Journal of Futures Markets

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
• Investor Sentiment, Unexpected Inflation, and Bitcoin Basis Risk
• Asymptotic Dependence and Its Impact on Hedging Effectiveness: An Examination of Stock, Currency, and Commodity Futures
• Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model

Featured documents

• Equity index futures trading and stock price crash risk: Evidence from Chinese markets
• Looking for contagion in currency futures markets
• Journal of Futures Markets: Volume 38, Number 1, January 2018
• Foreign currency futures and monetary policy announcements: An intervention analysis
• Journal of Futures Markets: Volume 44, Number 11, November 2024
• Gold and the “weekend effect”
• The Effect of the Hedge Horizon on Optimal Hedge Size and Effectiveness When Prices are Cointegrated
• Futures market efficiency: Evidence from cointegration tests
• Masthead
• The lead of oil price rises on US equity market beliefs and preferences