Journal of Energy Markets
ISSN:
1756-3615 (online)
Editor-in-chief: Kostas Andriosopoulos
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:
Journal Impact Factor: 0.4
5-Year Impact Factor: 0.5
CiteScore: 1.2
We are pleased to announce that Kostas Andriosopoulos will assume the leadership role of editor-in-chief of JEM, effective February 2025.
Kostas will be working closely with the editorial board to breathe new life into the journal by broadening the scope of our content and seeking papers from new areas of research, such as sustainability, and we welcome submissions on this topic. Should you be working on a research paper and are unsure if it is suitable for the journal, please get in touch with us.
Regrettably, this of course means Derek Bunn has decided to step down as editor-in-chief. Having founded the journal 17 years ago, Derek has been instrumental in the success of the journal since its inception and the journal remains just as relevant today as it was in 2008. Happily, Derek will continue to be affiliated with JEM as editor emeritus.
Latest papers
Covered option strategies in Nordic electricity markets
This paper deals with the performance of popular option strategies in the Nordic power derivatives market.
Exploring shipping inefficiencies in global liquified natural gas trade patterns
The authors examine GPS-communicated data on liquefied natural gas (LNG) tanker movements between January 2011 and August 2012 to determine the possible drivers of apparently inefficient shipping routes from producing to consuming countries.
Are world natural gas markets moving toward integration? Evidence from the Henry Hub and National Balancing Point forward curves
The authors of this paper investigate whether the US and UK gas markets are moving toward integration. As well as looking at the cointegration of the Henry Hub and National Balancing Point indexes, the authors also introduce the novel concept of…
Price determinants in the German intraday market for electricity: an empirical analysis
This paper looks at hourly electricity prices, specifically in the German intraday market and is one of the first German studies to develop significant intraday estimates of the driving factors, as distinct from day-ahead modeling.
Day-ahead forward premiums in the Texas electricity market
This paper looks at forward and spot market-price convergence in the competitive Texas electricity market in the presence of large-scale wind generation.
Applications of weather derivatives in the energy market
A construction of volatility surfaces for futures markets
Pricing and hedging quanto options in energy markets
Crude oil price volatility spillovers into major equity markets
The forecasting power of medium-term futures contracts
Time regularities in the Russian power market
The German Energiewende: is the manufacturing sector at risk?
Electricity retailers’ behavior in a highly competitive Nordic electricity market
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
