Journal of Energy Markets
ISSN:
1756-3607 (print)
1756-3615 (online)
Editor-in-chief: Derek W. Bunn
About this journal
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
Abstracting and Indexing: Scopus; EconLit; EconBiz; and Cabell’s Directory
Journal Metrics:
CiteScore: 0.6
Latest papers
The German Energiewende: is the manufacturing sector at risk?
Volatility transmission in energy futures markets
Modeling natgas intramonth spot (daily or “cash”) price movements
Optimal timing of wind farm repowering: a two-factor real options analysis
A structural linkage model for freight rates
Pricing and hedging multiasset spread options using a three-dimensional Fourier cosine series expansion method
Exchange rates, oil prices and electricity spot prices: empirical insights from European Union markets
Evaluating the effects of changing market parameters and policy implications in the German electricity market
Pricing and hedging options in energy markets using Black-76
Extreme dependence between China’s oil market and the world oil market: empirical evidence and implications
Models for short-term forecasting of spike occurrences in Australian electricity markets: a comparative study
Hedging crude oil derivatives in GARCH-type models
Carbon price volatility and financial risk management
Risk premiums in energy markets
Weather forecasting with market prices of weather futures
Pricing electricity swaptions under a stochastic volatility term structure model
Spread volatility of cointegrated commodity pairs
On the modeling of temperature dynamics for pricing weather-related products
Representing the effects of oligopolistic competition on risk-neutral prices in power markets
Equilibrium forward risk premiums in electricity markets