No. 43-6, June 2023

Index

• A tale of two contracts: Examining the behavior of bid–ask spreads of corn futures in China
• Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach
• Evaluating robust determinants of the WTI/Brent oil price differential: A dynamic model averaging analysis
• Journal of Futures Markets: Volume 43, Number 6, June 2023
• Modeling skewness in portfolio choice
• Trading around the clock: Revisit volatility spillover between crude oil and equity markets in different trading sessions