Volume 313, Issue 1

Search all Annals of Operations Research articles

June 2022

Financial Modeling and Risk Management of Energy and Environmental Instruments and Derivatives. Editors: Rabin K. Jana, Aviral Kumar Tiwari, Shawkat Hammoudeh, Claudiu Albulescu

21 articles in this issue

Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
Rabin K. Jana
Aviral Kumar Tiwari
Claudiu Albulescu
Preface 10 May 2022 Pages: 1 - 7
Risk management for crude oil futures: an optimal stopping-timing approach
Sabri Boubaker
Zhenya Liu
Yaosong Zhan
Original Research 12 May 2021 Pages: 9 - 27
Pricing commodity futures and determining risk premia in a three factor model with stochastic volatility: the case of Brent crude oil
Jilong Chen
Christian Ewald
Xiaoxia Xiao
Original Research 15 July 2021 Pages: 29 - 46
Financial modelling, risk management of energy instruments and the role of cryptocurrencies
Toan Luu Duc Huynh
Muhammad Shahbaz
Subhan Ullah
S.I. : Financial Modelling and Risk Management of Energy and Environmental Instruments and Derivatives Open access 02 July 2020 Pages: 47 - 75
Intra-day co-movements of crude oil futures: China and the international benchmarks
Qiang Ji
Dayong Zhang
Yuqian Zhao
Original Research 15 May 2021 Pages: 77 - 103
Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty: evidence from oil-importing and oil-exporting countries
Rabeh Khalfaoui
Sakiru Adebola Solarin
Sami Ben Jabeur
Original Research 05 January 2022 Pages: 105 - 143
Oil price risk exposure of BRIC stock markets and hedging effectiveness
Syed Jawad Hussain Shahzad
Elie Bouri
Tareq Saeed
Original Research 21 April 2021 Pages: 145 - 170
Revisiting the relationship between spot and futures markets: evidence from commodity markets and NARDL framework
Hachmi Ben Ameur
Zied Ftiti
Waël Louhichi
Original Research 27 July 2021 Pages: 171 - 189
Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach
Jorge Antunes
Luis Alberiko Gil-Alana
Peter Wanke
Original Research Open access 29 July 2021 Pages: 191 - 229
Exploring the relationship of ESG score and firm value using cross-lagged panel analyses: case of the Indian energy sector
Abhishek Behl
P. S. Raghu Kumari
Dipasha Sharma
Original Research 10 July 2021 Pages: 231 - 256
Dependence structure between Indian financial market and energy commodities: a cross-quantilogram based evidence
Avik Sinha
Arshian Sharif
Ankit Sharma
Original Research 10 January 2022 Pages: 257 - 287
Information entropy, continuous improvement, and US energy performance: a novel stochastic-entropic analysis for ideal solutions (SEA-IS)
Jorge Antunes
Rangan Gupta
Peter Wanke
Original Research 11 February 2022 Pages: 289 - 318
Technology, price instruments and energy intensity: a study of firms in the manufacturing sector of the Indian economy
Santosh Kumar Sahu
Prantik Bagchi
Kim Hua Tan
Original Research 23 October 2021 Pages: 319 - 339
Assessing the performance of exchange traded funds in the energy sector: a hybrid DEA multiobjective linear programming approach
Carla Oliveira Henriques
Maria Elisabete Neves
Duc Khuong Nguyen
Original - OR Modeling/Case Study 23 January 2022 Pages: 341 - 366
Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach
Mohamed Arbi Madani
Zied Ftiti
Original Research 04 November 2021 Pages: 367 - 400
Portfolio optimization of financial commodities with energy futures
Lu Wang
Ferhana Ahmad
Dervis Kirikkaleli
Original Research 24 October 2021 Pages: 401 - 439
Drivers and trajectories of China’s renewable energy consumption
Jiandong Chen
Chong Xu
Malin Song
Original Research 01 June 2021 Pages: 441 - 459
Has Korean growth become greener? Spatial econometric evidence for energy use and renewable energy
Erik Hille
Bernhard Lambernd
Original Research Open access 20 July 2021 Pages: 461 - 494
Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs
Syed Kumail Abbas Rizvi
Bushra Naqvi
Nawazish Mirza
Original Research 18 November 2021 Pages: 495 - 524
A non-parametric decomposition of the environmental performance-income relationship: evidence from a non-linear model
Béchir Ben Lahouel
Younes Ben Zaied
Yaoyao Song
Original Research 18 March 2021 Pages: 525 - 558
Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine
Peng Chen
Andrew Vivian
Cheng Ye
Original Research Open access 30 December 2021 Pages: 559 - 601

Volume 313, Issue 1

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