Journal of Futures Markets: Volume 39, Number 12, December 2019

• DOI: http://doi.org/10.1002/fut.21953
• Published date: 01 December 2019
• Date: 01 December 2019

Volume 39 Number 12 December 2019

FUTURES MARKETS

CONTENTSCONTENTS

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

How about selling commodity futures losers? How about selling commodity futures losers?

14891489

JANGKOO KANGJANGKOO KANG and and KYUNG YOON KWONKYUNG YOON KWON

Time‐series momentum in China’s commodity futures market Time‐series momentum in China’s commodity futures market

15151515

HYUNA HAM, HOON CHO, HYEONGJUN KIMHYUNA HAM, HOON CHO, HYEONGJUN KIM and and DOOJIN RYUDOOJIN RYU

Flexible covariance dynamics, high‐frequency data, Flexible covariance dynamics, high‐frequency data,

and optimal futures hedging and optimal futures hedging

15291529

YU‐SHENG LAIYU‐SHENG LAI

Oil price volatility and real options: 35 years of evidence Oil price volatility and real options: 35 years of evidence

15491549

JOHN ELDERJOHN ELDER

Multivariate realized volatility forecasts of agricultural Multivariate realized volatility forecasts of agricultural

commodity futures commodity futures

15651565

JIAWEN LUOJIAWEN LUO and and LANGNAN CHENLANGNAN CHEN

Monte Carlo analysis of methods for extracting risk‐neutral densities Monte Carlo analysis of methods for extracting risk‐neutral densities

with affine jump diffusions with affine jump diffusions

15871587

SHAN LUSHAN LU

Hedging performance of multiscale hedge ratios Hedging performance of multiscale hedge ratios

16131613

JAHANGIR SULTAN, ANTONIOS K. ALEXANDRIDIS, JAHANGIR SULTAN, ANTONIOS K. ALEXANDRIDIS,

MOHAMMAD HASANMOHAMMAD HASAN and and XUXI GUOXUXI GUO

Volume 39 , Number 12 was mailed the week of 11 November, 2019

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