Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Journal of Futures Markets / John Wiley & Sons, Ltd.

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.08000000.04
19930.09000000.05
19940.1000000.04
19950.19000000.07
19960.23000000.09
19970.29000000.1
19980.29000000.11
19990.33000000.14
20000.42000000.16
20010.44000000.17
20020.44000000.19
20030.46000000.2
20040.53000000.22
20050.56000000.23
20060.53000000.22
20070.46000000.19
20080.49000000.21
20090.5000000.2
20100.46000000.16
20110.57000000.22
20120.665050140.28190060.120.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2013Quantile Regression Analysis of the Asymmetric Return‐Volatility Relation. (2013). Badshah, Ihsan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:33:y:2013:i:3:p:235-265.

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6
2012An analytical formula for VIX futures and its applications. (2012). Lian, GuangHua ; Zhu, SongPing . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:2:p:166-190.

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3
2012Causality in the VIX futures market. (2012). Zhang, Jin E. ; Shu, Jinghong . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:1:p:24-46.

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3
2013A No‐Arbitrage Fractional Cointegration Model for Futures and Spot Daily Ranges. (2013). Santucci de Magistris, Paolo ; Rossi, Eduardo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:33:y:2013:i:1:p:77-102.

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3
2012Intraday price discovery and volatility transmission in stock index and stock index futures markets: Evidence from China. (2012). YANG, JIAN ; Zhou, Yinggang . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:2:p:99-121.

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3
2012Optimal hedging with higher moments. (2012). Brooks, Chris ; ern, Ales ; Miffre, Joelle . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:10:p:909-944.

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2
2012Does the price of crude oil respond to macroeconomic news?. (2012). Chatrath, Arjun ; Ramchander, Sanjay ; Miao, Hong . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:6:p:536-559.

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2
2014Pricing Multiasset Cross‐Currency Options. (2014). Shiraya, Kenichiro ; Takahashi, Akihiko . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:34:y:2014:i:1:p:1-19.

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2
2012Multivariate downside risk: Normal versus Variance Gamma. (2012). Diethelm, Martin ; Wallmeier, Martin . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:5:p:431-458.

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1
2012A note on the performance of regime switching hedge strategy. (2012). Lien, Donald . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:4:p:389-396.

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1
2012Effects of rollover strategies and information stability on the performance measures in options markets: An examination of the KOSPI 200 index options market. (2012). Ok, Soonchan ; Choi, Youngsoo. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:4:p:360-388.

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1
2012Are speculators informed?. (2012). Schwarz, Krista. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:1:p:1-23.

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1
2012Variance risk premiums and predictive power of alternative forward variances in the corn market. (2012). Wang, Zhiguang ; fausti, scott ; Qasmi, Bashir A.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:6:p:587-608.

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1
2012An empirical analysis of dynamic multiscale hedging using wavelet decomposition. (2012). cotter, john ; Conlon, Thomas . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:3:p:272-299.

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1
2012Production and hedging under state‐dependent preferences. (2012). Wong, Kit Pong . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:32:y:2012:i:10:p:945-963.

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1

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Volatility Spillovers in U.S. Crude Oil, Ethanol, and Corn Futures Markets. (2012). Mallory, Mindy ; Trujillo-Barrera, Andres ; Garcia, Philip . In: Journal of Agricultural and Resource Economics. RePEc:ags:jlaare:134275.

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[Citation Analysis]
2012Multifractal Detrended Fluctuation Analysis of the Chinese Stock Index Futures Market. (2012). Tian, Jie ; Li, Zhihui ; Zhou, Ying ; Lu, Xinsheng . In: Working Papers. RePEc:aut:wpaper:201208.

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[Citation Analysis]
2012A remark on Lin and Changs paper ‘Consistent modeling of S&P 500 and VIX derivatives’. (2012). Zhang, Jin E. ; Ibraimi, Meriton ; Leippold, Markus ; Cheng, Jun . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:5:p:708-715.

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[Citation Analysis]
2012Rejoinder to a remark on Lin and Changs paper ‘Consistent modeling of S&P 500 and VIX derivatives’. (2012). Chang, Chien-Hung ; Lin, Yueh-Neng . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:5:p:716-718.

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[Citation Analysis]
2012Optimal Hedging when the Underlying Asset Follows a Regime-switching Markov Process. (2012). Godin, Frederic ; Franois, Pascal ; Gauthier, Genevieve . In: Cahiers de recherche. RePEc:lvl:lacicr:1234.

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[Citation Analysis]
2012Downside risk and the energy hedgers horizon. (2012). cotter, john ; Conlon, Thomas . In: Working Papers. RePEc:ucd:wpaper:201219.

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[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.