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 2020-04-01 to 2024-04-01.)
ArticleCitations
Forty years of the Journal of Futures Markets: A bibliometric overview76
Effects of structural changes on the prediction of downside volatility in futures markets51
Price discovery in chinese agricultural futures markets: A comprehensive look40
The impact of net buying pressure on index options prices24
A revisit to the hedge and safe haven properties of gold: New evidence from China23
Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate23
Stock market reactions to different types of oil shocks: Evidence from China23
Bitcoin spot and futures market microstructure23
Forecasting bitcoin volatility: Evidence from the options market20
Volatility spillovers in commodity futures markets: A network approach19
Informed options trading around holidays19
Optimal futures hedging for energy commodities: An application of the GAS model19
Night trading and market quality: Evidence from Chinese and US precious metal futures markets18
The role of textual analysis in oil futures price forecasting based on machine learning approach18
Liquidity shocks, commodity financialization, and market comovements18
Fractional cointegration in bitcoin spot and futures markets18
Analytically pricing exchange options with stochastic liquidity and regime switching17
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