Journal of Futures Markets: Volume 44, Number 2, February 2024

• Published date: 01 February 2024
• Date: 01 February 2024
• DOI: http://doi.org/10.1002/fut.22428

Volume 44 Number 2 February 2024

FUTURES MARKETS

CONTENTSCONTENTS

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

Air pollution, weather factors, and realized volatility forecasts of agricultural Air pollution, weather factors, and realized volatility forecasts of agricultural

commodity futures commodity futures 151151

JIAWEN LUOJIAWEN LUO and and QUN ZHANGQUN ZHANG

Revisiting the puzzle of jumps in volatility forecasting: The new insights of Revisiting the puzzle of jumps in volatility forecasting: The new insights of

high‐frequency jump intensity high‐frequency jump intensity 218218

HUI QU, TIANYANG WANG, PENG SHANGGUANHUI QU, TIANYANG WANG, PENG SHANGGUAN and and MENGYING HEMENGYING HE

Hedging pressure and oil volatility: Insurance versus liquidity demands Hedging pressure and oil volatility: Insurance versus liquidity demands 252252

CHRISTINA SKLIBOSIOS NIKITOPOULOS, ALICE CAROLE THOMASCHRISTINA SKLIBOSIOS NIKITOPOULOS, ALICE CAROLE THOMAS and and JIANXIN WANGJIANXIN WANG

A tale of two contracts: Was the SHFE copper futures market disrupted by the A tale of two contracts: Was the SHFE copper futures market disrupted by the

listing of INE bonded copper futures? listing of INE bonded copper futures? 281281

TAO XIONGTAO XIONG and and MIAO LIMIAO LI

Predictability of commodity futures returns with machine learning Predictability of commodity futures returns with machine learning

models models 302302

SHIRUI WANGSHIRUI WANG and and TIANYANG ZHANGTIANYANG ZHANG

Uncertainty and investment: Evidence from domestic oil rigs Uncertainty and investment: Evidence from domestic oil rigs 323323

ASAD DOSSANIASAD DOSSANI and and JOHN ELDERJOHN ELDER

Volume 44, Number 2 was mailed the week of 08 January, 2024

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