Journal of Futures Markets: Volume 44, Number 11, November 2024

• Published date: 01 November 2024
• Date: 01 November 2024
• DOI: http://doi.org/10.1002/fut.22437

Volume 44 Number 11 November 2024

FUTURES MARKETS

CONTENTSCONTENTS

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

Extreme Risk Spillovers From US Soybean Futures Market to China’s Extreme Risk Spillovers From US Soybean Futures Market to China’s

Soybean‐Linked Futures Markets Soybean‐Linked Futures Markets 17351735

SISI QINSISI QIN and and WEE‐YEAP LAUWEE‐YEAP LAU

Asymptotic Dependence and Its Impact on Hedging Effectiveness: Asymptotic Dependence and Its Impact on Hedging Effectiveness:

An Examination of Stock, Currency, and Commodity Futures An Examination of Stock, Currency, and Commodity Futures 17501750

UDAYAN SHARMAUDAYAN SHARMA and and MADHUSUDAN KARMAKARMADHUSUDAN KARMAKAR

Geopolitical Risk and Extreme Risk Connectedness Among Energy and Geopolitical Risk and Extreme Risk Connectedness Among Energy and

Other Strategic Commodities: Fresh Sight Using the High‐Dimensional Other Strategic Commodities: Fresh Sight Using the High‐Dimensional

CoVaR Model CoVaR Model 17871787

QINGYING ZHENG, JINTAO WUQINGYING ZHENG, JINTAO WU and and BOQIANG LINBOQIANG LIN

Investor Sentiment, Unexpected Inflation, and Bitcoin Basis Risk Investor Sentiment, Unexpected Inflation, and Bitcoin Basis Risk 18071807

THOMAS CONLON, SHAEN CORBETTHOMAS CONLON, SHAEN CORBET and and LES OXLEYLES OXLEY

Pricing VIX Futures and Options With Good and Bad Volatility Pricing VIX Futures and Options With Good and Bad Volatility

of Volatility of Volatility 18321832

ZHIYU GUO, ZHUO HUANGZHIYU GUO, ZHUO HUANG and and CHEN TONGCHEN TONG

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