Journal of Energy Markets

Aims & Scope

Energy markets are one of the fastest growing and most complex sectors.

From the basic role that oil has in the global economy, to the essential services that gas and electricity provide, energy is an area of geopolitical concern as well as financial activities.

The Journal of Energy Markets serves as a major research outlet for new empirical and model-based work in this sector, and publishes original papers on the evolution and behaviour of electricity, gas, oil, carbon and other energy markets, both wholesale and retail.

The Journal of Energy Markets considers submissions in the form of research papers on the following, but not limited to, topics: -Econometric analyses of prices, volatilities and across particular energy markets- Model-based simulation of price and investment behaviour- Theoretical and applied analyses of energy derivatives- High frequency nonlinear models of price formation- Longer-term geo-political analyses of energy market globalization- Forward curve and risk premia- Strategic behaviour by companies- Financial aspects of new investment- Relationship of energy and carbon markets to climate change policies- Renewable energy financing and policy analysis

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	0.4
2024	0.30

Journal Rank

Year	Value
2024	19587

Journal Citation Indicator

Year	Value
2024	24

SJR (SCImago Journal Rank)

Year	Value
2024	0.229

Quartile

Year	Value
2024	Q3

h-index

Year	Value
2024	11

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Business, Management and Accounting, Economics, Econometrics and Finance and Energy, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Structural interactions of European carbon trading and energy prices

  Citation: 118

  Authors: Carlo, Derek W.

• Development of open source software for power market research: the AMES test bed

  Citation: 96

  Authors: Hongyan, Leigh

• The information premium for non-storable commodities

  Citation: 83

  Authors: Fred, Thilo

• Stochastic behavior of the electricity bid stack: from fundamental drivers to power prices

  Citation: 57

  Authors: Michael, Sam

• Impacts of regulatory announcements on CO 2 prices

  Citation: 49

  Authors: Maria, Angel

• Market power in the German wholesale electricity market

  Citation: 43

  Authors: Dominik, Massimo

• Gas storage valuation using a multifactor price process

  Citation: 37

  Authors: Alexander, Cyriel

• Integrating multiple commodities in a model of stochastic price dynamics

  Citation: 32

  Authors: Raphael, Marcel

• Modeling electricity forward prices using the multivariate normal inverse Gaussian distribution

  Citation: 30

  Authors: Arne, Steen, Sjur

• An integrated CVaR and real options approach to investments in the energy sector

  Citation: 29

  Authors: Ines, Sabine, Jaroslava, Nikolay, Michael

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