Journal of futures markets文章索引

期刊名：Journal of futures markets

缩写：

ISSN：0270-7314

e-ISSN：1096-9934

IF/分区：2.3/Q2

共收录本刊相关文章索引1893条

Risk arbitrage opportunities in petroleum futures spreads [0.03%]

Girma, Paul Berhanu; Paulson, Albert S. Girma

Journal of Futures Markets. 1999;19(8):931-955. DOI:10.1002/(sici)1096-9934(199912)19:83.0.co;2-l 1999

Hedging performance of shrimp futures contracts with multiple deliverable grades [0.03%]

Mart�nez-Garmendia, Josu�; Anderson, James L. Mart�nez-Garmendia

Journal of Futures Markets. 1999;19(8):957-990. DOI:10.1002/(sici)1096-9934(199912)19:83.0.co;2-z 1999

Editor's note [0.03%]

Webb, Robert I. Webb

Journal of Futures Markets. 2000;20(1):1-1. DOI:10.1002/(sici)1096-9934(200001)20:13.0.co;2-8 2000

Cash settlement of futures contracts: An economic analysis [0.03%]

Garbade, Kenneth D.; Silber, William L. Garbade

Journal of Futures Markets. 2000;20(1):19-40. DOI:10.1002/(sici)1096-9934(200001)20:13.0.co;2-n 2000

Introduction [0.03%]

Powers, Mark J. Powers

Journal of Futures Markets. 2000;20(1):3-4. DOI:10.1002/(sici)1096-9934(200001)20:13.0.co;2-# 2000

Portfolio insurance trading rules [0.03%]

Bookstaber, Richard; Langsam, Joseph A. Bookstaber

Journal of Futures Markets. 2000;20(1):41-57. DOI:10.1002/(sici)1096-9934(200001)20:13.0.co;2-4 2000

The relationship between volume and price variability in futures markets [0.03%]

Cornell, Bradford Cornell

Journal of Futures Markets. 2000;20(1):5-18. DOI:10.1002/(sici)1096-9934(200001)20:13.0.co;2-r 2000

A theory of negative prices for storage [0.03%]

Wright, Brian D.; Williams, Jeffrey C. Wright

Journal of Futures Markets. 2000;20(1):59-71. DOI:10.1002/(sici)1096-9934(200001)20:13.0.co;2-d 2000

Estimating time-varying optimal hedge ratios on futures markets [0.03%]

Myers, Robert J. Myers

Journal of Futures Markets. 2000;20(1):73-87. DOI:10.1002/(sici)1096-9934(200001)20:13.0.co;2-q 2000

Hedge effectiveness: Basis risk and minimum-variance hedging [0.03%]

Mark G. Castelino Mark G. Castelino

Journal of futures markets. 2000;20(1):89-103. DOI:10.1002/(sici)1096-9934(200001)20:13.0.co;2-4 2000