No. 43-12, December 2023
Index
- Cross‐border and cross‐commodity volatility spillover effects of Chinese soybean futures
- Dynamic correlations and volatility spillovers between subsectoral clean‐energy stocks and commodity futures markets: A hedging perspective
- EPU spillovers and sovereign CDS spreads: A cross‐country study
- Estimation of rare disaster concerns from option prices—An arbitrage‐free RND‐based smile construction approach
- Journal of Futures Markets: Volume 43, Number 12, December 2023
- Sequential Itô–Taylor expansions and characteristic functions of stochastic volatility models
- The dynamics of crude oil future prices on China's energy markets: Quantile‐on‐quantile and casualty‐in‐quantiles approaches
- Transfer‐entropy‐based dynamic feature selection for evaluating Bitcoin price drivers