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国外一般学术期刊

成功案例服务流程合规与保密SCI快速录用期刊检索关于我们进入杂志社预审系统个人中心
JOURNAL OF FUTURES MARKETS
J FUTURES MARKETS
影响因子：2.3
是否综述期刊：否
是否预警：不在预警名单内
是否OA：否
出版国家/地区：
出版社：Wiley-Blackwell
发刊时间：0
发刊频率：
收录数据库：Scopus收录
ISSN：0270-7314

中科院2-4区医学SCI协投：

影响因子0-3分，2-4个月确保录用

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年发文量 66
国人发稿量 13.2
国人发文占比 0.2%
自引率 -
平均录取率-
平均审稿周期 -
版面费 US$2850
偏重研究方向 BUSINESS, FINANCE-
期刊官网
投稿链接
期刊高被引文献
Price discovery in bitcoin spot or futures
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22004
The impacts of public news announcements on intraday implied volatility dynamics
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22002
Price discovery among SSE 50 Index‐based spot, futures, and options markets
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21970
来源期刊：DOI：
Speculation and Volatility - A Time-Varying Approach applied on Chinese Commodity Futures Markets
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21984
Withdrawn: A general jump‐diffusion process to price volatility derivatives
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21962
When Do Stock Futures Dominate Price Discovery
来源期刊：Journal of Futures MarketsDOI：10.2139/SSRN.1916072
Pricing and issuance dependencies in structured financial product portfolios
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21978
Price discovery in commodity derivatives: Speculation or hedging?
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22021
Volatility of volatility is (also) rough
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21995
Pricing variance swaps under the Hawkes jump‐diffusion process
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21997
Intraday time‐series momentum: Evidence from China
来源期刊：Journal of Futures MarketsDOI：10.1002/fut.22084
Oil price volatility and real options: 35 years of evidence
来源期刊：Journal of Futures MarketsDOI：10.1002/fut.22057
Derivatives pricing with liquidity risk
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22008
Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22003
Pricing executive stock options with averaging features under the Heston–Nandi GARCH model
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22036
Option‐implied betas and the cross section of stock returns
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21936
Instantaneous squared VIX and VIX derivatives
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22037
Contrarians or momentum chasers? Individual investors’ behavior when trading exchange‐traded funds
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21979
Variance and Skew Risk Premiums for the Volatility Market: The VIX Evidence
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21968
Determinants of Nikkei futures mispricing in international markets: Dividend clustering, currency risk, and transaction costs
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22038
Economic uncertainty, trading activity, and commodity futures volatility
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22018
The impact of the US stock market opening on price discovery of government bond futures
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22015
Correlation Risk and International Portfolio Choice
来源期刊：Journal of Futures MarketsDOI：10.2139/SSRN.2759890
On commodity price limits
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21999
Volatility information implied in the term structure of VIX
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21964
Volatility index and the return–volatility relation: Intraday evidence from Chinese options market
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22012
Hedging performance of multiscale hedge ratios
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22047
How about selling commodity futures losers
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22051
Regime Switching Rough Heston Model
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21993
Losers and prospectors in the short‐term options market
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21989
Properties and the predictive power of implied volatility in the New Zealand dairy market
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21994
Informed trading around earnings announcements—Spot, futures, or options?
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21983
The formation of forward freight agreement rates in dry bulk shipping: Spot rates, risk premia, and heterogeneous expectations
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21980
The quantile dependence of commodity futures markets on news sentiment
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22010
Flexible covariance dynamics, high‐frequency data, and optimal futures hedging
来源期刊：Journal of Futures MarketsDOI：10.1002/fut.22054
An analysis of illiquidity in commodity markets
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22007
Depths and Spreads in Futures Markets: Relationship with Order Execution, Submission and Cancellation
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21998
Indian equity options: smile, risk premiums, and efficiency
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21971
Improving momentum strategies using residual returns and option‐implied information
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21988
Robust Estimation of Risk-Neutral Moments
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22020
Interest rate risk in long‐dated commodity options positions: To hedge or not to hedge?
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21954
Multivariate realized volatility forecasts of agricultural commodity futures
来源期刊：Journal of Futures MarketsDOI：10.1002/fut.22052
A Smiling Bear in the Equity Options Market and the Cross-Section of Stock Returns
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22000
Can skewness of the futures‐spot basis predict currency spot returns?
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21991
Institutional quality and sovereign credit default swap spreads
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21990
Block trades in options markets
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22014
Robust upper bounds for American put options
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.21961
Illiquidity transmission from spot to futures markets
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22043
High-Frequency Price Discovery and Price Efficiency on Interest Rate Futures
来源期刊：Journal of Futures MarketsDOI：10.1002/FUT.22016
质量指标占比
研究类文章占比 OA被引用占比 撤稿占比 出版后修正文章占比
100.00%1.68%1.27%-
相关指数
影响因子
影响因子
年发文量
自引率
Cite Score
预警情况 查看说明
时间 预警情况
2023年01月发布的2023版不在预警名单中
2021年12月发布的2021版不在预警名单中
2021年01月发布的2020版不在预警名单中
*来源：中科院《 国际期刊预警名单》
JCR分区 WOS分区等级：Q2区
版本 按学科 分区
WOS期刊SCI分区
WOS期刊SCI分区
WOS期刊SCI分区是指SCI官方（Web of Science）为每个学科内的期刊按照IF数值排 序，将期刊按照四等分的方法划分的Q1-Q4等级，Q1代表质量最高，即常说的1区期刊。
（2024-2025年最新版）
BUSINESS, FINANCE
Q3
中科院分区 查看说明
版本 大类学科 小类学科 Top期刊 综述期刊
2023年12月最新升级版
经济学3区
BUSINESS, FINANCE
商业：财政与金融
4区
否
否
2022年12月升级版
经济学3区
BUSINESS, FINANCE
商业：财政与金融
4区
否
否
2021年12月基础版
经济学3区
BUSINESS, FINANCE
商业：财政与金融
4区
否
否
2020年12月旧升级版
经济学4区
BUSINESS, FINANCE
商业：财政与金融
4区
否
否