No. 42-10, October 2022
Index
- Algorithmic trading and market quality: Evidence from the Taiwan index futures market
- Hedging commodities in times of distress: The case of COVID‐19
- Journal of Futures Markets: Volume 42, Number 10, October 2022
- Margin requirements based on a stochastic correlation model
- Option pricing with maximum entropy densities: The inclusion of higher‐order moments
- Pricing callable–puttable convertible bonds with an integral equation approach
- The role of textual analysis in oil futures price forecasting based on machine learning approach
- Time‐varying pure contagion effect between energy and nonenergy commodity markets
- Venturing into uncharted territory: An extensible implied volatility surface model