Journal of Futures Markets: Volume 37, Number 5, May 2017

• Date: 01 May 2017
• DOI: http://doi.org/10.1002/fut.21812
• Published date: 01 May 2017

Volume 37 Number 5 May 2017

FUTURES MARKETS

CONTENTSCONTENTS

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

Volume 37, Number 5 was mailed the week of April 10, 2017

Tail Wags Dog: Intraday Price Discovery in VIX Markets Tail Wags Dog: Intraday Price Discovery in VIX Markets

431431

NICOLAS P.B. BOLLEN, MICHAEL J. O’NEILL, NICOLAS P.B. BOLLEN, MICHAEL J. O’NEILL, and and ROBERT E. WHALEYROBERT E. WHALEY

Variance Risk Premiums of Commodity ETFs Variance Risk Premiums of Commodity ETFs

452452

CHYNG WEN TEE CHYNG WEN TEE andand CHRISTOPHER TING CHRISTOPHER TING

Option Market Characteristics and Price Monotonicity Violations Option Market Characteristics and Price Monotonicity Violations

473473

HEEJIN YANG, HYUNG-SUK CHOI, HEEJIN YANG, HYUNG-SUK CHOI, andand DOOJIN RYU DOOJIN RYU

The Valuation of Power Exchange Options with Counterparty Risk The Valuation of Power Exchange Options with Counterparty Risk

and Jump Risk and Jump Risk

499499

XINGCHUN WANG, SHIYU SONG, XINGCHUN WANG, SHIYU SONG, andand YONGJIN WANG YONGJIN WANG

Convenience Yields in Electricity Prices: Evidence from the Natural Gas Convenience Yields in Electricity Prices: Evidence from the Natural Gas

Market Market

522522

NIKOLAOS MILONAS NIKOLAOS MILONAS andand NIKOLAOS PARATSIOKAS NIKOLAOS PARATSIOKAS

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