Yes, but no clue what. Typically people just use Aveline with Elemental Aegis, which doesn't much care for the specific element as long as it's not physical.
Electricity. You cannot block them totally, however. Even if you stack 120% ER (100 natural + 20 anti-boss), he will still hit you for 3-5 damage with his ranged attacks. On Nightmare, at least.