Journal of Futures Markets
- Publisher:
- Wiley
- Publication date:
- 2021-03-29
- ISBN:
- 0270-7314
Issue Number
Latest documents
- Hedging pressure and oil volatility: Insurance versus liquidity demands
- Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity
- Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
- Uncertainty and investment: Evidence from domestic oil rigs
- Journal of Futures Markets: Volume 44, Number 2, February 2024
- A tale of two contracts: Was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?
- Predictability of commodity futures returns with machine learning models
- Calibration in the “real world” of a partially specified stochastic volatility model
- Journal of Futures Markets: Volume 44, Number 1, January 2024
- Leveraging prices from credit and equity option markets for portfolio risk management
Featured documents
- Futures bibliography
- Legal and regulatory developments
- Editor's note
- A discretionary approach to hedging a lender's exposure in adjustable rate mortgages
- The Chinese interbank repo market: An analysis of term premiums
- Piecewise linear double barrier options
- Design, pricing, and returns of short‐term hog marketing window contracts
- On estimating an asset's implicit beta
- VIX Exchange Traded Products: Price Discovery, Hedging, and Trading Strategy
- An empirical test of the Hull‐White option pricing model