Details about Julien Fouquau

Access statistics for papers by Julien Fouquau.

Last updated 2022-03-07. Update your information in the RePEc Author Service.

Short-id: pfo147

Working Papers

2018

1. Short-run electricity load forecasting with combinations of stationary wavelet transforms
   Post-Print, HAL View citations (25)
   See also Journal Article Short-run electricity load forecasting with combinations of stationary wavelet transforms, European Journal of Operational Research, Elsevier (2018) View citations (25) (2018)

2017

2. Regime-Dependent Sovereign Risk Pricing During the Euro Crisis
   Post-Print, HAL View citations (45)
   Also in ESRB Working Paper Series, European Systemic Risk Board (2016) View citations (6)
   See also Journal Article Regime-Dependent Sovereign Risk Pricing During the Euro Crisis, Review of Finance, European Finance Association (2017) View citations (51) (2017)

2016

3. Forecasting electricity spot prices using time-series models with a double temporal segmentation
   Post-Print, HAL View citations (5)
   Also in Working Papers, Department of Research, Ipag Business School (2014) View citations (15)
   Post-Print, HAL (2014) View citations (13)
   See also Journal Article Forecasting electricity spot prices using time-series models with a double temporal segmentation, Applied Economics, Taylor & Francis Journals (2016) View citations (6) (2016)

2015

4. Statistical evidence about LIBOR manipulation: A "Sherlock Holmes" investigation
   Post-Print, HAL View citations (16)
   See also Journal Article Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation, Journal of Banking & Finance, Elsevier (2015) View citations (18) (2015)

2014

5. Explaining money demand in China during the transition from a centrally planned to a market-based monetary system
   Post-Print, HAL View citations (2)
   Also in Post-Print, HAL (2011) View citations (1)
   See also Journal Article Explaining money demand in China during the transition from a centrally planned to a market-based monetary system, Post-Communist Economies, Taylor & Francis Journals (2014) View citations (2) (2014)
6. Is the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments
   Post-Print, HAL View citations (6)
   Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2014) View citations (10)
   Post-Print, HAL (2014) View citations (5)
   Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) (2012) View citations (13)
   See also Journal Article Was the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments, Journal of Macroeconomics, Elsevier (2014) View citations (5) (2014)
7. L'EXPERTISE DE L'EVALUATION: UNE CONSTRUCTION SOCIALE
   Post-Print, HAL
8. Les logiques d’évaluation d’un bien singulier. Le cas des chevaux de courses
   Post-Print, HAL
   See also Journal Article Les logiques d'évaluation d'un bien singulier. Le cas des chevaux de courses, Revue française de gestion, Lavoisier (2014) (2014)
9. Nonlinearities in Sovereign Risk Pricing: The Role of CDS Index Contracts
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (10)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2014) View citations (10)
10. Stock Returns Memories: a "Stardust" Memory
    Post-Print, HAL
    Also in Post-Print, HAL (2011)
    See also Journal Article Stock Returns Memories: a “Stardust” Memory?, Finance, Presses universitaires de Grenoble (2014) (2014)
11. The demand for money in China revisited. Understanding Money Demand in the Transition from a Centrally Planned to a Market Economy
    Post-Print, HAL

2013

12. Understanding Money Demand in the Transition from a Centrally Planned to a Market Economy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers

2012

13. ADJUGÉ, VENDU...ASSURÉ
    Post-Print, HAL
14. Adjugé, vendu … assuré !
    Post-Print, HAL
    Also in Post-Print, HAL (2012)
15. Le retour des motifs mercantilistes dans la demande de réserves internationales des pays émergents
    Post-Print, HAL
    See also Journal Article Le retour des motifs mercantilistes dans la demande de réserves internationales des pays émergents, Revue économique, Presses de Sciences-Po (2012) (2012)
16. What Drove the Massive Hoarding of International Reserves in Emerging Economies? A Time-Varying Approach
    Post-Print, HAL View citations (19)
    See also Journal Article What Drove the Massive Hoarding of International Reserves in Emerging Economies? A Time‐varying Approach, Review of International Economics, Wiley Blackwell (2012) View citations (21) (2012)
17. What drove the massive hoarding of international reserves? A time-varying approach
    Post-Print, HAL View citations (18)

2011

18. How do oil prices affect stock returns in GCC markets? An asymmetric cointegration approach
    Post-Print, HAL View citations (3)
19. Oil Prices and Stock Markets in Europe: A Sector Perspective
    Discussion Papers (REL - Recherches Economiques de Louvain), Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) View citations (11)
    See also Journal Article Oil Prices and Stock Markets in Europe: A Sector Perspective, Recherches économiques de Louvain, De Boeck Université (2011) View citations (9) (2011)
20. Oil price and stock markets in Europe: a sector by sector perspective
    Post-Print, HAL View citations (2)
21. Sectoral Price Dynamics in Japan: A Threshold Approach
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (2)
    Also in Post-Print, HAL (2011)
    See also Journal Article Sectoral Price Dynamics in Japan: A Threshold Approach, Economics Bulletin, AccessEcon (2011) View citations (2) (2011)
22. The determinants of International Reserves in the Emerging countries: a non linear approach
    Post-Print, HAL View citations (8)
    Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (1)
    See also Journal Article The determinants of international reserves in the emerging countries: a nonlinear approach, Applied Economics, Taylor & Francis Journals (2011) View citations (11) (2011)
23. What drove the massive hoarding of international reserves in emerging countries? A time varying approach
    Post-Print, HAL View citations (1)
    Also in Post-Print, HAL (2010)

2010

24. Price Dynamics in Japan (1981-2001): a Structural Analysis of Mechanisms in the Goods and Labor Markets
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL
    Also in Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007)
    Discussion Paper Series, Institute of Economic Research, Hitotsubashi University (2007) View citations (2)
    Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL (2007)
    Post-Print, HAL (2010)
    Post-Print, HAL (2007)
    Post-Print, HAL (2007) View citations (2)
    Post-Print, HAL (2007) View citations (2)
    Post-Print, HAL (2007) View citations (2)
    Post-Print, HAL (2007) View citations (2)
    See also Journal Article 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 (2010) View citations (2) (2010)
25. Smooth transition in China: New evidence in the cointegrating money demand relationship
    Post-Print, HAL View citations (2)
    See also Journal Article Smooth transition in China: New evidence in the cointegrating money demand relationship, Economics Bulletin, AccessEcon (2010) View citations (2) (2010)

2009

26. Energy demand models: a threshold panel specification of the 'Kuznets curve'
    Post-Print, HAL View citations (11)
    Also in Post-Print, HAL (2007)
    See also Journal Article Energy demand models: a threshold panel specification of the 'Kuznets curve', Applied Economics Letters, Taylor & Francis Journals (2009) View citations (19) (2009)
27. On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses
    Working Papers, HAL View citations (48)
    Also in Post-Print, HAL (2009) View citations (47)
    Papers, arXiv.org (2009) View citations (50)
    See also Journal Article On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses, Economics Bulletin, AccessEcon (2009) View citations (50) (2009)

2008

28. The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach
    Post-Print, HAL View citations (134)
    Also in Post-Print, HAL (2006)
    Post-Print, HAL (2008) View citations (134)
    Post-Print, HAL (2008) View citations (139)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006)
    Working Papers, HAL (2007) View citations (2)
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2006)
    Post-Print, HAL (2006)
    Post-Print, HAL (2006) View citations (1)
    Post-Print, HAL (2006)
    Post-Print, HAL (2007) View citations (1)
    See also Journal Article The Feldstein-Horioka puzzle: A panel smooth transition regression approach, Economic Modelling, Elsevier (2008) View citations (139) (2008)
29. The Non-Linear Link between Electricity Consumption and Temperature in Europe: a Threshold Panel Approach
    Post-Print, HAL View citations (122)
    Also in LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans (2007) View citations (4)
    Post-Print, HAL (2008) View citations (120)
    Post-Print, HAL (2007) View citations (3)
    Post-Print, HAL (2008) View citations (122)
    See also Journal Article The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach, Energy Economics, Elsevier (2008) View citations (131) (2008)
30. Threshold effects in Okun's law: a panel data analysis
    Post-Print, HAL View citations (13)
    See also Journal Article Threshold effects in Okun's Law: a panel data analysis, Economics Bulletin, AccessEcon (2008) View citations (15) (2008)

2007

31. Comment l'économétrie permet-elle de mieux comprendre les grands enjeux de l'énergie?
    Post-Print, HAL

2006

32. Economic Development and Energy Intensity: a Panel Data Analysis
    Post-Print, HAL View citations (12)
    Also in Post-Print, HAL (2006) View citations (6)
    See also Chapter Economic Development and Energy Intensity: A Panel Data Analysis, Palgrave Macmillan Books, Palgrave Macmillan (2007) View citations (17) (2007)
33. Effets de Seuil dans la Loi d'Okun: Une évaluation sur Données de Panel
    LEO Working Papers / DR LEO, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans
    Also in Post-Print, HAL (2006)
    Post-Print, HAL (2005) View citations (1)

Journal Articles

2020

1. The term structure of equity factor diversification
   Journal of Risk Finance, 2020, 21, (1), 23-35

2018

2. Short-run electricity load forecasting with combinations of stationary wavelet transforms
   European Journal of Operational Research, 2018, 264, (1), 149-164 View citations (25)
   See also Working Paper Short-run electricity load forecasting with combinations of stationary wavelet transforms, Post-Print (2018) View citations (25) (2018)

2017

3. Regime-Dependent Sovereign Risk Pricing During the Euro Crisis
   Review of Finance, 2017, 21, (1), 363-385 View citations (51)
   See also Working Paper Regime-Dependent Sovereign Risk Pricing During the Euro Crisis, Post-Print (2017) View citations (45) (2017)

2016

4. Forecasting electricity spot prices using time-series models with a double temporal segmentation
   Applied Economics, 2016, 48, (5), 361-378 View citations (6)
   See also Working Paper Forecasting electricity spot prices using time-series models with a double temporal segmentation, Post-Print (2016) View citations (5) (2016)

2015

5. A comparison of the convenience yield and interest-adjusted basis
   Finance Research Letters, 2015, 14, (C), 142-149 View citations (1)
6. Internationalisation et structure du capital:une application aux entreprises chinoises cotées
   Revue Finance Contrôle Stratégie, 2015, 18, (3), 93-113
7. Statistical evidence about LIBOR manipulation: A “Sherlock Holmes” investigation
   Journal of Banking & Finance, 2015, 50, (C), 632-643 View citations (18)
   See also Working Paper Statistical evidence about LIBOR manipulation: A "Sherlock Holmes" investigation, Post-Print (2015) View citations (16) (2015)

2014

8. Explaining money demand in China during the transition from a centrally planned to a market-based monetary system
   Post-Communist Economies, 2014, 26, (3), 376-400 View citations (2)
   See also Working Paper Explaining money demand in China during the transition from a centrally planned to a market-based monetary system, Post-Print (2014) View citations (2) (2014)
9. Les logiques d'évaluation d'un bien singulier. Le cas des chevaux de courses
   Revue française de gestion, 2014, N° 243, (6), 53-69
   See also Working Paper Les logiques d’évaluation d’un bien singulier. Le cas des chevaux de courses, Post-Print (2014) (2014)
10. Stock Returns Memories: a “Stardust” Memory?
    Finance, 2014, 35, (2), 57-85
    See also Working Paper Stock Returns Memories: a "Stardust" Memory, Post-Print (2014) (2014)
11. Was the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments
    Journal of Macroeconomics, 2014, 42, (C), 38-51 View citations (5)
    See also Working Paper Is the European sovereign crisis self-fulfilling? Empirical evidence about the drivers of market sentiments, Post-Print (2014) View citations (6) (2014)

2012

12. Le retour des motifs mercantilistes dans la demande de réserves internationales des pays émergents
    Revue économique, 2012, 63, (5), 1013-1023
    See also Working Paper Le retour des motifs mercantilistes dans la demande de réserves internationales des pays émergents, Post-Print (2012) (2012)
13. What Drove the Massive Hoarding of International Reserves in Emerging Economies? A Time‐varying Approach
    Review of International Economics, 2012, 20, (1), 164-176 View citations (21)
    See also Working Paper What Drove the Massive Hoarding of International Reserves in Emerging Economies? A Time-Varying Approach, Post-Print (2012) View citations (19) (2012)

2011

14. Oil Prices and Stock Markets in Europe: A Sector Perspective
    Recherches économiques de Louvain, 2011, 77, (1), 5-30 View citations (9)
    See also Working Paper Oil Prices and Stock Markets in Europe: A Sector Perspective, Discussion Papers (REL - Recherches Economiques de Louvain) (2011) View citations (11) (2011)
15. Sectoral Price Dynamics in Japan: A Threshold Approach
    Economics Bulletin, 2011, 31, (2), 1322-1335 View citations (2)
    See also Working Paper Sectoral Price Dynamics in Japan: A Threshold Approach, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2011) View citations (2) (2011)
16. The determinants of international reserves in the emerging countries: a nonlinear approach
    Applied Economics, 2011, 43, (28), 4179-4192 View citations (11)
    See also Working Paper The determinants of International Reserves in the Emerging countries: a non linear approach, Post-Print (2011) View citations (8) (2011)

2010

17. Price Dynamics In Japan (1981-2001): A Structural Analysis Of Mechanisms In The Goods And Labor Markets
    Brussels Economic Review, 2010, 53, (3/4), 357-374 View citations (2)
    See also Working Paper Price Dynamics in Japan (1981-2001): a Structural Analysis of Mechanisms in the Goods and Labor Markets, Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) (2010) (2010)
18. Smooth transition in China: New evidence in the cointegrating money demand relationship
    Economics Bulletin, 2010, 30, (1), 265-273 View citations (2)
    See also Working Paper Smooth transition in China: New evidence in the cointegrating money demand relationship, Post-Print (2010) View citations (2) (2010)

2009

19. Energy demand models: a threshold panel specification of the 'Kuznets curve'
    Applied Economics Letters, 2009, 16, (12), 1241-1244 View citations (19)
    See also Working Paper Energy demand models: a threshold panel specification of the 'Kuznets curve', Post-Print (2009) View citations (11) (2009)
20. On the short-term influence of oil price changes on stock markets in gcc countries: linear and nonlinear analyses
    Economics Bulletin, 2009, 29, (2), 795-804 View citations (50)
    See also Working Paper On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses, Working Papers (2009) View citations (48) (2009)

2008

21. The Feldstein-Horioka puzzle: A panel smooth transition regression approach
    Economic Modelling, 2008, 25, (2), 284-299 View citations (139)
    See also Working Paper The Feldstein-Horioka Puzzle: a Panel Smooth Transition Regression Approach, Post-Print (2008) View citations (134) (2008)
22. The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach
    Energy Economics, 2008, 30, (5), 2705-2721 View citations (131)
    See also Working Paper The Non-Linear Link between Electricity Consumption and Temperature in Europe: a Threshold Panel Approach, Post-Print (2008) View citations (122) (2008)
23. Threshold effects in Okun's Law: a panel data analysis
    Economics Bulletin, 2008, 5, (33), 1-14 View citations (15)
    See also Working Paper Threshold effects in Okun's law: a panel data analysis, Post-Print (2008) View citations (13) (2008)

Chapters

2007

1. Economic Development and Energy Intensity: A Panel Data Analysis
   Palgrave Macmillan View citations (17)
   See also Working Paper Economic Development and Energy Intensity: a Panel Data Analysis, HAL (2006) View citations (12) (2006)