No. 42-5, May 2022

Index

• A Black–Scholes user's guide to the Bachelier model
• A trend factor in commodity futures markets: Any economic gains from using information over investment horizons?
• Editorial
• Effects of the Covid‐19 pandemic on derivatives markets: Evidence from global futures and options exchanges
• Investment horizon and option market activity
• Journal of Futures Markets: Volume 42, Number 5, May 2022
• Pricing vulnerable options under correlated skew Brownian motions
• Pricing VXX options by modeling VIX directly
• Sheep in wolves' clothing: Using false signals of demand to execute a market power manipulation
• Volatility spillovers: A sparse multivariate GARCH approach with an application to commodity markets