Journal of Futures Markets: Volume 43, Number 2, February 2023

• Published date: 01 February 2023
• Date: 01 February 2023
• DOI: http://doi.org/10.1002/fut.22347

Volume 43 Number 2 February 2023

FUTURES MARKETS

CONTENTSCONTENTS

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

The influence of oil price uncertainty on stock liquidity The influence of oil price uncertainty on stock liquidity 141141

QIN ZHANGQIN ZHANG and and JIN BOON WONGJIN BOON WONG

Commodity tail risks Commodity tail risks 168168

MANUEL AMMANN, MATHIS MOERKE, MARCEL PROKOPCZUK MANUEL AMMANN, MATHIS MOERKE, MARCEL PROKOPCZUK

and and CHRISTOPH MATTHIAS WÜRSIGCHRISTOPH MATTHIAS WÜRSIG

Commodity momentum decomposition Commodity momentum decomposition 198198

YASUHIRO IWANAGAYASUHIRO IWANAGA and and RYUTA SAKEMOTORYUTA SAKEMOTO

Pricing arithmetic Asian and Amerasian options: Pricing arithmetic Asian and Amerasian options:

A diffusion operator integral expansion approach A diffusion operator integral expansion approach 217217

KAILIN DING, ZHENYU CUIKAILIN DING, ZHENYU CUI and and XIAOGUANG YANGXIAOGUANG YANG

COVID‐19 and tail risk contagion across commodity futures markets COVID‐19 and tail risk contagion across commodity futures markets 242242

TONGSHUAI QIAOTONGSHUAI QIAO and and LIYAN HANLIYAN HAN

A new option for mortality–interest rates A new option for mortality–interest rates 273273

TZULING LINTZULING LIN and and CARY CHI‐LIANG TSAICARY CHI‐LIANG TSAI

Volume 43, Number 2 was mailed the week of xx xxxx, 2022

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