The Journal of Futures Markets chronicles the latest developments in financial futures and derivatives. It publishes timely, innovative articles written by leading finance academics and professionals. Coverage ranges from the highly practical to theoretical topics that include futures, derivatives, risk management and control, financial engineering, new financial instruments, hedging strategies, analysis of trading systems, legal, accounting, and regulatory issues, and portfolio optimization. This publication contains the very latest research from the top experts.
期货市场杂志(Journal Of Futures Markets)是一本由Wiley-Blackwell出版的一本BUSINESS, FINANCE学术刊物，主要报道BUSINESS, FINANCE相关领域研究成果与实践。本刊已入选、社会科学引文索引（SCIE）来源期刊，该刊创刊于1981年，出版周期12 issues/year。2021-2022年最新版WOS分区等级：Q2，2023年发布的影响因子为1.8，CiteScore指数3.7，SJR指数0.672。本刊非开放获取期刊。 《期货市场杂志》记录了金融期货和衍生品的最新发展。它发表由领先的金融学者和专业人士撰写的及时、创新的文章。涵盖范围从高度实用到理论主题，包括期货、衍生品、风险管理和控制、金融工程、新金融工具、对冲策略、交易系统分析、法律、会计和监管问题以及投资组合优化。本出版物包含顶尖专家的最新研究。
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
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Withdrawn: A general jump‐diffusion process to price volatility derivatives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
