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Journal of Futures Markets

IF2.3
Papers65
Citations2239
Journal Papers 65
Publication Date
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Commodity Futures Report Text Sentiment and Returns
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IF2.3
delete2026-04-01
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PREAI
deleteHan, Qian; Hsieh, Pei-lin; Zhang, Lu
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Trader Attention and Market Reaction to Fundamental News: Evidence From Natural Gas Futures
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deleteGu, Chen; Kurov, Alexander; Stan, Raluca
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Analytically Pricing Commodity Futures Options Under Financialization With Stochastic Liquidity Risks
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deleteChen, Wenting; Zhou, Fangzhao; He, Xin-jiang
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On the Comovement of Contango and Backwardation Across Futures Commodity Markets
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deleteLuisi, Angelo; Roccazzella, Francesco; Triantafyllou, Athanasios
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Option Market Value-Based Reaction and Anticipation of Corporate-Related Decisions by the United States Supreme Court
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deleteDavis, Yehuda; Govindaraj, Suresh; Liu, Yi; Suslava, Kate
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Curve Momentum in China
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IF2.3
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deleteZheng, Zhenlong; Liu, Yiye; Wu, You; Chen, Rong
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Improving Implied Volatility Forecasts for American Options Using Neural Networks
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deleteJiang, Haitong; Lazar, Emese; Marra, Miriam
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The Role of Price-Volatility Cojumps in Volatility Forecasting
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deleteLiao, Kefu
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Asymmetric Option Returns in China
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deleteWang, Xianzhen
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The Impact of Biodiversity Risk on US Agricultural Futures Markets
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IF2.3
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deleteZeng, Hongjun; Abedin, Mohammad Zoynul
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Why Do Hedgers Hedge? The Role of Ambiguity
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deleteHollmann, Fiona
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Quadratic Hedging of American Options Under GARCH Models
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deleteMa, Junmei; Wang, Chen; Xu, Wei
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Forecasting Crude Oil Volatility With Geopolitical Risk: The RSV-MIDAS-GPR Model and Its Economic Value
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IF2.3
delete2026-02-01
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deleteYang, Ke; Yin, Xuebao; Tian, Fengping
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Downside Risk and Agriculture Commodity Futures Returns: A Study Using Self-Organizing Maps
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deleteDas, Santanu
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Harnessing Sunshine: A Dynamic Spillover Analysis of the Diversification Effects of China's Photovoltaic Weather Index
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deleteWei, Yu; Shang, Yue; Wang, Qian; Chen, Xiaodan
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Energy-Related Discussion in Fed Speeches and Options-Implied Equity Risk Premium
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deleteDixit, Alok; Jain, Sanchit; Lucey, Brian; Pathak, Jalaj
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VIX Term Structure in the Rough Heston Model via Markovian Approximation
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deleteYe, Yifan; Fan, Zheqi; Kwok, Yue Kuen
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The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross-Currency Basis
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deleteAhelegbey, Daniel Felix; Ibhagui, Oyakhilome Wallace; Gerth, Florian
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More Attention to Macroeconomic Risks and Better Forecasting of Energy Volatility
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deleteZhou, Zhiping; Wang, Kai
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Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums
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deleteJiang, Haibo
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