No. 40-3, March 2020
Index
- A novel risk management framework for natural gas markets
- A rare move: The effects of switching from a closing call auction to a continuous trading
- Analytical valuation of Asian options with counterparty risk under stochastic volatility models
- Arbitrage opportunities, liquidity provision, and trader types in an index option market
- Does trade size restriction affect trading behavior? Evidence from Indian single stock futures market
- Incorporating time‐varying jump intensities in the mean‐variance portfolio decisions
- Journal of Futures Markets: Volume 40, Number 3, March 2020
- Pricing VIX derivatives with infinite‐activity jumps
- Risky short positions and investor sentiment: Evidence from the weekend effect in futures markets
- Systemic risk in global volatility spillover networks: Evidence from option‐implied volatility indices
- The impact of soft intervention on the Chinese financial futures market