Journal of Futures Markets
- Publisher:
- Wiley
- Publication date:
- 2021-03-29
- ISBN:
- 0270-7314
Issue Number
Latest documents
- Uncovering the Sino‐US Dynamic Risk Spillovers Effects: Evidence From Agricultural Futures Markets
- Novel Analytic Representations for Caps, Floors, Collars, and Exchange Options on Continuous Flows, Arbitrage‐Free Relations, and Optimal Investments
- Frequent Trading and Investment Performance: Evidence From the KOSPI 200 Futures Market
- Co‐Jump Dependency and Transmission Across US Commodity Futures: A Network Analysis
- Journal of Futures Markets: Volume 44, Number 12, December 2024
- Journal of Futures Markets: Volume 44, Number 11, November 2024
- Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
- Asymptotic Dependence and Its Impact on Hedging Effectiveness: An Examination of Stock, Currency, and Commodity Futures
- Investor Sentiment, Unexpected Inflation, and Bitcoin Basis Risk
- Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model
Featured documents
- Futures bibliography
- Editor's note
- Uncovering the Sino‐US Dynamic Risk Spillovers Effects: Evidence From Agricultural Futures Markets
- Lever up! An analysis of options trading in leveraged ETFs
- Option‐Implied Ambiguity and Equity Return Predictability
- Hedging securities and Silicon Valley Bank idiosyncrasies
- The Effect of Anti‐Procyclical Central Counterparty Margins On Trading
- High–low volatility spillover network between economic policy uncertainty and commodity futures markets
- Pricing VIX Futures and Options With Good and Bad Volatility of Volatility
- Piecewise linear double barrier options