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

The convenience yield implied in European natural gas hub trading [0.03%]

Markus Hochradl; Margarethe Rammerstorfer Markus Hochradl; Margarethe Rammerstorfer

Journal of futures markets. 2012;32(5):459-479. DOI:10.1002/fut.20523 2012

Options on federal funds futures and interest rate volatility [0.03%]

Jahangir Sultan Jahangir Sultan

Journal of futures markets. 2012;32(4):330-359. DOI:10.1002/fut.20524 2012

Does the price of crude oil respond to macroeconomic news? [0.03%]

Arjun Chatrath; Hong Miao; Sanjay Ramchander Arjun Chatrath; Hong Miao; Sanjay Ramchander

Journal of futures markets. 2012;32(6):536-559. DOI:10.1002/fut.20525 2012

Comment on “A new simple square root option pricing model” [0.03%]

Hwa-Sung Kim; Jangkoo Kang; Jeongwoo Shin Hwa-Sung Kim; Jangkoo Kang; Jeongwoo Shin

Journal of futures markets. 2012;32(2):191-198. DOI:10.1002/fut.20526 2012

Variance risk premiums and predictive power of alternative forward variances in the corn market [0.03%]

Zhiguang Wang; Scott W. Fausti; Bashir A. Qasmi Zhiguang Wang; Scott W. Fausti; Bashir A. Qasmi

Journal of futures markets. 2012;32(6):587-608. DOI:10.1002/fut.20527 2012

A random walk down the options market [0.03%]

George J. Jiang; Yisong S. Tian George J. Jiang; Yisong S. Tian

Journal of futures markets. 2012;32(6):505-535. DOI:10.1002/fut.20528 2012

Reply to “A comment on “A new simple square root option pricing model”” [0.03%]

Yaw-Huei Wang Yaw-Huei Wang

Journal of futures markets. 2012;32(2):199-202. DOI:10.1002/fut.20529 2012

Hedging under model misspecification: All risk factors are equal, but some are more equal than others … [0.03%]

Nicole Branger; Eva Krautheim; Christian Schlag; Norman Seeger Nicole Branger; Eva Krautheim; Christian Schlag; Norman Seeger

Journal of futures markets. 2012;32(5):397-430. DOI:10.1002/fut.20530 2012

The impact of liquidity on option prices [0.03%]

Robin K. Chou; San-Lin Chung; Yu-Jen Hsiao; Yaw-Huei Wang Robin K. Chou; San-Lin Chung; Yu-Jen Hsiao; Yaw-Huei Wang

Journal of futures markets. 2011;31(12):1116-1141. DOI:10.1002/fut.20531 2011

The information content of the S&P 500 index and VIX options on the dynamics of the S&P 500 index [0.03%]

San-Lin Chung; Wei-Che Tsai; Yaw-Huei Wang; Pei-Shih Weng San-Lin Chung; Wei-Che Tsai; Yaw-Huei Wang; Pei-Shih Weng

Journal of futures markets. 2011;31(12):1170-1201. DOI:10.1002/fut.20532 2011