Journal of Futures Markets

Papers
(The H4-Index of Journal of Futures Markets is 17. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-12-01 to 2025-12-01.)
ArticleCitations
Bitcoin futures risk premia46
45
39
Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets35
Predicting Commodity Returns Through Image‐Based Price Patterns33
A tale of two contracts: Was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?31
Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States29
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?29
26
Journal of Futures Markets: Volume 42, Number 10, October 202226
25
Journal of Futures Markets: Volume 43, Number 10, October 202325
Securitization of assets with payment delay risk: A financial innovation in the real estate market19
17
Beta and size equity premia following a high‐VIX threshold17
A systemic change of measure from central clearing17
Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures17
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