Journal of Futures Markets

Papers
(The H4-Index of Journal of Futures Markets is 16. 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 2020-11-01 to 2024-11-01.)
ArticleCitations
Forty years of the Journal of Futures Markets: A bibliometric overview90
Effects of structural changes on the prediction of downside volatility in futures markets55
Price discovery in chinese agricultural futures markets: A comprehensive look53
Volatility spillovers in commodity futures markets: A network approach28
Analytically pricing exchange options with stochastic liquidity and regime switching27
Stock market reactions to different types of oil shocks: Evidence from China26
Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate26
The role of textual analysis in oil futures price forecasting based on machine learning approach23
Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility22
The geopolitical risk premium in the commodity futures market21
Time‐varying pure contagion effect between energy and nonenergy commodity markets21
Fractional cointegration in bitcoin spot and futures markets21
Informed options trading around holidays21
The relationship between arbitrage in futures and spot markets and Bitcoin price movements: Evidence from the Bitcoin markets17
Forecasting realized volatility: New evidence from time‐varying jumps in VIX16
Climate change attention and carbon futures return prediction16
Dynamic term structure models for SOFR futures16
Do oil shocks impact stock liquidity?16
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