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JEM 2024 : The Journal of Energy Markets

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Link: https://www.risk.net/journal-of-energy-markets
 
When Mar 14, 2024 - Sep 14, 2024
Where Online
Submission Deadline TBD
Categories    economics   business   energy
 

Call For Papers

Energy markets are one of the fastest growing and most complex market sectors. From the basic role that oil has in the global economy to the essential services that gas and electricity provide, energy is an area of geopolitical concern as well as financial activity.

The Journal of Energy Markets serves as a major research outlet for new empirical and model-based work in this sector, publishing original papers on the evolution and behavior of electricity, gas, oil, carbon and other energy markets, both wholesale and retail.

The Journal of Energy Markets considers submissions in the form of research papers on, but not limited to, the following topics:

• Econometric analyses of prices, volatilities and across particular energy markets.
• Model-based simulation of price and investment behavior.
• Theoretical and applied analyses of energy derivatives.
• High-frequency nonlinear models of price formation.
• Longer-term geopolitical analyses of energy market globalization.
• Forward curve and risk premiums.
• Strategic behavior by companies.
• Financial aspects of new investment.
• The relationship between energy and carbon markets and climate change policies.
• Renewable energy financing and policy analysis.

)) Submission Requirements
Manuscripts should be prepared for publication in accordance with our submissions guidelines, which can be found at: http://www.risk.net/static/risk-journals-submission-guidelines.

All submissions will be subject to a peer review process by at least two independent peer reviewers. Final decisions on paper acceptance will be given by the Editor-in-Chief.

)) Length
The Journal has a strict length policy. Research papers should not exceed 8,000 words, including references. Submissions should be sent via the online submission site: https://editorialexpress.com/risk

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