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.
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Performance of statistical arbitrage in petroleum futures markets |
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Efficiency and transmission in European energy markets a seminon-parametric approach |
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An integrated CVaR and real options approach to investments in the energy sector |
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Random movements of power prices in competitive markets: a hybrid model approach |
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