JournalTOCs

The Journal of Futures Markets
Journal Prestige (SJR): 0.895

Citation Impact (citeScore): 1
Number of Followers: 6

Hybrid journal (It can contain Open Access articles)
ISSN (Print) 0270-7314 - ISSN (Online) 1096-9934
Published by John Wiley and Sons

[1763 journals]

Are option traders more informed than Twitter users' A PVAR analysis
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  Authors: Alex Frino; Caihong Xu, Z. Ivy Zhou
  Abstract: Journal of Futures Markets, Volume 42, Issue 9, Page 1755-1771, September 2022.
  PubDate: 2022-08-05T12:22:46-07:00
  DOI: 10.1002/fut.22303
  Issue No: Vol. 42, No. 9 (2022)
The information content of the volatility index options trading volume
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  Authors: Chen Gu; Xu Guo, Alexander Kurov, Raluca Stan
  Abstract: Journal of Futures Markets, Volume 42, Issue 9, Page 1721-1737, September 2022.
  PubDate: 2022-08-05T12:22:46-07:00
  DOI: 10.1002/fut.22297
  Issue No: Vol. 42, No. 9 (2022)
A systemic change of measure from central clearing
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  Authors: Injun Hwang; Baeho Kim
  Abstract: Journal of Futures Markets, Volume 42, Issue 9, Page 1738-1754, September 2022.
  PubDate: 2022-08-05T12:22:46-07:00
  DOI: 10.1002/fut.22300
  Issue No: Vol. 42, No. 9 (2022)
Do VIX futures contribute to the valuation of VIX options'
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  Authors: Chen Tong; Zhuo Huang, Tianyi Wang
  Abstract: Journal of Futures Markets, Volume 42, Issue 9, Page 1644-1664, September 2022.
  PubDate: 2022-08-05T12:22:46-07:00
  DOI: 10.1002/fut.22278
  Issue No: Vol. 42, No. 9 (2022)
Financially constrained index futures arbitrage
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  Authors: Kristoffer Glover; Hardy Hulley
  Abstract: Journal of Futures Markets, Volume 42, Issue 9, Page 1688-1703, September 2022.
  PubDate: 2022-08-05T12:22:46-07:00
  DOI: 10.1002/fut.22293
  Issue No: Vol. 42, No. 9 (2022)
Volatility model applications in China's SSE50 options market
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  Authors: Yeguang Chi; Wenyan Hao, Yifei Zhang
  Abstract: Journal of Futures Markets, Volume 42, Issue 9, Page 1704-1720, September 2022.
  PubDate: 2022-08-05T12:22:46-07:00
  DOI: 10.1002/fut.22294
  Issue No: Vol. 42, No. 9 (2022)
Dynamics in the VIX complex
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  Authors: Anders Merrild Posselt
  Abstract: Journal of Futures Markets, Volume 42, Issue 9, Page 1665-1687, September 2022.
  PubDate: 2022-08-05T12:22:46-07:00
  DOI: 10.1002/fut.22290
  Issue No: Vol. 42, No. 9 (2022)
Journal of Futures Markets: Volume 42, Number 9, September 2022
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  Abstract: Journal of Futures Markets, Volume 42, Issue 9, Page 1641-1641, September 2022.
  PubDate: 2022-08-05T12:22:46-07:00
  DOI: 10.1002/fut.22235
  Issue No: Vol. 42, No. 9 (2022)
A stochastic‐volatility equity‐price tree for pricing convertible
bonds with endogenous firm values and default risks determined by the
first‐passage default model
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  Authors: Tian‐Shyr Dai; Chen‐Chiang Fan, Liang‐Chih Liu, Chuan‐Ju Wang, Jr‐Yan Wang
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-08-08T12:32:05-07:00
  DOI: 10.1002/fut.22370
Forecasting realized volatility: New evidence from time‐varying
jumps in VIX
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  Authors: Anupam Dutta; Debojyoti Das
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-08-04T12:15:45-07:00
  DOI: 10.1002/fut.22372
Forecasting variance swap payoffs
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  Authors: Jonathan Dark; Xin Gao, Thijs Heijden, Federico Nardari
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-08-04T12:15:41-07:00
  DOI: 10.1002/fut.22371
Piecewise linear boundary crossing probabilities, barrier options, and
variable annuities
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  Authors: Hangsuck Lee; Hongjun Ha, Minha Lee
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-08-04T12:14:31-07:00
  DOI: 10.1002/fut.22369
Editorial
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  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-07-31T11:34:16-07:00
  DOI: 10.1002/fut.22374
Trades or quotes: Which drives price discovery' Evidence from Chinese
index futures markets
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  Authors: Liwei Jin; Xianghui Yuan, Shihao Wang, Peiran Li, Feng Lian
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-07-25T02:19:44-07:00
  DOI: 10.1002/fut.22368
The role of textual analysis in oil futures price forecasting based on
machine learning approach
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  Authors: Xu Gong; Keqin Guan, Qiyang Chen
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-07-20T01:44:35-07:00
  DOI: 10.1002/fut.22367
Time‐varying pure contagion effect between energy and nonenergy
commodity markets
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  Authors: Xu Gong; Yujing Jin, Chuanwang Sun
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-07-20T01:30:36-07:00
  DOI: 10.1002/fut.22366
Hedging commodities in times of distress: The case of COVID‐19
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  Authors: Luiz Augusto Magalhães; Thiago Christiano Silva, Benjamin Miranda Tabak
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-07-14T04:23:16-07:00
  DOI: 10.1002/fut.22365
Venturing into uncharted territory: An extensible implied volatility
surface model
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  Authors: Pascal François; Rémi Galarneau‐Vincent, Geneviève Gauthier, Frédéric Godin
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-07-13T12:20:46-07:00
  DOI: 10.1002/fut.22364
Pricing callable–puttable convertible bonds with an integral
equation approach
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  Authors: Sha Lin; Song‐Ping Zhu
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-07-12T09:00:19-07:00
  DOI: 10.1002/fut.22363
Algorithmic trading and market quality: Evidence from the Taiwan index
futures market
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  Authors: Ya‐Kai Chang; Robin K. Chou
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-07-06T05:27:14-07:00
  DOI: 10.1002/fut.22362
Option pricing with maximum entropy densities: The inclusion of
higher‐order moments
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  Authors: Omid M. Ardakani
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-07-06T05:26:31-07:00
  DOI: 10.1002/fut.22361
Margin requirements based on a stochastic correlation model
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  Authors: Dávid Zoltán Szabó; Kata Váradi
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-06-28T11:54:18-07:00
  DOI: 10.1002/fut.22360
Analyst rating matters for index futures
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  Authors: Liyan Han; Xinbei Wei, Sen Yan, Qunzi Zhang
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-05-16T02:28:42-07:00
  DOI: 10.1002/fut.22341
Does clean energy matter' Revisiting the spillovers between energy and
foreign exchange markets
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  Authors: Yang Liu; Tongshuai Qiao, Liyan Han
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-05-13T10:30:57-07:00
  DOI: 10.1002/fut.22340
Reporting delays and the information content of off‐market trades
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  Authors: Alex Frino; Luca Galati, Dionigi Gerace
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-05-06T05:05:31-07:00
  DOI: 10.1002/fut.22334
Petroleum market volatility tracker in China
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  Authors: Huabin Bian; Renhai Hua, Qingfu Liu, Ping Zhang
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-04-27T03:55:05-07:00
  DOI: 10.1002/fut.22333
The impact of COVID‐19 on the interdependence between US and Chinese
oil futures markets
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  Authors: Yongmin Zhang; Shusheng Ding, Haili Shi
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-04-08T02:52:34-07:00
  DOI: 10.1002/fut.22326
Why are the prices of European‐style derivatives greater than the prices
of American‐style derivatives'
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  Authors: Xuejun Jin; Jingyu Zhao, Xingguo Luo
  Abstract: Journal of Futures Markets, EarlyView.
  PubDate: 2022-03-21T01:29:33-07:00
  DOI: 10.1002/fut.22322