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
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
Valuation of power swing options
Predicting realized volatility for Nord Pool forward prices by including volatility spillover and covariance effects
Modeling electricity price events as point processes
An equilibrium analysis of third-party access to natural gas storage
Testing the martingale difference hypothesis for the Nordic power derivatives market
A radial basis function approach to gas storage valuation
The link between jet fuel prices, carbon credits and airline firm value
The fundamental and speculative components of the oil spot price: a real option value approach
