Special Issue "Risk Modelling and Management of Energy Economics and Finance in a COVID-19 World"
A special issue of Energies (ISSN 1996-1073). This special issue belongs to the section "Energy Economics and Policy".
Deadline for manuscript submissions: closed (31 July 2021).
Special Issue Editors
Interests: economics; financial econometrics; quantitative finance; risk and financial management; econometrics; statistics; time series analysis; energy economics and finance; sustainability; environmental modelling; carbon emissions; climate change econometrics; forecasting; informatics; data mining
Special Issues and Collections in MDPI journals
2. Department of Finance, College of Management, Asia University, Taichung 41354, Taiwan
Interests: economics; econometrics; financial econometrics; statistics; quantitative finance; risk and financial management; energy economics and finance; time series analysis; forecasting; technology and innovation; industrial organization; health and medical economics; tourism research and management
Special Issues and Collections in MDPI journals
Interests: economics; econometrics; statistics; time series analysis; forecasting, marketing research; marketing
Special Issues and Collections in MDPI journals
Interests: economics; econometrics; statistics; quantitative finance; risk and financial management; time series analysis; inequality measures
Special Issue Information
Dear Colleagues,
This Special Issue, “Risk Modelling and Management of Energy Economics and Finance in a COVID-19 World”, aims to provide statistically-valid prices, the financial returns, and volatility of all types of fuels, including fossil, sustainable, and renewable fuels, simultaneously with accompanying carbon emissions and allowances prices; including all possible types of fuel, carbon emissions, and allowances as financial commodities in financial portfolios; use all types of fuel, carbon emissions, and allowances in optimal hedging of financial portfolios; evaluate the impacts on the environment and sustainability of pricing all types of fuels, carbon emissions, and allowances; and evaluate the effects of risk modelling and management in a COVID-19 world.
This Special Issue will analyze the following topics both before and during the onset of COVID-19:
- International and domestic prices, returns, and volatility spillovers of fossil energy sources, namely oil, coal, and gas, sustainable, and renewable energy;
- Modelling international and domestic carbon emissions and allowances prices, returns, and volatility spillovers;
- Multivariate financial prices, returns, volatility spillovers and covolatility spillovers;
- Alternative multivariate volatility models, including conditional, stochastic and realized volatility models;
- Fossil fuels, sustainable, and renewable energies, carbon emissions, and allowances as financial commodities in financial portfolios;
- Fossil fuels, sustainable, and renewable energies, carbon emissions, and allowances as financial commodities in optimal hedging of financial portfolios;
- Impacts on the environment and sustainability of pricing fossil fuels, sustainable, and renewable energies, carbon emissions, and allowances as financial commodities;
- Compare the prices, returns, volatility, and spillovers for fossil fuels, sustainable, and renewable energies, carbon emissions, and allowances as financial commodities.
Prof. Dr. Michael McAleer
Prof. Dr. Chia-Lin Chang
Prof.Dr. Philip Hans Franses
Prof. Dr. Esfandiar Maasoumi
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 papers will be 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 2000 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
- Fossil energy sources, namely oil, coal, and gas, sustainable, and renewable energy
- Carbon emissions prices and allowances
- International and domestic prices, returns, and volatility spillovers
- Modelling carbon emissions and allowances prices, returns, and volatility spillovers
- Multivariate financial prices, returns, volatility spillovers and covolatility spillovers
- Conditional, stochastic and realized multivariate volatility models
- Financial commodity effects in financial portfolios
- Optimal hedging of financial portfolios
- Impacts on the environment and sustainability
- Compare the prices, returns, volatility, and spillovers for fossil fuels, sustainable, and renewable energies, carbon emissions, and allowances before and during COVID-19