Journal of Futures Markets: Volume 43, Number 9, September 2023

• Published date: 01 September 2023
• Date: 01 September 2023
• DOI: http://doi.org/10.1002/fut.22354

Volume 43 Number 9 September 2023

FUTURES MARKETS

CONTENTSCONTENTS

T H E J O U R N A L O F

Carbon assets and Bitcoin: Hedging roles in global stock markets during the Carbon assets and Bitcoin: Hedging roles in global stock markets during the

tranquil and turbulent periods? tranquil and turbulent periods? 11831183

WEI JIANGWEI JIANG and and YANYU ZHANGYANYU ZHANG

Commodity momentum and reversal: Do they exist, and if so, why? Commodity momentum and reversal: Do they exist, and if so, why? 12041204

MENG HANMENG HAN

VIX futures pricing based on high‐frequency VIX: A hybrid approach VIX futures pricing based on high‐frequency VIX: A hybrid approach

combining SVR with parametric models combining SVR with parametric models 12381238

GAOXIU QIAOGAOXIU QIAO and and GONGYUE JIANGGONGYUE JIANG

Climate change attention and carbon futures return prediction Climate change attention and carbon futures return prediction 12611261

XU GONG, MENGJIE LI, KEQIN GUANXU GONG, MENGJIE LI, KEQIN GUAN and and CHUANWANG SUNCHUANWANG SUN

The predictability of iron ore futures prices: A product‐material The predictability of iron ore futures prices: A product‐material

lead–lag effect lead–lag effect 12891289

MENGXI HE, YUDONG WANGMENGXI HE, YUDONG WANG and and YAOJIE ZHANGYAOJIE ZHANG

Unspanned macro risks in VIX futures Unspanned macro risks in VIX futures 13051305

XINGLIN YANGXINGLIN YANG

Volume 43, Number 9 was mailed the week of xx xxxx, 2023

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