Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future

Rabin K Jana; Aviral Kumar Tiwari; Shawkat Hammoudeh; Claudiu Albulescu

doi:10.1007/s10479-022-04723-2

Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future

Ann Oper Res. 2022;313(1):1-7. doi: 10.1007/s10479-022-04723-2. Epub 2022 May 10.

Authors

Rabin K Jana¹, Aviral Kumar Tiwari², Shawkat Hammoudeh^{3

4}, Claudiu Albulescu⁵

Affiliations

¹ Operations and Quantitative Methods Area, Indian Institute of Management Raipur, Atal Nagar, CG 493661 India.
² Indian Institute of Management Bodh Gaya, Bodh Gaya, India.
³ Lebow College of Business, Drexel University, 3220 Market Street, Philadelphia, USA.
⁴ Bureau of Business Research, University of Economics Oh Chi Min City, Ho Chi Min City, Vietnam.
⁵ Management Department, Research Center in Engineering and Management, Politehnica University of Timisoara, 300006 Timisoara, Romania.

Abstract

In this preface, we investigate the past, study the present, and look for the future of financial modeling, risk management of energy and environmental instruments, and derivatives based on articles selected in this special issue (SI). We also summarize the significant findings of those articles and identify the research trends.

Keywords: Energy market; Financial modelling; Risk management.