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 2021-10-01 to 2025-10-01.)
ArticleCitations
40
Bitcoin futures risk premia39
38
Can a rational expectation storage model explain the USDA ending grain stocks forecast errors?32
Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets31
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?27
Predicting Commodity Returns Through Image‐Based Price Patterns27
Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States27
A tale of two contracts: Was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?26
25
Journal of Futures Markets: Volume 42, Number 10, October 202224
23
Beta and size equity premia following a high‐VIX threshold22
A systemic change of measure from central clearing20
Securitization of assets with payment delay risk: A financial innovation in the real estate market19
Less disagreement, better forecasts: Adjusted risk measures in the energy futures market18
Journal of Futures Markets: Volume 43, Number 10, October 202317
Commodity Option Return Predictability17
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