No. 44-1, January 2024

Index

• Calibration in the “real world” of a partially specified stochastic volatility model
• Can technical indicators based on underlying assets help to predict implied volatility index
• Dynamic connectedness between energy markets and the Brazilian cash market: An empirical analysis pre‐ and post‐COVID‐19
• Journal of Futures Markets: Volume 44, Number 1, January 2024
• Leveraging prices from credit and equity option markets for portfolio risk management
• Market‐wide overconfidence and stock returns
• Time‐varying price discovery in regular and microbitcoin futures