Journal of Futures Markets

Papers
(The H4-Index of Journal of Futures Markets is 18. 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 2021-05-01 to 2025-05-01.)
ArticleCitations
57
Bitcoin futures risk premia37
34
Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States33
Can a rational expectation storage model explain the USDA ending grain stocks forecast errors?33
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?31
Financialization, common stochastic trends, and commodity prices31
A tale of two contracts: Was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?28
In Memorium: Jayaram Muthuswamy27
One session options: Playing the announcement lottery?24
Journal of Futures Markets: Volume 42, Number 10, October 202223
23
Beta and size equity premia following a high‐VIX threshold21
21
A systemic change of measure from central clearing19
The impact of algorithmic trading on liquidity in futures markets: New insights into the resiliency of spreads and depth19
Less disagreement, better forecasts: Adjusted risk measures in the energy futures market18
Securitization of assets with payment delay risk: A financial innovation in the real estate market18
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