Advanced Risk Analysis and Short-Term Forecast Model for Global Energy Market
A special issue of Energies (ISSN 1996-1073). This special issue belongs to the section "C: Energy Economics and Policy".
Deadline for manuscript submissions: closed (27 June 2023) | Viewed by 4644
Special Issue Editors
Interests: bayesian inference; quantile regression; tail risk measures and models; time series
Special Issues, Collections and Topics in MDPI journals
Interests: Volatility; mixed-frequency methods; tail risk measures and models; financial time series
Special Issue Information
Dear Colleagues,
During recent decades, the growth of energy markets has spurred the interest of academics, risk managers, and regulators. Initially dominated by the presence of non-renewable resources such as petroleum, energy markets nowadays include several energy providers, such as coal, natural gas, and a variety of renewables. Besides, the financialization of commodities has called for new statistical and econometric theories and methodologies to model commodity time series and monitor the propagation of commodity risk that arises from fluctuations in commodity future price values. How energy sources contribute to systemic risk, how they affect other energy sources, how and to what extent energy returns and volatilities can be forecasted are only a few examples of relevant questions in the global energy markets.
The goal of this Special Issue is to present high-quality papers dealing with (but not limited to) the following topics:
- Modeling the risk of energy commodities;
- Forecasting models for global energy markets;
- Tail risk;
- Risk measures for global energy markets;
- Systemic risk of energy commodities;
- Measuring the spillovers and the co-movements of energy returns;
- Forecasting the volatility of energy returns, including the potential influence of mixed-frequency variables;
- Investigating the profitability of using machine learning tools in energy markets.
Prof. Lea Petrella
Prof. Vincenzo Candila
Prof. Giacomo Morelli
Guest Editors
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Energies is an international peer-reviewed open access semimonthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- energy commodities
- forecasting models
- financial econometrics of energy commodities
- quantitative energy finance
- spillovers
- risk measures
- tail risk interdependence
