv.org.
  25. Delatte, Anne-Laure & Fouquau, Julien, 2009. "The Determinants of International Reserves in the Emerging Countries: a Non-Linear Approach," MPRA Paper 16311, University Library of Munich, Germany.
  26. Julien Fouquau, 2008. "Threshold effects in Okun's law: a panel data analysis," Post-Print hal-00565477, HAL.
  27. Marie Bessec & Julien FOUQUAU, 2007. "The Non-linear Link between Electricity Consumption and Temperature in Europe: a Threshold Panel Approach," LEO Working Papers / DR LEO 1636, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  28. Julien Fouquau & Christophe Hurlin & Isabelle Rabaud, 2007. "The Feldstein-Horioka Puzzle: a Panel SmoothTransition Regression Approach," Working Papers halshs-00156688, HAL.
  29. Julien Fouquau, 2007. "Comment l'économétrie permet-elle de mieux comprendre les grands enjeux de l'énergie?," Post-Print halshs-00222974, HAL.
  30. Canry, Nicolas & Fouquau, Julien & Lechevalier, Sébastien, 2007. "Price Dynamics in Japan (1981-2001): A Structural Analysis of Mechanisms in the Goods and Labor Markets," Discussion Paper Series a493, Institute of Economic Research, Hitotsubashi University.
  31. G. Destais & Julien Fouquau & C. Hurlin, 2007. "Energy Demand Models: A Threshold Panel Specification of the "Kuznets Curve"," Post-Print halshs-00222786, HAL.
  32. G. Destais & Julien Fouquau & Christophe Hurlin, 2006. "Economic Development and Energy Intensity: a Panel Data Analysis," Post-Print halshs-00257369, HAL.
  33. Julien FOUQUAU, 2006. "Effets de Seuil dans la Loi d'Okun : Une évaluation sur Données de Panel," LEO Working Papers / DR LEO 516, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.

    repec:spo:wpmain:info:hdl:2441/6b3bdv9unt9mspi3ri2ff917d6 is not listed on IDEAS

Articles

  1. Julien Fouquau & Cecile Kharoubi, 2020. "The term structure of equity factor diversification," Journal of Risk Finance, Emerald Group Publishing Limited, vol. 21(1), pages 23-35, February.
  2. Bessec, Marie & Fouquau, Julien, 2018. "Short-run electricity load forecasting with combinations of stationary wavelet transforms," European Journal of Operational Research, Elsevier, vol. 264(1), pages 149-164.
  3. Anne-Laure Delatte & Julien Fouquau & Richard Portes, 2017. "Regime-Dependent Sovereign Risk Pricing During the Euro Crisis," Review of Finance, European Finance Association, vol. 21(1), pages 363-385.
  4. Marie Bessec & Julien Fouquau & Sophie Meritet, 2016. "Forecasting electricity spot prices using time-series models with a double temporal segmentation," Applied Economics, Taylor & Francis Journals, vol. 48(5), pages 361-378, January.
  5. Fouquau, Julien & Six, Pierre, 2015. "A comparison of the convenience yield and interest-adjusted basis," Finance Research Letters, Elsevier, vol. 14(C), pages 142-149.
  6. Fouquau, Julien & Spieser, Philippe K., 2015. "Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 632-643.
  7. Samia Belaounia & Julien Fouquau, 2015. "Internationalisation et structure du capital:une application aux entreprises chinoises cotées," Revue Finance Contrôle Stratégie, revues.org, vol. 18(3), pages 93-113, September.
  8. Julien Fouquau & Philippe Spieser, 2014. "Stock Returns Memories: a “Stardust” Memory?," Finance, Presses universitaires de Grenoble, vol. 35(2), pages 57-85.
  9. Anne-Laure Delatte & Julien Fouquau & Carsten Holz, 2014. "Explaining money demand in China during the transition from a centrally planned to a market-based monetary system," Post-Communist Economies, Taylor & Francis Journals, vol. 26(3), pages 376-400, September.
  10. Bruneau, Catherine & Delatte, Anne-Laure & Fouquau, Julien, 2014. "Was the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 38-51.
  11. Carole Botton & Julien Fouquau, 2014. "Les logiques d'évaluation d'un bien singulier. Le cas des chevaux de courses," Revue française de gestion, Lavoisier, vol. 0(6), pages 53-69.
  12. Anne-Laure Delatte & Julien Fouquau, 2012. "Le retour des motifs mercantilistes dans la demande de réserves internationales des pays émergents," Revue économique, Presses de Sciences-Po, vol. 63(5), pages 1013-1023.
  13. Anne‐Laure Delatte & Julien Fouquau, 2012. "What Drove the Massive Hoarding of International Reserves in Emerging Economies? A Time‐varying Approach," Review of International Economics, Wiley Blackwell, vol. 20(1), pages 164-176, February.
  14. Nicolas Canry & Julien Fouquau & Sébastien Lechevalier, 2011. "Sectoral Price Dynamics in Japan: A Threshold Approach," Economics Bulletin, AccessEcon, vol. 31(2), pages 1322-1335.
  15. Mohamed El Hédi Arouri & Philippe Foulquier & Julien Fouquau, 2011. "Oil Prices and Stock Markets in Europe: A Sector Perspective," Recherches économiques de Louvain, De Boeck Université, vol. 77(1), pages 5-30.
  16. Anne-Laure Delatte & Julien Fouquau, 2011. "The determinants of international reserves in the emerging countries: a nonlinear approach," Applied Economics, Taylor & Francis Journals, vol. 43(28), pages 4179-4192.
  17. Anne laure Delatte & Julien Fouquau, 2010. "Smooth transition in China: New evidence in the cointegrating money demand relationship," Economics Bulletin, AccessEcon, vol. 30(1), pages 265-273.
  18. Nicolas Canry & Julien Fouquau & Sébastien Lechevalier, 2010. "Price Dynamics In Japan (1981-2001): A Structural Analysis Of Mechanisms In The Goods And Labor Markets," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 53(3/4), pages 357-374.
  19. Julien Fouquau & Ghislaine Destais & Christophe Hurlin, 2009. "Energy demand models: a threshold panel specification of the 'Kuznets curve'," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1241-1244.
  20. Arouri Mohamed el hédi & Fouquau Julien, 2009. "On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses," Economics Bulletin, AccessEcon, vol. 29(2), pages 795-804.
  21. Bessec, Marie & Fouquau, Julien, 2008. "The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach," Energy Economics, Elsevier, vol. 30(5), pages 2705-2721, September.
  22. Fouquau, Julien & Hurlin, Christophe & Rabaud, Isabelle, 2008. "The Feldstein-Horioka puzzle: A panel smooth transition regression approach," Economic Modelling, Elsevier, vol. 25(2), pages 284-299, March.
  23. Julien Fouquau, 2008. "Threshold effects in Okun's Law: a panel data analysis," Economics Bulletin, AccessEcon, vol. 5(33), pages 1-14.

Chapters

  1. Ghislaine Destais & Julien Fouquau & Christophe Hurlin, 2007. "Economic Development and Energy Intensity: A Panel Data Analysis," Palgrave Macmillan Books, in: Jan Horst Keppler & Régis Bourbonnais & Jacques Girod (ed.), The Econometrics of Energy Systems, chapter 5, pages 98-120, Palgrave Macmillan.

More information

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 8 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (5) 2007-11-24 2009-07-28 2014-03-30 2014-06-02 2014-06-02. Author is listed
  2. NEP-ENE: Energy Economics (3) 2009-05-30 2009-09-26 2014-10-17
  3. NEP-MON: Monetary Economics (2) 2009-07-28 2014-06-02
  4. NEP-ARA: MENA - Middle East and North Africa (1) 2009-09-26
  5. NEP-CBA: Central Banking (1) 2014-06-02
  6. NEP-EEC: European Economics (1) 2014-06-02
  7. NEP-EUR: Microeconomic European Issues (1) 2014-10-17
  8. NEP-FOR: Forecasting (1) 2014-10-17
  9. NEP-OPM: Open Economy Macroeconomics (1) 2014-03-30
  10. NEP-REG: Regulation (1) 2014-10-17
  11. NEP-TRA: Transition Economics (1) 2014-06-02

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