Special Issue "Multivariate Modelling of Fossil Fuel and Carbon Emission Prices"
A special issue of Energies (ISSN 1996-1073).
Deadline for manuscript submissions: 31 December 2018
Prof. Chia-Lin Chang
Department of Applied Economics, College of Agriculture and Natural Resources, National Chung Hsing University, Taiwan
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Interests: applied econometrics, financial econometrics, financial economics, finance, energy economics and finance, time series analysis, forecasting, empirical industrial organisation, risk management
Prof. Dr. Michael McAleer
University Chair Professor, Department of Finance, College of Management, Asia University, Wufeng 41354, Taiwan
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Interests: theoretical and applied econometrics; financial econometrics; financial economics; finance, theoretical and applied statistics; time series analysis; forecasting; risk management; energy economics and finance; applied mathematics
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
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.
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