Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
This ISCEF special issue of The Energy Journal presents new results in the area of energy economics to provide new insights on commodity markets, which will be helpful for investors, policymakers and analysts. In particular, this issue focuses on studies that use recent modeling techniques and empirical design. It introduces seven studies, presented at the fifth International Symposium in Computational Economics and Finance organized in Paris on April 12-14th, 2018 (www.iscef. com). These studies focus on the investigation of the dynamics of commodity markets, discuss the consequences of uncertainty on energy prices and their effects on the real economy and financial markets, and use high frequency data and recent econometric methods to empirically investigate the interactions between commodity markets and financial markets.