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International Finance and Energy Markets: Energy Supplying, Prices, Investments and Trends

A special issue of Energies (ISSN 1996-1073). This special issue belongs to the section "C: Energy Economics and Policy".

Deadline for manuscript submissions: 30 June 2025 | Viewed by 2547

Special Issue Editors

Prof. Dr. Shigeyuki Hamori

E-Mail Website
Guest Editor
1. Graduate School of Economics, Kobe University, Rokkodai, Nada-Ku, Kobe 657-8504, Japan
2. Faculty of Political Science and Economics, Yamato University, Katayama-cho, Suita 564-0082, Japan
Interests: applied time series analysis; empirical finance; data science; international finance
Special Issues, Collections and Topics in MDPI journals
Dr. Xiaojing Cai

E-Mail Website
Guest Editor
Graduate School of Humanities and Social Sciences, Okayama University, Okayama 700-0583, Japan
Interests: time series analysis; international financial econometrics
Special Issues, Collections and Topics in MDPI journals
Dr. Xie He

E-Mail Website
Guest Editor
Department of Management, Tokyo University of Science, 1-11-2 Fujimi, Chiyoda-ku, Tokyo 102-0071, Japan
Interests: empirical finance; applied time series analysis; international finance

Special Issue Information

Dear Colleagues,

Overview: This Special Issue aims to delve into the intricate relationships between international finance and energy markets with geopolitical risk and climate risk. By focusing on cutting-edge research from leading experts in energy markets, we seek to explore how these multifaceted risks influence global energy dynamics and market stability.

Objectives:

  1. Highlight Innovations: Showcase the latest research that provides new insights into the interaction between geopolitical and climate risks with energy markets.
  2. Foster Discussion: Encourage dialogue among researchers on emerging trends and challenges in energy markets influenced by geopolitical and climate factors.
  3. Advance Knowledge: Contribute to the academic understanding of how these risks shape energy policies, investment strategies, and market forecasts.

Scope: This Special Issue will cover, but is not limited to, the following:

  • The impact of geopolitical tensions on energy supply and pricing.
  • The role of climate change in shaping energy market trends.
  • Strategies for managing and mitigating risks in energy investments.
  • Case studies illustrating recent shifts in energy markets due to geopolitical or climate-related events.
  • Energy markets and macroeconomics with geopolitical and climate change risks.

Expected Contributions: We anticipate contributions from leading researchers in the field of energy markets, offering empirical data, theoretical analyses, and policy recommendations. These contributions will provide valuable perspectives on how to navigate and anticipate risks in a rapidly evolving global landscape.

Conclusion: This Special Issue represents a unique opportunity to advance the understanding of the interplay between geopolitical and climate risks in energy markets. We are confident that it will attract significant interest from both academia and industry, providing a comprehensive overview of current research and future directions.

Prof. Dr. Shigeyuki Hamori
Dr. Xiaojing Cai
Dr. Xie He
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

  • international finance
  • energy prices
  • spillover effects
  • clean energy
  • green finance

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Further information on MDPI's Special Issue policies can be found here.

Published Papers (3 papers)

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Research

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21 pages, 1593 KiB  
Article
Transformations in the European Gas Supply Network Due to the Russia–Ukraine Conflict
by Theodore Tsekeris
Energies 2025, 18(7), 1709; https://doi.org/10.3390/en18071709 - 28 Mar 2025
Viewed by 399
Abstract
The objective of this paper is to demonstrate the structural characteristics of the European gas supply system and changes in its network structure and the interaction and clustering among its nodes defined as countries, following the outbreak of the Russia–Ukraine conflict. The methodology [...] Read more.
The objective of this paper is to demonstrate the structural characteristics of the European gas supply system and changes in its network structure and the interaction and clustering among its nodes defined as countries, following the outbreak of the Russia–Ukraine conflict. The methodology relies on social network analysis, which employs mathematics of the graph theory to examine the state and dynamics of the given network structure. The impacts identified involve the reduced reliance of the system on Russian gas, a considerable reduction in the strength centrality of Russia and Germany, and a higher dispersion of gas flows, largely due to the increased import of LNG flows. After the conflict outbreak, countries such as Italy, Austria, the Slovak Republic, and Hungary retained their high influential position, in terms of the PageRank centrality, while the Balkan countries, together with the Middle East gas suppliers (Turkey and Iran), formed a common group with Russia. The estimated changes stress the challenges posed to the EU countries to enhance connectivity infrastructure investments and explore alternative ways of gas supply to support the objectives of strategic autonomy, while promoting resilience and the path toward a carbon-free transition. Full article
(This article belongs to the Special Issue International Finance and Energy Markets: Energy Supplying, Prices, Investments and Trends)
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24 pages, 7050 KiB  
Article
Quantile Connectedness of Uncertainty Indices, Carbon Emissions, Energy, and Green Assets: Insights from Extreme Market Conditions
by Tiantian Liu, Yulian Zhang, Wenting Zhang and Shigeyuki Hamori
Energies 2024, 17(22), 5806; https://doi.org/10.3390/en17225806 - 20 Nov 2024
Cited by 1 | Viewed by 912
Abstract
In this study, we investigate the volatility spillover effects across uncertainty indices (Infectious Disease Equity Market Volatility Tracker (IDEMV) and Geopolitical Risk Index (GPR)), carbon emissions, crude oil, natural gas, and green assets (green bonds and green stock) under extreme market conditions based [...] Read more.
In this study, we investigate the volatility spillover effects across uncertainty indices (Infectious Disease Equity Market Volatility Tracker (IDEMV) and Geopolitical Risk Index (GPR)), carbon emissions, crude oil, natural gas, and green assets (green bonds and green stock) under extreme market conditions based on the quantile connectedness approach. The empirical findings reveal that the total and directional connectedness across green assets and other variables in extreme market conditions is much higher than that in the median, and there is obvious asymmetry in the connectedness measured at the extreme lower and upper quantiles. Our findings suggest that the uncertainty caused by COVID-19 has a more significant impact on green assets than the uncertainty related to the Russia–Ukraine war under normal and extreme market conditions. Furthermore, we discover that the uncertainty indices are more important in predicting green asset volatility under extreme market conditions than they are in the normal market. Finally, we observe that the dynamic total spillover effects in the extreme quantiles are significantly higher than those in the median. Full article
(This article belongs to the Special Issue International Finance and Energy Markets: Energy Supplying, Prices, Investments and Trends)
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Review

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52 pages, 6259 KiB  
Review
Power Shift: Decarbonization and the New Dynamics of Energy Markets
by Ricardo Raineri
Energies 2025, 18(3), 752; https://doi.org/10.3390/en18030752 - 6 Feb 2025
Cited by 1 | Viewed by 664
Abstract
This paper examines the transformative effects of decarbonization on electricity market design, emphasizing the challenges and opportunities posed by the rapid integration of renewable energy sources such as wind and solar. It analyzes the evolution of key wholesale market segments—including day-ahead, real-time, capacity, [...] Read more.
This paper examines the transformative effects of decarbonization on electricity market design, emphasizing the challenges and opportunities posed by the rapid integration of renewable energy sources such as wind and solar. It analyzes the evolution of key wholesale market segments—including day-ahead, real-time, capacity, long-term purchase agreements, ancillary services, and transmission markets—highlighting their critical roles in managing the variability of renewable energy generation through efficient price signals and resource coordination. Variable renewable energy integration introduces significant operational challenges, including overgeneration risks, ramping capacity demands, forecast inaccuracies, and transmission constraints. Addressing these issues requires enhanced market flexibility, dynamic pricing mechanisms, and advanced real-time balancing strategies. This paper assesses these challenges, offering strategies to align generation with demand and optimize market outcomes. As electricity systems evolve, legacy market structures must adapt to incorporate carbon-free resources while maintaining grid reliability and economic sustainability. By exploring case studies such as Chile and California, this paper demonstrates the importance of targeted innovations in market design, regulatory frameworks, and operational technologies. It advocates for a holistic approach to ensure a reliable, affordable, and equitable transition to a decarbonized energy future. Full article
(This article belongs to the Special Issue International Finance and Energy Markets: Energy Supplying, Prices, Investments and Trends)
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