The Econometrics of Energy Markets under Uncertainty

Dear Colleagues,

Energy markets are characterized by dynamic and complex interactions influenced by factors such as geopolitical events, regulatory changes, technological advancements and environmental considerations. The inherent uncertainty in these markets poses challenges for market participants and policymakers.

This Special Issue aims to employ advanced econometric methods to analyze and model the behavior of energy markets, taking into account the uncertainties that significantly impact decision-making processes. We welcome submissions on a broad range of topics related to the econometrics of energy markets under uncertainty, including but not limited to:

Price Modeling:

Advanced econometric models for understanding and predicting energy prices.

Stochastic modeling techniques to capture uncertainty in energy market fluctuations.

Risk Management:

Assessment of risk management strategies in mitigating uncertainties within energy portfolios.

Applications of value at risk (VaR) and conditional value at risk (CVaR) in energy markets.

Time Series Analysis:

Time series econometrics for studying temporal patterns in energy prices and relevant variables.

Autoregressive Integrated Moving Average (ARIMA) and GARCH models in time series analysis.

Forecasting:

Forecasting future energy prices and market trends under conditions of uncertainty.

Monte Carlo simulations and simulation techniques for generating probabilistic forecasts.

Policy Analysis:

Impact assessment of energy policies and regulations on market dynamics.

Recommendations for informed decision-making by policymakers and market participants are also welcome.

Dr. Alessandra Canepa
Dr. Huthaifa Al-Qaralleh
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. Journal of Risk and Financial Management is an international peer-reviewed open access monthly 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 1400 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.

• energy markets
• uncertainty
• sustainability