Journal of Futures Markets
| 短名 | J. Futures Mark. |
| Journal Impact | 1.86 |
| 国际分区 | BUSINESS, FINANCE(Q2) |
| 期刊索引 | SCI Q3中科院 4 区 |
| ISSN | 0270-7314, 1096-9934 |
| h-index | 65 |
| 国内分区 | 经济学(4区)经济学商业财政与金融(4区) |
| 涉及主题 | 经济金融经济学业务财务数学计量经济学期货合约货币经济学波动性（金融）计算机科学宏观经济学物理 |
| 出版信息 | 出版商: Wiley-Liss Inc.，出版周期: ，期刊类型: journal |
| 基本数据 | 创刊年份: 1981，原创研究文献占比: 100.00%，自引率:22.20%， Gold OA占比: 15.04% |
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Asymptotic Dependence and Its Impact on Hedging Effectiveness: An Examination of Stock, Currency, and Commodity Futures
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Extreme Risk Spillovers From US Soybean Futures Market to China's Soybean‐Linked Futures Markets
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Functional Oil Price Expectations Shocks and Inflation
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Dynamic Returns Connectedness: Portfolio Hedging Implications During the COVID‐19 Pandemic and the Russia–Ukraine War
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Optimizing Genetic Algorithm With Momentum Strategy for Technical Trading Rules: Evidence From Futures Markets
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Functional Volatility Relationship Analysis and Prediction in International Crude Oil Futures Markets
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A New Index of Option Implied Absolute Deviation
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Leave‐one‐out least squares Monte Carlo algorithm for pricing Bermudan options
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Modeling and forecasting stock return volatility using the HARGARCH model with VIX information
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Financialization of commodity markets: New evidence from temporal and spatial domains
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Managing risk and reaping rewards: Climate‐change futures as a game‐changer for energy futures markets
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The asymmetry in day and night option returns: Evidence from an emerging market
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High–low volatility spillover network between economic policy uncertainty and commodity futures markets
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Journal of Futures Markets: Volume 44, Number 6, June 2024
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VIX option pricing through nonaffine GARCH dynamics and semianalytical formula
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Corporate credit default swap systematic factors
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Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States
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Trading commodity ETFs: Price behavior, investment insights, and performance analysis
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Option pricing with dynamic conditional skewness
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Commodity premia and risk management
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An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options
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Considering momentum spillover effects via graph neural network in option pricing
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Journal of Futures Markets: Volume 44, Number 5, May 2024
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