Topic Editors
Energy Market and Energy Finance
Topic Information
Dear Colleagues,
MDPI Topics calls for interdisciplinary research in the fields of energy markets and energy finance. The goal is to gather original (unpublished) scholarly contributions on the dynamics that currently shape the energy field. Among which, we may cite:
- The Russia–Ukraine war and the reshaping of world geopolitics: run on fossil fuels and cereals;
- Climate change and the reply from the industry: greenwashing vs. the Porter hypothesis;
- Cryptocurrency mining and pressure on the electricity grid;
- On the necessary ramping-up of renewable energy to save the world from global warming;
- Rebalancing portfolios from stocks to energy exchange-traded funds;
- Divestment from carbon-intensive to low-carbon industrial processes;
- Logistics of supplying Liquefied Natural Gas to the world;
- Etc.
Any contribution pertaining to this (non-exhaustive) list of topics will be carefully considered by the team of Editors at MDPI Topics in coordination with the participating journals: Economies, Energies, JFRM, Commodities, and FinTech.
We sincerely look forward to reading your piece of research.
With best regards,
Dr. Junhua Zhao
Prof. Dr. Julien Chevallier
Topic Editors
Keywords
- geopolitics of energy
- crude oil
- natural gas
- renewables
- financialization
- global warming
- climate finance
Participating Journals
Journal Name | Impact Factor | CiteScore | Launched Year | First Decision (median) | APC | |
---|---|---|---|---|---|---|
Commodities
|
- | - | 2022 | 18.9 Days | CHF 1000 | Submit |
Economies
|
2.1 | 4.0 | 2013 | 21.7 Days | CHF 1800 | Submit |
Energies
|
3.0 | 6.2 | 2008 | 17.5 Days | CHF 2600 | Submit |
Journal of Risk and Financial Management
|
- | 4.5 | 2008 | 20.1 Days | CHF 1400 | Submit |
FinTech
|
- | - | 2022 | 21 Days | CHF 1000 | Submit |
Sustainability
|
3.3 | 6.8 | 2009 | 20 Days | CHF 2400 | Submit |
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Published Papers (3 papers)
Planned Papers
The below list represents only planned manuscripts. Some of these manuscripts have not been received by the Editorial Office yet. Papers submitted to MDPI journals are subject to peer-review.
Title: Yet Another Closed Form Approximation of Spread Option Value and Greeks: Sector Formula
Authors: Roza Galeeva; Zi Wang
Affiliation: Johns Hopkins University
Abstract: The goal of the paper is to derive a closed form approximation formulas for the spread option value and Greeks by using a double integration and investigating the exercise boundary. We find that the straight line approximation does not perform well for curved exercise boundaries. We propose a novel approach: to integrate in a sector and find a closed form formula, expressed in terms of the bivariate normal CDF. We call it {\it sector formula}. Numerical tests show accuracy and supremacy of our sector formula in comparison with the previous methods.
Title: What Insights Do Short Maturity Return Predictive Regressions Offer about Risk Preferences in the Oil Market?
Authors: Gurdip Bakshi; Xiaohui Gao; Zhaowei Zhang
Affiliation: Temple University
Abstract: This study examines the predictive relationship between the short maturity (weekly) returns of oil futures and three higher-order risk-neutral return cumulants. Using data from weekly expiring West Texas Crude Oil futures options, we model-free calculate these cumulants at the beginning of the options expiration cycles. Our results show that the third risk-neutral cumulant is a consistent predictor of oil futures returns. We compare our findings with 14 other predictors and provide a theoretical explanation for the negative coefficient estimated for the third cumulant. This theory links higher-order risk-neutral cumulants to the risk premiums of oil futures.