Financial and Panel Data Econometrics

Dear Colleagues,

This Special Issue focuses on the broad topic of “Financial and Panel Data Econometrics” and includes novel research on the application of financial and panel data econometrics techniques for modeling of a wide range of issues, including energy, resources, commodity and financial asset prices, returns, and volatility, and in the pricing, hedging, and risk management of all different types of assets, commodities, financial instruments, and disasters.

Theoretical and empirical articles on the application of novel financial and panel data techniques in estimation, simulation, optimization, and calibration with applications to energy, resources, commodity and asset pricing, derivative valuation, hedging, and risk/disaster management are welcome.

Contributions focusing on univariate, multivariate, spatial or high-dimensional applications in today’s complex world, novel measures of financial risk, and other types of risks implied from energy, resources, commodity, and financial derivative markets, and on the use of high-frequency data of all sorts, are encouraged. Papers related to big data and machine learning in the context of financial and panel data econometrics are highly encouraged.

Dr. Shuddhasattwa Rafiq
Guest Editor

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 250 words) can be sent to the Editorial Office for assessment.

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. Journal of Risk and Financial Management is an international peer-reviewed open access monthly 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 1600 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.