Journal of Futures Markets: Volume 44, Number 12, December 2024

• Published date: 01 December 2024
• Date: 01 December 2024
• DOI: http://doi.org/10.1002/fut.22438

Volume 44 Number 12 December 2024

FUTURES MARKETS

CONTENTSCONTENTS

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

Co‐Jump Dependency and Transmission Across US Commodity Futures: Co‐Jump Dependency and Transmission Across US Commodity Futures:

A Network Analysis A Network Analysis 18511851

LEI ZHANG, YAN CHENLEI ZHANG, YAN CHEN and and ELIE BOURIELIE BOURI

Novel Analytic Representations for Caps, Floors, Collars, and Novel Analytic Representations for Caps, Floors, Collars, and

Exchange Options on Continuous Flows, Arbitrage‐Free Relations, Exchange Options on Continuous Flows, Arbitrage‐Free Relations,

and Optimal Investments and Optimal Investments 18691869

JOSÉ CARLOS DIAS, JOÃO PEDRO VIDAL NUNESJOSÉ CARLOS DIAS, JOÃO PEDRO VIDAL NUNES and and FERNANDO CORREIA DA SILVAFERNANDO CORREIA DA SILVA

Uncovering the Sino‐US Dynamic Risk Spillovers Effects: Evidence From Uncovering the Sino‐US Dynamic Risk Spillovers Effects: Evidence From

Agricultural Futures Markets Agricultural Futures Markets 18881888

HAN‐YU ZHU, PENG‐FEI DAIHAN‐YU ZHU, PENG‐FEI DAI and and WEI‐XING ZHOUWEI‐XING ZHOU

Frequent Trading and Investment Performance: Evidence From the KOSPI Frequent Trading and Investment Performance: Evidence From the KOSPI

200 Futures Market 200 Futures Market 19111911

DOOJIN RYU, ROBERT I. WEBBDOOJIN RYU, ROBERT I. WEBB and and JINYOUNG YUJINYOUNG YU

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