Multivariate Modelling of Fossil Fuel and Carbon Emission Prices
A special issue of Energies (ISSN 1996-1073). This special issue belongs to the section "B: Energy and Environment".
Deadline for manuscript submissions: closed (31 July 2019) | Viewed by 42622
Special Issue Editors
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, Collections and Topics in MDPI journals
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, Collections and Topics in MDPI journals
Special Issue Information
Dear Colleagues,
The aim of this Special Issue is to provide statistically-valid prices, financial returns, and volatility of fossil fuels, simultaneously with carbon emission prices; include fossil fuel and carbon emissions as financial commodities in financial portfolios; use fossil fuel and carbon emissions in optimal hedging (or insurance) of financial portfolios; evaluate the impacts on the environment and sustainability of pricing fossil fuel and carbon emissions; and evaluate the effects on health and medical care costs of pricing fossil fuel and carbon emissions.
The scope of this Special Issue is to analyze the following topics:
(i) international pricing of fossil energy sources, namely oil, coal, gas and nuclear;
(ii) domestic pricing of fossil energy sources, namely oil, coal, gas and nuclear;
(iii) modelling international and domestic fossil fuel emission prices;
(iv) modelling international and domestic carbon emission prices;
(v) estimation multivariate financial returns and volatility;
(vi) use of alternative multivariate volatility models, including conditional, stochastic and realized volatility models;
(vii) inclusion of fossil fuel and carbon emissions as financial commodities in financial portfolios;
(viii) use of fossil fuel and carbon emissions in optimal hedging (or insurance) of financial portfolios;
(ix) impacts on the environment and sustainability of pricing fossil fuel and carbon emissions;
(x) impacts on health and medical care costs of pricing fossil fuel and carbon emissions.
Prof. Chia-Lin Chang
Prof. Michael McAleer
Guest Editors
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