No. 44-8, August 2024
Index
- Closed‐Form Formulae for Variance and Volatility Swaps Under Stochastic Volatility With Stochastic Liquidity Risks
- Financialization of commodity markets: New evidence from temporal and spatial domains
- Forecasting Crude Oil Volatility Using the Deep Learning‐Based Hybrid Models With Common Factors
- High–low volatility spillover network between economic policy uncertainty and commodity futures markets
- Journal of Futures Markets: Volume 44, Number 8, August 2024
- Leave‐one‐out least squares Monte Carlo algorithm for pricing Bermudan options
- Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets
- Modeling and forecasting stock return volatility using the HARGARCH model with VIX information
- The asymmetry in day and night option returns: Evidence from an emerging market