No. 44-5, May 2024
Index
- Connectedness and risk spillover in China's commodity futures sectors
- Early exercise, implied volatility spread and future stock return: Jumps bind them all
- Financial regulatory arbitrage and the financialization of commodities
- Journal of Futures Markets: Volume 44, Number 5, May 2024
- Market sentiment and price dynamics in weak markets: A comprehensive empirical analysis of the soybean meal option market
- Maximum order size and market quality: Evidence from a natural experiment in commodity futures markets
- Risky times: Seasonality and event risk of commodities
- The time‐varying volatility spillover effects between China's coal and metal market