Edited By Derek W. Bunn
Launched in Spring 2008, The Journal of Energy Markets is an international refereed journal focusing on new empirical work in understanding the price, risk and investment behavior of energy commodities. The Journal seeks to fulfil the need for a high quality research outlet drawing upon empirical and model based research on energy markets, which will be of significant interest to quantitative analysts in this sector as well as researchers. We expect to publish advanced “energy econometrics”, as well as theory and computational methods. Applications related to emissions trading, infrastructure capacity auctions and real investment will complement the core areas of prices, forward curves, derivatives, and volume risks in the main energy commodities.
SPECIFICATIONS
Book Size: 170mm x 245mm
Binding: Paperback journal
Format: Journal
SUMMARY
The Journal of Energy Markets is an international refereed journal focusing on new empirical work in understanding the price, risk and investment behavior of energy commodities. It intends to publish original papers on the evolution and performance of electricity, gas, oil and other energy markets, both wholesale and retail.
This journal has been created to serve as a major research outlet for new empirical and model-based work in understanding the price, risk and investment behavior in this sector. Focusing upon prices, investment and risk, it is of particular interest to researchers and professionals working at the leading edge interface of methodological research and investment practice. Papers are peer reviewed to a high standard, but written in an accessible way for a wide expert professional readership.
The Journal of Energy Markets, therefore, has three fundamental aims:
(1) to foster high-quality, original and innovative work;
(2) to provide practitioners and academics with access to the resulting technical research; and
(3) to serve as a high quality research outlet at the interface of empirical finance, energy economics and management science.
Content Guidelines
The Editorial Board invites you to submit papers focusing upon the energy markets sector, which could be making research contributions in several possible ways, on a variety of relevant topics:
• Econometric analyses of prices, volatilities within and across particular energy markets;
• Model-based simulation of price and investment behavior;
• Theoretical and applied analyses of energy derivatives;
• High frequency, nonlinear models of price formation;
• Longer term, geopolitical analyses of energy market globalization;
• Forward curve and risk premia;
• Strategic behavior by companies;
• Financial aspects of new investment; and
• Relationship of energy and carbon markets to climate change policies.
The above list is suggestive rather than exhaustive.
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AUTHOR BIOGRAPHY
Derek W. Bunn is a Professor at London Business School, with research on the energy sector extending back more than 25 years. Author of over 180 research papers and 10 books in the areas of forecasting, decision analysis and energy economics, previously he was the Editor of Energy Economics, and has served on the editorial boards of 12 other journals including Management Science. He has advised many PhD students as well as numerous international companies and government agencies in this sector.
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CONTRIBUTORS
Carlos Henggeler Antunes University of Coimbra, Portugal; Efraim Centeno Hernáez Pontificia Comillas University; Antonio J. Conejo University of Castilla-La Mancha, Spain; Helyette Geman Birkbeck, University of London & ESSEC Business School; Richard Green University of Birmingham; Christopher Harris RWE npower retail; Benjamin F. Hobbs The Johns Hopkins University, Baltimore, USA; Jussi Keppo University of Michigan; Christopher Knittel University of California, Davis; Sophie Meritet Paris Dauphine University; Frits van Oostvoorn Energy research Center of the Netherlands (ECN); Robert Pindyck Massachusetts Institute of Technology; Andrea Roncoroni ESSEC Business School Paris-Singapore; Ehud I. Ronn University of Texas at Austin; Geoffrey Rothwell Stanford University; Leigh Tesfatsion Iowa State University; Rafał Weron Wrocław University of Technology;
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