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 2022-05-01 to 2026-05-01.)
ArticleCitations
51
50
Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets45
A tale of two contracts: Was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?42
Predicting Commodity Returns Through Image‐Based Price Patterns39
Bitcoin futures risk premia36
Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States35
33
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?33
28
Journal of Futures Markets: Volume 42, Number 10, October 202228
Journal of Futures Markets: Volume 43, Number 10, October 202327
Less disagreement, better forecasts: Adjusted risk measures in the energy futures market23
Securitization of assets with payment delay risk: A financial innovation in the real estate market22
Untangling Market Links: A QVAR‐TVP VAR Analysis of Precious Metals and Oil Amid the Pandemic20
20
Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures18
Commodity Option Return Predictability17
Beta and size equity premia following a high‐VIX threshold17
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