Journal of Futures Markets: Volume 37, Number 12, December 2017

• Date: 01 December 2017
• DOI: http://doi.org/10.1002/fut.21819
• Published date: 01 December 2017

Volume 37 Number 12 December 2017

FUTURES MARKETS

CONTENTSCONTENTS

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

Pricing Vulnerable Options with Jump Clustering Pricing Vulnerable Options with Jump Clustering

11551155

YONG MA, KESHAB SHRESTHA, YONG MA, KESHAB SHRESTHA, andand WEIDONG XU WEIDONG XU

Oil and Stock Markets Before and After Financial Crises: A Local Oil and Stock Markets Before and After Financial Crises: A Local

Gaussian Correlation Approach Gaussian Correlation Approach

11791179

GEORGIOS BAMPINAS GEORGIOS BAMPINAS andand THEODORE PANAGIOTIDIS THEODORE PANAGIOTIDIS

Do Futures Prices Help Forecast the Spot Price? Do Futures Prices Help Forecast the Spot Price?

12051205

XIN JINXIN JIN

Do Trend Following Strategies Work in Chinese Futures Markets? Do Trend Following Strategies Work in Chinese Futures Markets?

12261226

BIN LI, DI ZHANG, BIN LI, DI ZHANG, andand YANG ZHOU YANG ZHOU

Volume 37, Number 12 was mailed the week of November 13, 2017

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