Energy markets are one of the fastest growing and most complex sectors. From the basic role that oil has in the global economy, to the essential services that gas and electricity provide, energy is an area of geopolitical concern as well as financial activities. The Journal of Energy Markets serves as a major research outlet for new empirical and model-based work in this sector, and publishes original papers on the evolution and behaviour of electricity, gas, oil, carbon and other energy markets, both wholesale and retail.
The Journal of Energy Markets considers submissions in the form of research papers on the following, but not limited to, topics:
- Econometric analyses of prices, volatilities and across particular energy markets
- Model-based simulation of price and investment behaviour
- Theoretical and applied analyses of energy derivatives
- High frequency nonlinear models of price formation
- Longer-term geo-political analyses of energy market globalization
- Forward curve and risk premia
- Strategic behaviour by companies
- Financial aspects of new investment
- Relationship of energy and carbon markets to climate change policies
- Renewable energy financing and policy analysis
The Journal of Energy Markets has been selected for coverage in the Clarivate Analytics Emerging Sources Citation Index.
Future spot gas prices in the US and the UK: are movements more influenced by country factors or by global factors?
Modeling and optimizing risk in the strategic gas-purchase planning problem of local distribution companies
Implied volatility surface reconstruction for energy markets: spot price modeling versus surface parametrization
LNGScheduler: a rich model for coordinating vessel routing, inventories and trade in the liquefied natural gas supply chain