Journal of Futures Markets: Volume 40, Number 7, July 2020

• Date: 01 July 2020
• Published date: 01 July 2020
• DOI: http://doi.org/10.1002/fut.22029

Volume 40 Number 7 July 2020

FUTURES MARKETS

CONTENTSCONTENTS

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

Trader networks and options risk management Trader networks and options risk management 10311031

NAOMI BOYD , PETER LOCKE NAOMI BOYD , PETER LOCKE and and LI SUN LI SUN

Hedging costs and joint determinants of premiums and spreads in structured Hedging costs and joint determinants of premiums and spreads in structured

financial products financial products 10491049

OLIVER ENTROP OLIVER ENTROP and and GEORG FISCHER GEORG FISCHER

Return predictability of variance differences: A fractionally Return predictability of variance differences: A fractionally

cointegrated approach cointegrated approach 10721072

ZHENXIONG LI , MARWAN IZZELDIN ZHENXIONG LI , MARWAN IZZELDIN and and XINGZHI YAO XINGZHI YAO

Optimal futures hedging for energy commodities: An application of the Optimal futures hedging for energy commodities: An application of the

GAS model GAS model 10901090

YINGYING XU YINGYING XU and and DONALD LIEN DONALD LIEN

Uncertainty and the volatility forecasting power of option‐implied Uncertainty and the volatility forecasting power of option‐implied

volatility volatility 11091109

BYOUNGHYUN JEON , SUNG WON SEO BYOUNGHYUN JEON , SUNG WON SEO and and JUN SIK KIM JUN SIK KIM

Volatility forecasts embedded in the prices of crude‐oil options Volatility forecasts embedded in the prices of crude‐oil options 11271127

DUDLEY GILDER DUDLEY GILDER and and LEONIDAS TSIARAS LEONIDAS TSIARAS

The theory of storage in the crude oil futures market, the role of financial The theory of storage in the crude oil futures market, the role of financial

conditions conditions 11601160

MARYAM AHMADI , NIAZ BASHIRI BEHMIRI MARYAM AHMADI , NIAZ BASHIRI BEHMIRI and and MATTEO MANERA MATTEO MANERA

The impact of trading restrictions and margin requirements on stock The impact of trading restrictions and margin requirements on stock

index futures index futures 11761176

JIANQIANG HU , TIANXIANG WANG , WENWEI HU JIANQIANG HU , TIANXIANG WANG , WENWEI HU and and JUN TONG JUN TONG

Old crop versus new crop prices: Explaining the correlation Old crop versus new crop prices: Explaining the correlation 11921192

FRANCISCO ARROYO MARIOLI FRANCISCO ARROYO MARIOLI

Volume 40 , Number 7 was mailed the week of 11 June, 2020

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