Energy Economics

1979 - 2025

Continuation of Journal of Energy Finance & Development.

Current editor(s): R. S. J. Tol, Beng Ang, Lance Bachmeier, Perry Sadorsky, Ugur Soytas and J. P. Weyant

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Volume 77, issue C, 2019

Panel evidence on the ability of oil returns to predict stock returns in the G7 area pp. 3-12

Joakim Westerlund and Susan Sunila Sharma

The effects of recent terrorist attacks on risk and return in commodity markets pp. 13-22

Vikash Ramiah, Damien Wallace, Jose Francisco Veron, Krishna Reddy and Robert Elliott

A novel market efficiency index for energy futures and their term structure risk premiums pp. 23-33

Duminda Kuruppuarachchi, I.M. Premachandra and Helen Roberts

Does OPEC news sentiment influence stock returns of energy firms in the United States? pp. 34-45

Kartick Gupta and Rajabrata Banerjee

Oil price shocks and Chinese banking performance: Do country risks matter? pp. 46-53

Chi-Chuan Lee and Chien-Chiang Lee

Crude oil price uncertainty and corporate investment: New global evidence pp. 54-65

Dinh Phan, Vuong Thao Tran and Dat Nguyen

The asymmetric response of gasoline prices to oil price shocks and policy uncertainty pp. 66-79

Wensheng Kang, Fernando Perez de Gracia and Ronald Ratti

Risk dependence of CoVaR and structural change between oil prices and exchange rates: A time-varying copula model pp. 80-92

Qiang Ji, Bing-Yue Liu and Ying Fan

Liquidity, surprise volume and return premia in the oil market pp. 93-104

Jonathan Batten, Harald Kinateder, Peter G. Szilagyi and Niklas Wagner

Decoupling of emissions and GDP: Evidence from aggregate and provincial Chinese data pp. 105-118

Gail Cohen, Joao Jalles, Prakash Loungani, Ricardo Marto and Gewei Wang

Price and volatility spillovers across the international steam coal market pp. 119-138

Jonathan Batten, Janusz Brzeszczynski, Cetin Ciner, Marco C.K. Lau, Brian Lucey and Larisa Yarovaya

Volume 76, issue C, 2018

Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices pp. 1-20

Román Ferrer, Syed Jawad Hussain Shahzad, Raquel López and Francisco Jareño

Effect of wind generation on ERCOT nodal prices pp. 21-33

Chen-Hao Tsai and Derya Eryilmaz

Carbon emissions abatement: Emissions trading vs consumer awareness pp. 34-47

Wen Wen, Peng Zhou and Fuqiang Zhang

Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility pp. 48-63

Vipul Kumar Singh, Shreyank Nishant and Pawan Kumar

The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems pp. 64-75

Shanglei Chai and Peng Zhou

Implications of oil prices shocks for the major emerging economies: A comparative analysis of BRICS pp. 76-88

Muhammad Ali Nasir, Lutchmee Naidoo, Muhammad Shahbaz and Nii Amoo

Policy uncertainty and the optimal investment decisions of second-generation biofuel producers pp. 89-100

Evan Markel, Charles Sims and Burton English

Using an extended logarithmic mean Divisia index approach to assess the roles of economic factors on industrial CO2 emissions of China pp. 101-114

Miao Wang and Chao Feng

Uncertainties and extreme risk spillover in the energy markets: A time-varying copula-based CoVaR approach pp. 115-126

Qiang Ji, Bing-Yue Liu, Henrik Nehler and Gazi Uddin

Evidence of increased electricity influx following the regional greenhouse gas initiative pp. 127-135

Kangil Lee and Richard Melstrom

The impact of energy prices on clean energy stock prices. A multivariate quantile dependence approach pp. 136-152

Juan Reboredo and Andrea Ugolini

The impact of Twitter sentiment on renewable energy stocks pp. 153-169

Juan Reboredo and Andrea Ugolini

Network access and market power pp. 170-185

Franz Hubert and Ekaterina Orlova

The impact of intraday markets on the market value of flexibility — Decomposing effects on profile and the imbalance costs pp. 186-201

Christian Pape

The effects of energy-related policies on energy consumption in China pp. 202-227

Shuyang Si, Mingjie Lyu, C.-Y. Cynthia Lin Lawell and Song Chen

Sectoral exposure of financial markets to oil risk factors in BRICS countries pp. 228-256

Kingsley Dogah and Gamini Premaratne

Time-varying electricity pricing and consumer heterogeneity: Welfare and distributional effects with variable renewable supply pp. 257-273

Christian Gambardella and Michael Pahle

Interval decomposition ensemble approach for crude oil price forecasting pp. 274-287

Shaolong Sun, Yuying Sun, Shouyang Wang and Yunjie Wei

Forecasting the real price of oil - Time-variation and forecast combination pp. 288-302

Christoph Funk

The role of intermediate trade in the change of carbon flows within China pp. 303-312

Jing Meng, Zengkai Zhang, Zhifu Mi, Laura Diaz Anadon, Heran Zheng, Bo Zhang, Yuli Shan and Dabo Guan

The role of input assumptions and model structures in projections of variable renewable energy: A multi-model perspective of the U.S. electricity system pp. 313-324

Trieu Mai, John Bistline, Yinong Sun, Wesley Cole, Cara Marcy, Chris Namovicz and David Young

Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries pp. 325-343

Xin Lv, Donald Lien, Qian Chen and Chang Yu

Electricity connections and firm performance in 183 countries pp. 344-366

Carolin Geginat and Rita Ramalho

Electricity storage and transmission: Complements or substitutes? pp. 367-377

Paul Neetzow, Anna Pechan and Klaus Eisenack

The asymmetric return-volatility relationship of commodity prices pp. 378-387

Dirk G. Baur and Thomas Dimpfl

Forecasting oil prices: High-frequency financial data are indeed useful pp. 388-402

Stavros Degiannakis and George Filis

Biomass for bioenergy: Optimal collection mechanisms and pricing when feedstock supply does not equal availability pp. 403-410

Chao Li, Dermot Hayes and Keri Jacobs

The value of forecasts: Quantifying the economic gains of accurate quarter-hourly electricity price forecasts pp. 411-423

Christopher Kath and Florian Ziel

High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets pp. 424-438

Jiawen Luo and Qiang Ji

Exploring the macroeconomic fluctuations under different environmental policies in China: A DSGE approach pp. 439-456

Bowen Xiao, Ying Fan and Xiaodan Guo

Structural path analysis of India's carbon emissions using input-output and social accounting matrix frameworks pp. 457-469

Yingzhu Li, Bin Su and Shyamasree Dasgupta

Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities pp. 470-494

Aviral Tiwari, Rabeh Khalfaoui, Sakiru Adebola Solarin and Muhammad Shahbaz

Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test pp. 495-503

Dayong Zhang, Tiantian Wang, Xunpeng Shi and Jia Liu

Flexibility in the market for international carbon credits and price dynamics difference with European allowances pp. 504-518

Claire Gavard and Djamel Kirat

A club convergence analysis of per capita energy consumption across Australian regions and sectors pp. 519-531

Kris Ivanovski, Sefa Awaworyi Churchill and Russell Smyth

Impacts of global carbon pricing on international trade, modal choice and emissions from international transport pp. 532-548

Misak Avetisyan

Credit and market risks measurement in carbon financing for Chinese banks pp. 549-557

Xi Zhang and Jian Li

The economic impacts of high wind penetration scenarios in the United States pp. 558-573

Stuart M. Cohen and Justin Caron

Crude oil risk forecasting: New evidence from multiscale analysis approach pp. 574-583

Kaijian He, Geoffrey K.F. Tso, Yingchao Zou and Jia Liu

Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis pp. 584-593

Fabian Gogolin, Fearghal Kearney, Brian Lucey, Maurice Peat and Samuel A. Vigne

Price volatility and risk management of oil and gas companies: Evidence from oil and gas project finance deals pp. 594-605

Bongseok Choi and Seon Tae Kim