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Welcome to www.journalofenergymarkets.com

Welcome to the Journal of Energy Markets website, the only 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.

Subscribers to www.theJournalofenergymarkets.com are now able to access all the papers that appear in the first two editions of the Journal of Energy Markets. Visitors can also use the site to submit papers for review, subscribe, renew an existing subscription or even extend a subscription to benefit from additional cost saves.

An annual subscription to the Journal of Energy Markets includes 4 hard-copy issues and unlimited on-line access to the full archive library of research papers.

If you have any questions or comments about the Journal of Energy Markets or the website please contact us.

Letter from the Editor-in-Chief

The second issue of the new Journal of Energy Markets reflects well the focus of the publication, by bringing advanced econometric and model-based analysis to practical problems facing analysts and traders in this sector.
The first paper by Alizadeh and Nomikos on the performance of statistical arbitrage in petroleum futures markets analyzes trading strategies based upon the statistical approach of cointegration, using some fundamental variables. As such it is an advanced synthesis of fundamental modeling and technical methods to support trading. It is well known that cointegration estimates may not always be robust, or readily generalized, and so it is appropriate that this research undertakes extensive robustness and out-of-sample testing.

Latest Issue

Volume 1 / Number 2

Performance of statistical arbitrage in petroleum futures markets
by Amir H. Alizadeh and Nikos K. Nomikos

Efficiency and transmission in European energy markets a seminon-parametric approach
by Solibakke Per Bjarte

An integrated CVaR and real options approach to investments in the energy sector
by Ines Fortin, Sabine Fuss, Jaroslava Hlouskova, Nikolay Khabarov, Michael Obersteiner and Jana Szolgayova

Random movements of power prices in competitive markets: a hybrid model approach
by Carlo Mari

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