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Quantitative Finance in Energy
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Quantitative Finance in Energy

A special issue of Journal of Risk and Financial Management (ISSN 1911-8074). This special issue belongs to the section "Applied Economics and Finance".

Deadline for manuscript submissions: closed (30 September 2024) | Viewed by 2697

Special Issue Editors

Dr. Alper Gormus

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Guest Editor
Department of Accounting, Finance and Energy, College of Business, University of Texas Permian Basin, Odessa, TX 79762, USA
Interests: energy finance; energy investments; financial risk management; international finance
Dr. Steven Beach

E-Mail Website
Guest Editor
College of Business, University of Texas Permian Basin, Odessa, TX 79762, USA
Interests: global portfolio management; personal finance; downside risk measures

Special Issue Information

Dear Colleagues,

Energy-related assets, markets, and policies are increasingly impacting the finance field. Especially with the financialization of commodity markets, where energy commodities lead in their continuous integration, investors, funds, corporations, and governments have been paying close attention to these markets and their impacts on the overall economic structures. In addition, the environmental, social, and governance (ESG) considerations by investors continue to create numerous new questions which previously have not been addressed by conventional finance research.

This Special Issue incorporates all areas of quantitative finance, including investments, corporate finance, financial markets, international finance, financial economics, and other related areas applied to or integrating energy assets, investments, or markets. In particular, studies that investigate specific financial and economic impacts of energy markets, production, and policy are welcome.

Dr. Alper Gormus
Dr. Steven Beach
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. 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 1400 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

  • energy finance
  • energy policy and corporate finance
  • energy investments
  • energy markets

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Published Papers (2 papers)

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Research

27 pages, 364 KiB  
Article
Follow the Leader: How Culture Gives Rise to a Behavioral Bias That Leads to Higher Greenhouse Gas Emissions
by Le Zhao, Nima Vafai, Marcos Velazquez and Abu Amin
J. Risk Financial Manag. 2024, 17(6), 245; https://doi.org/10.3390/jrfm17060245 - 11 Jun 2024
Viewed by 1205
Abstract
This research investigates the influence of national culture, particularly power distance, on firms’ carbon dioxide (CO2) emissions. Drawing on a large international dataset spanning over a decade, we examine how power distance, agency conflict, and socioeconomic stability interact to shape firms’ [...] Read more.
This research investigates the influence of national culture, particularly power distance, on firms’ carbon dioxide (CO2) emissions. Drawing on a large international dataset spanning over a decade, we examine how power distance, agency conflict, and socioeconomic stability interact to shape firms’ emission decisions. Our analysis reveals a significant positive relationship between power distance and firms’ CO2 emissions, indicating that firms located in countries characterized by higher power distance tend to emit more greenhouse gases (GHGs). Furthermore, we find that agency conflict moderates this relationship, with firms experiencing high levels of debt or paying substantial dividends exhibiting lower emissions in high power distance environments. Additionally, socioeconomic stability attenuates the positive association between power distance and emissions, suggesting that the effectiveness of cultural influences on emission decisions is contingent upon the stability of the societal context. These findings underscore the importance of considering cultural dimensions, agency dynamics, and socioeconomic conditions in understanding corporate environmental behavior. Our research contributes to the literature by providing empirical evidence of the nuanced interplay between national culture, agency conflict, and socioeconomic stability in shaping firms’ emission decisions. Policymakers and practitioners can use these insights to develop more targeted environmental policies and strategies aimed at promoting sustainable development globally. Full article
(This article belongs to the Special Issue Quantitative Finance in Energy)
9 pages, 235 KiB  
Article
Impact of Water Management Policies on Volatility Transmission in the Energy Sector
by Elif Gormus and Katharine Harrell
J. Risk Financial Manag. 2024, 17(5), 175; https://doi.org/10.3390/jrfm17050175 - 23 Apr 2024
Viewed by 1064
Abstract
Purpose: This study evaluates the impact of the water management policies of energy companies on their volatility interactions with energy commodities. Design/methodology: We tested for volatility transmissions between 66 energy funds and fossil-fuel commodities. After identifying possible integrations, we investigated whether water management [...] Read more.
Purpose: This study evaluates the impact of the water management policies of energy companies on their volatility interactions with energy commodities. Design/methodology: We tested for volatility transmissions between 66 energy funds and fossil-fuel commodities. After identifying possible integrations, we investigated whether water management policies, after controlling for other fund characteristics, impact the probability of integration. Results: Our findings indicate strong volatility transmission from oil prices to energy funds. However, a reverse of this information flow was not observed. From the perspective of natural gas, we found strong bi-directional integration with energy funds. When we analyzed the influence of fund characteristics on the previously established integrations, water management policies do not impact the probability of the integration of oil. However, these policies are shown to have a significant influence on integration with the natural gas market. Originality/value: While there are multiple studies that show the integration between energy companies and corresponding commodities, according to our knowledge, this is the first study that evaluates the significance of water management policies with respect to volatility integration. This study highlights the importance of water-related policies with respect to the susceptibility of energy firms to volatility contagion from the natural gas market. Full article
(This article belongs to the Special Issue Quantitative Finance in Energy)
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