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

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
49
Impact Factor (IF)
1.08
5 Years IF
0.88
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0.01 0.11 0.33 0.02 55 55 299 18 18 101 1 265 5 0 1 0.02 0.05
1991 0.04 0.11 0.12 0.03 57 112 428 13 31 106 4 266 7 0 0 0.06
1992 0.03 0.12 0.29 0.04 53 165 358 45 79 112 3 270 10 0 1 0.02 0.06
1993 0.03 0.13 0.13 0.02 63 228 545 26 108 110 3 266 5 0 0 0.06
1994 0.06 0.14 0.14 0.06 48 276 343 38 146 116 7 279 18 0 1 0.02 0.06
1995 0.05 0.22 0.17 0.05 44 320 552 54 200 111 5 276 13 0 2 0.05 0.09
1996 0.13 0.25 0.18 0.1 50 370 1084 64 265 92 12 265 26 2 3.1 1 0.02 0.11
1997 0.11 0.24 0.32 0.14 45 415 345 127 399 94 10 258 37 0 3 0.07 0.11
1998 0.18 0.27 0.28 0.16 48 463 328 130 529 95 17 250 39 8 6.2 0 0.13
1999 0.09 0.29 0.29 0.14 47 510 676 148 677 93 8 235 32 8 5.4 0 0.14
2000 0.06 0.34 0.17 0.1 50 560 391 96 773 95 6 234 24 0 1 0.02 0.16
2001 0.09 0.38 0.21 0.13 52 612 728 130 903 97 9 240 30 0 1 0.02 0.17
2002 0.13 0.39 0.25 0.15 55 667 423 165 1068 102 13 242 36 0 2 0.04 0.2
2003 0.11 0.43 0.19 0.12 54 721 379 138 1207 107 12 252 29 3 2.2 1 0.02 0.21
2004 0.14 0.47 0.25 0.13 57 778 639 197 1404 109 15 258 33 2 1 2 0.04 0.21
2005 0.1 0.5 0.27 0.15 51 829 410 222 1628 111 11 268 41 14 6.3 3 0.06 0.23
2006 0.16 0.49 0.34 0.16 51 880 482 295 1923 108 17 269 43 0 2 0.04 0.22
2007 0.1 0.44 0.2 0.15 51 931 514 182 2105 102 10 268 39 5 2.7 1 0.02 0.2
2008 0.18 0.47 0.26 0.15 58 989 561 262 2367 102 18 264 39 1 0.4 2 0.03 0.22
2009 0.26 0.46 0.34 0.22 53 1042 550 354 2722 109 28 268 60 1 0.3 0 0.23
2010 0.16 0.46 0.28 0.2 56 1098 437 299 3025 111 18 264 52 3 1 4 0.07 0.2
2011 0.19 0.51 0.27 0.21 47 1145 567 314 3339 109 21 269 57 16 5.1 0 0.24
2012 0.19 0.5 0.25 0.18 50 1195 522 293 3639 103 20 265 49 6 2 7 0.14 0.21
2013 0.43 0.54 0.4 0.29 51 1246 334 498 4141 97 42 264 76 16 3.2 9 0.18 0.24
2014 0.47 0.53 0.41 0.38 58 1304 602 530 4674 101 47 257 97 15 2.8 20 0.34 0.22
2015 0.63 0.53 0.79 0.6 65 1369 605 1078 5753 109 69 262 156 20 1.9 36 0.55 0.22
2016 0.91 0.5 0.87 0.72 56 1425 668 1244 6998 123 112 271 194 50 4 18 0.32 0.2
2017 0.87 0.52 0.85 0.69 57 1482 463 1263 8263 121 105 280 194 20 1.6 8 0.14 0.21
2018 0.92 0.53 0.83 0.74 77 1559 582 1288 9551 113 104 287 212 206 16 21 0.27 0.22
2019 0.81 0.54 0.88 0.88 81 1640 471 1450 11001 134 109 313 277 228 15.7 20 0.25 0.21
2020 0.75 0.64 0.88 0.87 93 1733 551 1531 12532 158 119 336 292 287 18.7 26 0.28 0.3
2021 1.03 0.74 0.92 0.91 93 1826 417 1688 14221 174 180 364 330 346 20.5 37 0.4 0.27
2022 1.04 0.74 0.85 0.95 96 1922 256 1637 15858 186 194 401 382 281 17.2 20 0.21 0.22
2023 0.83 0.7 0.7 0.78 69 1991 181 1392 17250 189 156 440 342 219 15.7 20 0.29 0.2
2024 1.08 0.82 0.63 0.88 64 2055 50 1298 18548 165 178 432 382 202 15.6 16 0.25 0.24
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations 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
50 most cited documents in this series
#YearTitleCited
11996Energy shocks and financial markets. (1996). masulis, ronald ; Huang, Roger D. ; Stoll, Hans R.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:16:y:1996:i:1:p:1-27.

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519
21995Predicting stock market volatility: A new measure. (1995). Whaley, Robert E. ; Fleming, Jeff ; Ostdiek, Barbara. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:15:y:1995:i:3:p:265-302.

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155
32004Volatility and commodity price dynamics. (2004). Pindyck, Robert. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:24:y:2004:i:11:p:1029-1047.

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132
41999Price discovery in the German equity index derivatives markets. (1999). Tse, Yiuman ; So, Raymond W. ; Booth, Geoffrey G.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:19:y:1999:i:6:p:619-643.

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121
52001Asset storability and price discovery in commodity futures markets: A new look. (2001). Yang, Jian ; Leatham, David ; Bessler, David. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:21:y:2001:i:3:p:279-300.

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115
61996Trading costs and the relative rates of price discovery in stock, futures, and option markets. (1996). Whaley, Robert E. ; Fleming, Jeff ; Ostdiek, Barbara. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:16:y:1996:i:4:p:353-387.

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114
71996The Fed funds futures rate as a predictor of federal reserve policy. (1996). Kuttner, Kenneth ; Krueger, Joel T.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:16:y:1996:i:8:p:865-879.

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108
82018Structural breaks and volatility forecasting in the copper futures market. (2018). Lin, Boqiang ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:3:p:290-339.

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106
92001What moves the gold market?. (2001). Wong, Michael ; Cheung, Yan Leung ; Michael C. S. Wong, ; Cai, Jun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:21:y:2001:i:3:p:257-278.

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106
101999The relationship between spot and futures prices: Evidence from the crude oil market. (1999). Silvapulle, Param ; Moosa, Imad A.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:19:y:1999:i:2:p:175-193.

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98
112016Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets. (2016). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Simen, Chardin Wese. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:8:p:758-792.

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93
122009A new information share measure. (2009). Shrestha, Keshab ; Lien, Donald. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:29:y:2009:i:4:p:377-395.

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90
132014The Predictive Content of Commodity Futures. (2014). Coibion, Olivier ; Chinn, Menzie. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:34:y:2014:i:7:p:607-636.

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89
141994Price discovery in petroleum markets: Arbitrage, cointegration, and the time interval of analysis. (1994). Schwarz, Thomas V. ; Szakmary, Andrew C.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:14:y:1994:i:2:p:147-167.

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87
152018The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach. (2018). Qian, Yichuo ; Fang, Libing ; Yu, Honghai ; Chen, Baizhu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:3:p:413-422.

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87
161999Price discovery and volatility spillovers in the DJIA index and futures markets. (1999). Tse, Yiuman. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:19:y:1999:i:8:p:911-930.

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85
172012Intraday 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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84
181995Bivariate GARCH estimation of the optimal hedge ratios for stock index futures: A note. (1995). Switzer, Lorne ; Park, Tae H.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:15:y:1995:i:1:p:61-67.

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77
192008Informed trading in the index option market: The case of KOSPI 200 options. (2008). Kang, Jangkoo ; Ahn, Heejoon ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:28:y:2008:i:12:p:1118-1146.

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75
202000Efficient use of commodity futures in diversified portfolios. (2000). Johnson, Robert R. ; Mercer, Jeffrey M. ; Jensen, Gerald R.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:20:y:2000:i:5:p:489-506.

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75
212019Price discovery in bitcoin spot or futures?. (2019). Dimpfl, Thomas ; Baur, Dirk G. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:803-817.

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74
222009The information content of an open limit‐order book. (2009). Wang, Xiaoxin ; Hansch, Oliver ; Cao, Charles. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:29:y:2009:i:1:p:16-41.

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73
232001Hedge Fund Performance and Manager Skill. (2001). Caglayan, Mustafa Onur ; Edwards, Franklin R.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:21:y:2001:i:11:p:1003-1028.

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72
242015Do Momentum‐Based Trading Strategies Work in the Commodity Futures Markets?. (2015). Narayan, Seema ; Ali Ahmed, Huson. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:35:y:2015:i:9:p:868-891.

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71
252011Volatility spillover effects and cross hedging in corn and crude oil futures. (2011). Guan, Zhengfei ; Myers, Robert J. ; Wu, Feng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:31:y:2011:i:11:p:1052-1075.

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71
262015Does Futures Speculation Destabilize Commodity Markets?. (2015). Kim, Abby . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:35:y:2015:i:8:p:696-714.

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66
271985The degree of price resolution: The case of the gold market. (1985). Tschoegl, Adrian ; Torous, Walter N. ; Ball, Clifford A.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:5:y:1985:i:1:p:29-43.

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64
281990South African political unrest, oil prices, and the time varying risk premium in the gold futures market. (1990). Melvin, Michael ; Sultan, Jahangir. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:10:y:1990:i:2:p:103-111.

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63
292011Price discovery and investor structure in stock index futures. (2011). Schuppli, Michael ; Bohl, Martin T. ; Salm, Christian A.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:31:y:2011:i:3:p:282-306.

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63
301993Nonlinear dynamics of daily futures prices: Conditional heteroskedasticity or chaos?. (1993). Brorsen, B ; Yang, Seungryong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:13:y:1993:i:2:p:175-191.

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61
311997Futures market transaction costs. (1997). Locke, Peter R. ; Venkatesh, P. C.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:17:y:1997:i:2:p:229-245.

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59
322016Who Sets the Price of Gold? London or New York. (2016). Putnins, Talis ; lucey, brian ; Hauptfleisch, Martin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:6:p:564-586.

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58
332001Investor Sentiment and Return Predictability in Agricultural Futures Markets. (2001). Wang, Changyun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:21:y:2001:i:10:p:929-952.

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58
341991Price discovery and cointegration for live hogs. (1991). Schroeder, Ted ; Goodwin, Barry. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:11:y:1991:i:6:p:685-696.

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58
352017Oil and stock markets before and after financial crises: A local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:37:y:2017:i:12:p:1179-1204.

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56
362013Quantile 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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55
372020BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness. (2020). Choi, Jaehyuk ; Alexander, Carol ; Park, Heungju ; Sohn, Sungbin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:23-43.

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54
381999Risk arbitrage opportunities in petroleum futures spreads. (1999). Girma, Paul Berhanu ; Paulson, Albert S.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:19:y:1999:i:8:p:931-955.

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53
391993Price dynamics and error correction in stock index and stock index futures markets: A cointegration approach. (1993). Lashgari, Malek ; Wahab, Mahmoud. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:13:y:1993:i:7:p:711-742.

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53
401993Cointegration and error correction models: Intertemporal causality between index and futures prices. (1993). Ghosh, Asim. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:13:y:1993:i:2:p:193-198.

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53
412009Do futures lead price discovery in electronic foreign exchange markets?. (2009). Yang, Jian ; Wang, Tao ; Cabrera, Juan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:29:y:2009:i:2:p:137-156.

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53
421999VaR without correlations for portfolios of derivative securities. (1999). Vosper, Les ; Giannopoulos, Kostas ; Baroneadesi, Giovanni. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:19:y:1999:i:5:p:583-602.

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52
432002Measuring and forecasting S&P 500 index‐futures volatility using high‐frequency data. (2002). Martens, Martin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:22:y:2002:i:6:p:497-518.

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52
441992Is normal backwardation normal?. (1992). Kolb, Robert W.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:12:y:1992:i:1:p:75-91.

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52
452015The Information Content of Trades: An Analysis of KOSPI 200 Index Derivatives. (2015). Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:35:y:2015:i:3:p:201-221.

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51
462004Predicting financial volatility: High‐frequency time‐series forecasts vis‐à‐vis implied volatility. (2004). Martens, Martin ; Zein, Jason. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:24:y:2004:i:11:p:1005-1028.

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50
472016Fundamentals, Derivatives Market Information and Oil Price Volatility. (2016). Robe, Michel ; Wallen, Jonathan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:4:p:317-344.

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50
482010The information content of implied volatility: Evidence from Australia. (2010). Tourani-Rad, Alireza ; Frijns, Bart ; Tallau, Christian ; Touranirad, Alireza. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:30:y:2010:i:2:p:134-155.

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50
491985Some determinants of the volatility of futures prices. (1985). Anderson, Ronald W.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:5:y:1985:i:3:p:331-348.

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49
502007An examination of momentum strategies in commodity futures markets. (2007). Sharma, Subhash C. ; Shen, Qian ; Szakmary, Andrew C.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:27:y:2007:i:3:p:227-256.

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48
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11996Energy shocks and financial markets. (1996). masulis, ronald ; Huang, Roger D. ; Stoll, Hans R.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:16:y:1996:i:1:p:1-27.

Full description at Econpapers || Download paper

70
22019Price discovery in bitcoin spot or futures?. (2019). Dimpfl, Thomas ; Baur, Dirk G. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:7:p:803-817.

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29
32018The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach. (2018). Qian, Yichuo ; Fang, Libing ; Yu, Honghai ; Chen, Baizhu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:3:p:413-422.

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26
42022The role of textual analysis in oil futures price forecasting based on machine learning approach. (2022). Gong, XU ; Chen, Qiyang ; Guan, Keqin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1987-2017.

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26
52020Return and volatility transmission between Chinas and international crude oil futures markets: A first look. (2020). Yang, Jian ; Zhou, Yinggang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:6:p:860-884.

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25
62020The determinants of price discovery on bitcoin markets. (2020). Frijns, Bart ; Entrop, Oliver ; Seruset, Marco. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:5:p:816-837.

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25
72020BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness. (2020). Choi, Jaehyuk ; Alexander, Carol ; Park, Heungju ; Sohn, Sungbin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:23-43.

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24
81995Predicting stock market volatility: A new measure. (1995). Whaley, Robert E. ; Fleming, Jeff ; Ostdiek, Barbara. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:15:y:1995:i:3:p:265-302.

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23
92021Volatility spillovers in commodity futures markets: A network approach. (2021). Yang, Jian ; Miao, Hong ; Li, Zheng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:12:p:1959-1987.

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23
102023Climate change attention and carbon futures return prediction. (2023). Sun, Chuanwang ; Gong, XU ; Li, Mengjie ; Guan, Keqin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:9:p:1261-1288.

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22
112023The geopolitical risk premium in the commodity futures market. (2023). Pan, Zheyao ; Liao, Yin ; Cheng, Daxuan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:8:p:1069-1090.

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22
122004Volatility and commodity price dynamics. (2004). Pindyck, Robert. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:24:y:2004:i:11:p:1029-1047.

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22
132022Time‐varying pure contagion effect between energy and nonenergy commodity markets. (2022). Sun, Chuanwang ; Jin, Yujing ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1960-1986.

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21
142016Fundamentals, Derivatives Market Information and Oil Price Volatility. (2016). Robe, Michel ; Wallen, Jonathan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:4:p:317-344.

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21
152020Estimating the connectedness of commodity futures using a network approach. (2020). Ding, Sifang ; Fang, Libing ; Yu, Honghai ; Xiao, Binqing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:598-616.

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20
162018Structural breaks and volatility forecasting in the copper futures market. (2018). Lin, Boqiang ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:3:p:290-339.

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20
172021Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility. (2021). Tsakou, Katerina ; Kambouroudis, Dimos S ; McMillan, David G. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1618-1639.

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19
182023Global climate change and commodity markets: A hedging perspective. (2023). Chen, Xinhui ; Jia, Shanghui ; Han, Liyan ; Jin, Jiayu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1393-1422.

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18
192021Price discovery in chinese agricultural futures markets: A comprehensive look. (2021). Yang, Jian ; Li, Zheng ; Wang, Tao. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:4:p:536-555.

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18
202009A new information share measure. (2009). Shrestha, Keshab ; Lien, Donald. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:29:y:2009:i:4:p:377-395.

Full description at Econpapers || Download paper

18
212016Do Jumps Matter for Volatility Forecasting? Evidence from Energy Markets. (2016). Symeonidis, Lazaros ; Prokopczuk, Marcel ; Simen, Chardin Wese. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:8:p:758-792.

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16
222023Contemporaneous and noncontemporaneous idiosyncratic risk spillovers in commodity futures markets: A novel network topology approach. (2023). Zhang, XU ; Yang, Xian ; Hao, Jun ; Li, Jianping. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:6:p:705-733.

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16
232017Oil and stock markets before and after financial crises: A local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:37:y:2017:i:12:p:1179-1204.

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16
242014The Predictive Content of Commodity Futures. (2014). Coibion, Olivier ; Chinn, Menzie. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:34:y:2014:i:7:p:607-636.

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16
252011Volatility spillover effects and cross hedging in corn and crude oil futures. (2011). Guan, Zhengfei ; Myers, Robert J. ; Wu, Feng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:31:y:2011:i:11:p:1052-1075.

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15
262022Market uncertainty and sentiment around USDA announcements. (2022). Robe, Michel. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:2:p:250-275.

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15
272020The untold story of commodity futures in China. (2020). Zhang, Tingxi ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:4:p:671-706.

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15
282019Economic policy uncertainty, CDS spreads, and CDS liquidity provision. (2019). Zhong, Zhaodong ; Wang, Xinjie ; Xu, Weike. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:4:p:461-480.

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15
292021Effects of structural changes on the prediction of downside volatility in futures markets. (2021). Lin, Boqiang ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1124-1153.

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15
301999Price discovery in the German equity index derivatives markets. (1999). Tse, Yiuman ; So, Raymond W. ; Booth, Geoffrey G.. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:19:y:1999:i:6:p:619-643.

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14
312022The impact of COVID‐19 on the interdependence between US and Chinese oil futures markets. (2022). Zhang, Yongmin ; Ding, Shusheng ; Shi, Haili. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:11:p:2041-2052.

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14
322023Analytically pricing exchange options with stochastic liquidity and regime switching. (2023). He, Xinjiang ; Lin, Sha. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:5:p:662-676.

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14
332009The information content of an open limit‐order book. (2009). Wang, Xiaoxin ; Hansch, Oliver ; Cao, Charles. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:29:y:2009:i:1:p:16-41.

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14
342016The Return–Volatility Relation in Commodity Futures Markets. (2016). Nikitopoulos-Sklibosios, Christina ; Chiarella, Carl ; Kang, Boda. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:2:p:127-152.

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14
352016Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics. (2016). Thorp, Susan ; Silvennoinen, Annastiina. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:36:y:2016:i:6:p:522-544.

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362021Fractional cointegration in bitcoin spot and futures markets. (2021). Xu, Ke ; Zheng, Xinwei ; Wu, Jinghong ; Chen, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1478-1494.

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14
371999VaR without correlations for portfolios of derivative securities. (1999). Vosper, Les ; Giannopoulos, Kostas ; Baroneadesi, Giovanni. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:19:y:1999:i:5:p:583-602.

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13
382020The effect of oil price shocks on asset markets: Evidence from oil inventory news. (2020). Alquist, Ron ; Ellwanger, Reinhard ; Jin, Jianjian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:8:p:1212-1230.

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13
392014Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit. (2014). DA FONSECA, José ; Zaatour, Riadh. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:34:y:2014:i:6:p:548-579.

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13
402015Does Futures Speculation Destabilize Commodity Markets?. (2015). Kim, Abby . In: Journal of Futures Markets. RePEc:wly:jfutmk:v:35:y:2015:i:8:p:696-714.

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13
412012Intraday 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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13
422018Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. (2018). Xu, Ke ; Nielsen, Morten ; Dolatabadi, Sepideh ; Narayan, Paresh Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:38:y:2018:i:2:p:219-242.

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13
432021Return and volatility connectedness of Chinese onshore, offshore, and forward exchange rate. (2021). Umar, Zaghum ; Zhao, Yanping ; Vo, Xuan Vinh. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:11:p:1843-1860.

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12
442021Dynamic term structure models for SOFR futures. (2021). Skov, Jacob Bjerre ; Skovmand, David. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1520-1544.

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12
452019Derivatives pricing with liquidity risk. (2019). Zhang, Yongmin ; Ding, Shusheng ; Duygun, Meryem. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:11:p:1471-1485.

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12
462021Forty years of the Journal of Futures Markets: A bibliometric overview. (2021). Kumar, Satish ; Pandey, Nitesh ; Baker, Kent H. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:7:p:1027-1054.

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12
472015The Impact of Monetary Policy Surprises on Energy Prices. (2015). Kurov, Alexander ; Basistha, Arabinda. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:35:y:2015:i:1:p:87-103.

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482020A revisit to the hedge and safe haven properties of gold: New evidence from China. (2020). Zhang, Xinran ; Yang, Shenggang ; Liu, Qianqiu ; Ming, Lei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:9:p:1442-1456.

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492019The impacts of public news announcements on intraday implied volatility dynamics. (2019). Lee, Ji Eun ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:6:p:656-685.

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11
502023COVID‐19 and tail risk contagion across commodity futures markets. (2023). Qiao, Tongshuai ; Han, Liyan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:2:p:242-272.

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Citing documents used to compute impact factor: 178
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2024The Boyle–Romberg Trinomial Tree, a Highly Efficient Method for Double Barrier Option Pricing. (2024). Leduc, Guillaume. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:7:p:964-:d:1362963.

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2024Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Ren, Xiaohang ; Xiao, YA ; Duan, Kun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252.

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2024Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency. (2024). Urquhart, Andrew ; Peng, Long ; Zhang, Liya ; Duan, Kun ; Yao, Kai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001442.

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2024Market discipline and policy loans. (2024). Niehaus, Greg ; Chiang, Chia-Chun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:159:y:2024:i:c:s0378426623002716.

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2024Independent institution or cooperative institution? China’s deposit insurance institution model and the Honey Badger Algorithm. (2024). Wu, Sibin ; Yao, Shuai ; Zhou, Rongji ; So, Jacky Yuk-Chow. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:96:y:2024:i:c:s1062976924000723.

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2024Does public information facilitate price consensus? Characterizing USDA announcement effects using realized volatility. (2024). Janzen, Joseph ; Bunek, Gabriel D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000011.

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2024THE REACTION OF CORN FUTURES PRICES TO U.S. AND BRAZILIAN CROP REPORTS. (2024). Mattos, Fabio ; Franco, Rodrigo Lanna ; Silva, Renato Moraes ; Cruz, Jose Cesar. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343571.

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2024USDA reports affect the stock market, too. (2024). Robe, Michel ; Heckelei, Thomas ; Ionici, Octavian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000035.

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2024How does bank opacity affect credit growth and return predictability?. (2024). Chhatwani, Malvika ; Parija, Arpit Kumar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000872.

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2024Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x.

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2024Predictability of commodity futures returns with machine learning models. (2024). Zhang, Tianyang ; Wang, Shirui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:302-322.

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2024ESG reputation risks, cash holdings, and payout policies. (2024). Zhang, Qin ; Wong, Jin Boon. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s154461232301067x.

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2024Financial market development and corporate risk management: Evidence from Shanghai crude oil futures launched in China. (2024). Wu, Ji ; Chen, Longxuan ; Hao, Jing. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300748x.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2024Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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2024How Foreign Institutional Investors€™ Ownership Affects Stock Liquidity? Evidence from China. (2024). Zhu, Sha ; Wu, Qiong ; Lai, Fujun ; Xiong, Deping. In: SAGE Open. RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241260509.

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2024Price monotonicity violations during stock market crashes: Evidence from the SSE 50 ETF options market. (2024). Luo, Xingguo ; Tao, Libin ; Ryu, Doojin ; Ye, Chuxin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:533-554.

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2024Effects of option incentive compensation on corporate innovation: The case of China. (2024). Frijns, Bart ; Cheng, Rui ; Kim, Hyeong Jun ; Ryu, Doojin. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001103.

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2024The wealth effect of the US net zero announcement. (2024). Linnenluecke, Martina ; Rajabi, Mona Mashhadi ; Smith, Tom. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006534.

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2024Analytical valuation of vulnerable chained options. (2024). Zhou, KE ; Zhang, Jiayi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001924.

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2024Can technical indicators based on underlying assets help to predict implied volatility index. (2024). Tingting, Ying ; Shi, Yanlong ; Yafeng, Shi. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:1:p:57-74.

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2024On practitioners closed-form GARCH option pricing. (2024). Frijns, Bart ; Mozumder, Sharif ; Kabir, Humayun M ; Talukdar, Bakhtear. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400228x.

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2024Maximum order size and market quality: Evidence from a natural experiment in commodity futures markets. (2024). Robe, Michel ; Hu, Zhepeng ; Peng, Kun. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:5:p:803-825.

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2024The impact of deviations from soybean product crushing estimates on return and risk. (2024). Chitavi, Michael ; Abdoh, Hussein. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:2:p:181-199.

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2024Machine learning to predict grains futures prices. (2024). Sckokai, Paolo ; Brignoli, Paolo Libenzio ; Gardebroek, Cornelis ; Varacca, Alessandro. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:3:p:479-497.

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2024Pricing first-touch digitals with a multi-step double boundary and American barrier options. (2024). Ha, Hongjun ; Lee, Hangsuck ; Kong, Byungdoo. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010711.

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2024Quadratic American Strangle Options in Light of Two-Sided Optimal Stopping Problems. (2024). Zaevski, Tsvetelin S. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:10:p:1449-:d:1390624.

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2024Unveiling the Nexus: Carbon finance and climate technology advancements. (2024). Treku, Daniel N ; Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005908.

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2024Cryptocurrency hacking and trader behavior in bitcoin futures. (2024). Yang, Jimmy J ; Chen, Yu-Lun. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401211x.

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2024The influence of uncertainty on commodity futures returns and trading behaviour. (2024). Smales, Lee ; Laubsch, Joshua ; Vo, Duc. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001212.

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2024Determinants of Financial Hedging Strategies among Commodity Producer Firms in Latin America. (2024). Giraldo, Iader ; Sanchez, Juan Camilo ; Huertas, Cristian. In: Documentos de trabajo. RePEc:col:000566:021196.

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2024Do commodity futures have a steering effect on the spot stock market in China? New evidence from volatility forecasting. (2024). Liao, Yin ; Ma, Feng ; Lu, Fei ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001947.

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2024Cross‐Asset Tandem Trading and Extraordinary Volatility. (2024). Paddrik, Mark ; Garrison, Robert ; Jain, Pankaj K. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1508-1542.

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2024Considering momentum spillover effects via graph neural network in option pricing. (2024). Wang, Yao ; Wei, Xiangyu ; Li, Qing ; Zhao, Jingmei. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:1069-1094.

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2024Option‐Implied Ambiguity and Equity Return Predictability. (2024). Chen, Yiyao ; Liu, Yanchu ; Sun, Xianming. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1556-1577.

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2024Corporate bonds: fixed versus stochastic coupons—an empirical study. (2024). Karim, Muhammad Mahmudul ; Baaquie, Belal Ehsan. In: Journal of Asset Management. RePEc:pal:assmgt:v:25:y:2024:i:1:d:10.1057_s41260-023-00343-y.

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2024Resource curse in OPEC with varied levels of financial regulations and constraints: The role of oil price shocks and digital finance. (2024). Sun, Tianmin ; Qi, Songqiao. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002216.

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2024Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004043.

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2024Commodity sectors and factor investment strategies. (2024). Sakemoto, Ryuta ; Nakagawa, Kei. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004253.

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2024Commodity premia and risk management. (2024). Zhang, Tingxi ; Fan, John Hua. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1097-1116.

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2024Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Gao, Xing-Lu ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2410.02798.

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2024Spillover between investor sentiment and volatility: The role of social media. (2024). Indriawan, Ivan ; Fernandez-Perez, Adrian ; Yang, NI. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005751.

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2024Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016.

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2024Mineral policy and sustainable development goals: Volatility forecasting in the Global Souths minerals market. (2024). Rao, Amar ; Sala, Dariusz ; Parihar, Jaya Singh ; Kharbanda, Aeshna ; Dev, Dhairya. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007049.

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2024The information content of wheat derivatives regarding the Ukrainian war. (2024). Branger, Nicole ; Hanke, Michael ; Weissensteiner, Alex. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:420-431.

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2024Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535.

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2024Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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2024Geopolitical Risk and Stock Prices. (2024). YILMAZKUDAY, HAKAN. In: Working Papers. RePEc:fiu:wpaper:2407.

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2024Dynamic linkages in agricultural and energy markets: A quantile impulse response approach. (2024). Wang, Linjie ; Li, Jian ; Chavas, Jeanpaul. In: Agricultural Economics. RePEc:bla:agecon:v:55:y:2024:i:4:p:639-676.

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2024Blessings or curse: How do media climate change concerns affect commodity tail risk spillovers?. (2024). Pham, Linh ; Kamal, Javed Bin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000266.

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2024Geopolitical risk and stock prices. (2024). YILMAZKUDAY, HAKAN. In: European Journal of Political Economy. RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000557.

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2024The higher-order moments connectedness between rare earth and clean energy markets and the role of geopolitical risk:New insights from a TVP-VAR framework. (2024). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224020541.

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2024The impact of North Korean nuclear threat on stock market linkages in Northeast Asia: The case of South Korea, China, and Japan. (2024). Lee, Geesun. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324007578.

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2024Middle East conflict and energy companies: The effect of air and drone strikes on global energy stocks. (2024). Yadav, Miklesh Prasad ; Malhotra, Nidhi ; Goldstein, Michael A ; Abedin, Mohammad Zoynul. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324010390.

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2024Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

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2024Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles. (2024). Tammy, Minh Tam ; Karadas, Serkan ; Stivers, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006392.

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2024Geopolitical risk and energy price crash risk. (2024). Apergis, Nicholas ; Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006832.

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2024When Chinese mania meets global frenzy: Commodity price bubbles. (2024). Fan, John Hua ; Todorova, Neda ; Indriawan, Ivan ; Fernandez-Perez, Adrian. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000564.

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2024The impact of air pollution on crude oil futures market. (2024). Zhang, Yuejun ; Yao, Ting. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:1055-1068.

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2024Financial shock transmission in Chinas banking and housing sectors: A network analysis. (2024). Yu, Ziliang ; Li, Yang ; Nong, Huifu. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:701-723.

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2024Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy. (2024). Nong, Huifu. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:70:y:2024:i:c:p:567-580.

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2024Can the sentiment of the official media predict the return volatility of the Chinese crude oil futures?. (2024). Gan, Shiqi ; Xu, Zhiwei ; Xiong, Yujie ; Hua, Xia. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006753.

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2024Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity. (2024). Wang, Tianyang ; Shangguan, Peng ; He, Mengying ; Qu, Hui. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:218-251.

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2024Spatial correlation of local government implicit debt tail risks in China and its spillover effects on the banking system. (2024). Zhang, Zhongyi ; Hao, Jing ; Xu, Jiaxiang ; Wen, Bohui. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005416.

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2024Left‐digit biases: Individual and institutional investors. (2024). Kim, Youngchul ; Yu, Jinyoung ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:518-532.

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2024Star analyst activities and stock price synchronicity: Korean equity market reforms. (2024). Kim, Karam ; Yu, Jinyoung ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000438.

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2024The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns. (2024). Zhang, Yaojie ; Wang, Yudong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:4:p:557-584.

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2024Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures. (2024). Zhang, Qun ; Luo, Jiawen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:151-217.

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2024Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets. (2024). GUPTA, RANGAN ; Ouyang, Zisheng ; Zhou, Xuewei ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202422.

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2024Would really long-only climate-transition strategies in commodities bring lower market risk for sustainable markets in the long run? The Islamic sustainable market versus the global sustainability leaders. (2024). Isfahani, Mohammad Nasr ; Asl, Mahdi Ghaemi ; Vasa, Laszlo ; Xiang, Diling. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1271-1295.

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2024Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407.

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2024Price discovery of climate risk and green bonds: A dynamic information leadership share approach. (2024). Goodell, John W ; Hou, Yang ; Oxley, Les ; Xu, Danyang. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011279.

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2024Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643.

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2024Model-driven multimodal LSTM-CNN for unbiased structural forecasting of European Union allowances open-high-low-close price. (2024). Wang, Xiaokang ; Huang, Wenyang ; Zhao, Jianyu. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001671.

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2024Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors. (2024). Zhang, Yaojie ; Wang, Yudong. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002457.

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2024Evolutionary Trends in Carbon Market Risk Research. (2024). Zhang, Yang ; Wu, Chengliang ; Ning, Xuanwei ; Liu, Xinchen. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:18:p:4655-:d:1480346.

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2024Regulation of environmental, social and governance disclosure greenwashing behaviors considering the risk preference of enterprises. (2024). Gong, Wanrong ; Ji, Qiang ; Dong, Guanglong ; Liu, Changyu. In: Energy Economics. RePEc:eee:eneeco:v:135:y:2024:i:c:s0140988324003451.

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2024Climate risk and corporate ESG performance: Evidence from China. (2024). Yin, Zhujia ; Deng, Rantian ; Zhao, Lili ; Xia, Jiejin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001700.

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2024The impact of global uncertainties on the spillover among the European carbon market, the Chinese oil futures market, and the international oil futures market. (2024). Zhu, Yulin ; Zheng, Yan ; Cui, NA ; Liu, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009218.

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2024Can intelligent manufacturing drive green development in Chinas pharmaceutical industry? -- Evidence from listed enterprises. (2024). Li, OU ; Liu, Xiaoyu ; Xu, Mengmeng. In: Energy. RePEc:eee:energy:v:308:y:2024:i:c:s0360544224027270.

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2024Analyzing the interconnection between rare earth market and green economy: Time-varying effects of trade policy uncertainty. (2024). Gao, Wang ; Guo, Yaoqi ; Wei, Shiyao ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006299.

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2024Uncertainty breeds opportunities: Assessing climate policy uncertainty and its impact on corporate innovation. (2024). Cao, Zhiling ; Chen, Lin ; Liu, Yulin ; Wen, Fenghua. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004927.

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2024Political spillover effects of environmental policy: Evidence from China. (2024). Wang, Zihao ; Xu, Mengmeng. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006443.

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2024Forecasting carbon futures returns using feature selection and Markov chain with sample distribution. (2024). Zhang, Weiguo ; Xu, Weijun ; Zhao, Yuan ; Gong, Xue. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006704.

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2024Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448.

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2024Option pricing with dynamic conditional skewness. (2024). Du, Lingshan ; Liang, Fang. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1154-1188.

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2024Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility. (2024). Almeida, Thiago Ramos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001302.

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2024Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID‐19 and Russia–Ukraine conflict features. (2024). Fernandes, Mario Correia ; Dias, Jose Carlos ; Vidal, Joo Pedro. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:343-383.

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2024Is the tone of the government-controlled media valuable for capital market? Evidence from Chinas new energy industry. (2024). Xu, Zhiwei ; Hua, Xia ; Ren, Pengyue ; Li, Jiaqi. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523005025.

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2024A novel secondary decomposition method for forecasting crude oil price with twitter sentiment. (2024). Guo, Yuanxuan ; Qian, Shuangyue ; Tang, Ling ; Li, Ling ; Wu, Jun. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223033480.

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2024Using Generative Pre-Trained Transformers (GPT) for Electricity Price Trend Forecasting in the Spanish Market. (2024). Heredia, Jose Antonio ; Medina, Alberto Menendez. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:10:p:2338-:d:1393354.

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2024Dynamic volatility spillover and market emergency: Matching and forecasting. (2024). Chen, Yan ; Zhou, Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000354.

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2024Oil prices and systemic financial risk: A complex network analysis. (2024). Gong, XU ; Wang, Kangsheng ; Wen, Fenghua. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224004444.

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2024The information content of Shanghai crude oil futures vs WTI benchmark: Evidence from temporal and spatial dimensions. (2024). Guo, Yumei ; Yin, Libo ; Cao, Hong. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324002007.

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2024Exploiting the sentiments: A simple approach for improving cross hedging effectiveness. (2024). Wang, Yudong ; Fu, Ziqian ; Pan, Zhiyuan ; Dong, Qingma. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003013.

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2024Forecasting oil futures returns with news. (2024). Wang, Yudong ; Pan, Zhiyuan ; Huang, Juan ; Zhong, Hao. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003141.

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2024Stress from attention: The relationship between climate change attention and crude oil markets. (2024). Lin, Boqiang ; Chen, Yiyang ; Gong, XU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000187.

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2024Textual analysis and gold futures price forecasting: Evidence from the Chinese market. (2024). Liu, Yanchu ; Zhang, YU ; Peng, Xinyi. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011450.

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2024The role of news sentiment in salmon price prediction using deep learning. (2024). Ewald, Christian-Oliver ; Li, Yaoyu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000576.

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2024Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642.

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2024Non-linear volatility with normal inverse Gaussian innovations: ad-hoc analytic option pricing. (2024). Mozumder, Sharif ; Kabir, Humayun M ; Li, Bingxin ; Talukdar, Bakhtear. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:1:d:10.1007_s11156-023-01195-8.

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2024Pricing vulnerable spread options with liquidity risk under Lévy processes. (2024). Wang, Xingchun ; Cai, Chengyou ; Yu, Baimin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000494.

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2024Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. (2024). Hu, Zhihao ; He, Xin-Jiang ; Yue, Jia ; Yang, Ben-Zhang. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:219:y:2024:i:c:p:212-230.

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2024Multi-regime foreign exchange rate model: Calibration and pricing. (2024). Zhang, Ziqing. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:220:y:2024:i:c:p:204-218.

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2024Closed‐Form Formulae for Variance and Volatility Swaps Under Stochastic Volatility With Stochastic Liquidity Risks. (2024). He, Xinjiang ; Lin, Sha. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1447-1461.

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2024Analytically Pricing a Vulnerable Option under a Stochastic Liquidity Risk Model with Stochastic Volatility. (2024). Jeon, Junkee ; Kim, Geonwoo. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:17:p:2642-:d:1464065.

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2024Analytically pricing European options in dynamic markets: Incorporating liquidity variations and economic cycles. (2024). He, Xin-Jiang ; Lin, Sha ; Pasricha, Puneet. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001962.

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2024The valuation of American options with the stochastic liquidity risk and jump risk. (2024). Guo, Xunxiang ; Huang, Shoude ; Wang, KE ; Zhang, Hongyu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:650:y:2024:i:c:s0378437124004205.

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2024Degree of Irrationality: Sentiment and Implied Volatility Surface. (2024). Xie, Yan ; Weng, Jiahao. In: Papers. RePEc:arx:papers:2405.11730.

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2024A deep learning‐based financial hedging approach for the effective management of commodity risks. (2024). Hu, Yan ; Ni, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:879-900.

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2024Short-term contrarian in the carbon emission market. (2024). Xin, Ling. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s014098832400611x.

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2024Semi-analytical pricing of options written on SOFR futures. (2024). Kitapbayev, Yerkin ; Itkin, Andrey. In: Papers. RePEc:arx:papers:2409.04903.

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2024Pricing of discretely sampled arithmetic Asian options, under the Hull–White interest rate model. (2024). Lee, Jin Young ; Kim, Jeongsim ; Yoon, Hyungkuk. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001645.

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2024Entropy Augmented Asset Pricing Model: Study on Indian Stock Market. (2024). Barai, Parama ; Mishra, Harshit. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09407-w.

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2024Tail risks in household finance. (2024). Ajina, Rawan ; Ardakani, Omid M. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401095x.

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2024Set-valued stochastic integrals for convoluted L\{e}vy processes. (2024). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.01730.

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2024Lever up! An analysis of options trading in leveraged ETFs. (2024). Wang, Kainan ; Teterin, Pavel ; Gilstrap, Collin ; Petkevich, Alex. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:986-1002.

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2024Trading commodity ETFs: Price behavior, investment insights, and performance analysis. (2024). Nippani, Srinivas ; Hadad, Elroi ; Malhotra, Davinder. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1257-1276.

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2024The impact of climate policy uncertainty on ESG performance, carbon emission intensity and firm performance: evidence from Fortune 1000 firms. (2024). Persakis, Antonios. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:26:y:2024:i:9:d:10.1007_s10668-023-03634-x.

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2024Does oil price volatility matter for the US transportation industry?. (2024). Uddin, Gazi ; Rothovius, Timo ; Azoury, Nehme ; Bouri, Elie ; Dutta, Anupam. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544223035880.

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2024Modeling and forecasting stock return volatility using the HARGARCH model with VIX information. (2024). Wang, Yudong ; Pan, Zhiyuan ; Zhang, Jun ; Huang, Juan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1383-1403.

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2024Exchange-traded funds and the future of passive investments: a bibliometric review and future research agenda. (2024). Dash, Ranjan Kumar ; Joshi, Girish. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00306-8.

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2024Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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2024A timely helping hand: China‐U.S. Trade War, government subsidy, and firm innovation. (2024). Min, Jiajun ; Chen, ZE ; Wu, Zhihao ; Yang, Qiming. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:45:y:2024:i:6:p:3564-3588.

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2024Volatility dynamics of agricultural futures markets under uncertainties. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Zhu, Xuening ; Sheng, Lin Wen ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004626.

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2024A novel online portfolio selection approach based on pattern matching and ESG factors. (2024). Asaad, Seyed Mehrzad ; Barak, Sasan ; Fereydooni, Ali. In: Omega. RePEc:eee:jomega:v:123:y:2024:i:c:s0305048323001391.

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2024Interplay between renewable energy and fossil fuel markets: Fresh evidence from quantile-on-quantile and wavelet quantile approaches. (2024). el Khoury, Rim ; Ozcelebi, Oguzhan ; Yoon, Seong-Min. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324007205.

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2024Unraveling the dynamic nexus: Green cryptocurrencies and their role in sustainable market evolution. (2024). Qiu, Lin-Shu ; Peng, Pin ; Liang, Feifei ; Fu, Yaping ; Chen, Yanan. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034388.

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2024The VIXs term structure of individual active stocks. (2024). David, OR ; Qadan, Mahmoud ; Shuval, Kerem ; Snunu, Iyad. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000667.

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2024Does energy consumption play a key role? Re-evaluating the energy consumption-economic growth nexus from GDP growth rates forecasting. (2024). Hu, Shiyang ; Ma, Feng ; Lu, Fei. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007661.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024Volatility spillovers between energy and agriculture markets during the ongoing food & energy crisis: Does uncertainty from the Russo-Ukrainian conflict matter?. (2024). Tran, Minh Phuoc-Bao ; Vo, Duc Hong. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005213.

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2024Energy-related uncertainty shocks and inflation dynamics in the U.S: A multivariate quantile-on-quantile regression approach. (2024). USMAN, OJONUGWA ; Adebayo, Tomiwa Sunday ; Koy, Ayben ; Ozkan, Oktay. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:71:y:2024:i:c:p:235-247.

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2024Price spillovers and interdependences in Chinas agricultural commodity futures market: Evidence from the US-China trade dispute. (2024). Tongurai, Jittima ; Chen, Xiangyu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005719.

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2024Silicon Valley Bank bankruptcy and Stablecoins stability. (2024). Galati, Luca ; Capalbo, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005173.

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2024Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2024). Shao, Ying-Hui ; Yang, Yan-Hong. In: Papers. RePEc:arx:papers:2310.18903.

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2024Global Supply Chain Vulnerabilities: Assessing Firm Risk, Environmental Commitments, and Information Channels in the wake of COVID-19. (2024). Shamsi, Huzaifa. In: IIMA Working Papers. RePEc:iim:iimawp:14707.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Zhang, Yongmin ; Sun, Yiru ; Zhao, Yingxue ; Ding, Shusheng ; Shi, Haili. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2024Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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2024Detecting financial contagion using a new nonparametric measure of asymmetric comovements. (2024). Xu, Yixiong ; Zhang, Feipeng ; Yuan, DI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:284-296.

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2024US dollar and oil market uncertainty: New evidence from explainable machine learning. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004057.

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2024Dynamic spillovers between oil market, monetary policy, and exchange rate dynamics in the US. (2024). Kocaarslan, Baris. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011668.

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2024Role of derivatives market in attenuating underreaction to left‐tail risk. (2024). Varma, Jayanth ; Saurav, Sumit ; Agarwalla, Sobhesh Kumar. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:484-517.

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2024International stock market volatility: A global tail risk sight. (2024). Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2024Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach. (2024). Ohikhuare, Obaika M ; Yousaf, Imran ; Li, Yanshuang. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005930.

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2024Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303.

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2024Measuring financial stability in the presence of energy shocks. (2024). Cerqueti, Roy ; Cruz-Rambaud, Salvador ; Mattera, Raffaele ; Snchez-Garca, Javier. In: Post-Print. RePEc:hal:journl:hal-05115049.

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2024Riemannian‐geometric regime‐switching covariance hedging. (2024). Lee, Hsiangtai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:1003-1054.

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2024Fundamentals of Perpetual Futures. (2024). von Wachter, Victor ; He, Songrun ; Ross, Omri ; Manela, Asaf. In: Papers. RePEc:arx:papers:2212.06888.

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2024Exploring the Impact: How Decentralized Exchange Designs Shape Traders Behavior on Perpetual Future Contracts. (2024). Nie, Zixin ; Ma, Mengzhong ; Chen, Erdong. In: Papers. RePEc:arx:papers:2402.03953.

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2024Perpetual future contracts in centralized and decentralized exchanges: Mechanism and traders’ behavior. (2024). Nie, Zixin ; Ma, Mengzhong ; Chen, Erdong. In: Electronic Markets. RePEc:spr:elmark:v:34:y:2024:i:1:d:10.1007_s12525-024-00715-1.

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2024Financial contagion in cryptocurrency exchanges: Evidence from the FTT collapse. (2024). Galati, Luca ; Webb, Robert I. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007773.

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2024New insights into liquidity resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2024Efficient Market Hypothesis on the blockchain: A social‐media‐based index for cryptocurrency efficiency. (2024). Mazur, Mieszko ; Rubbaniy, Ghulame ; Polyzos, Efstathios. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:3:p:807-829.

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2024An empirical study on the early exercise premium of American options: Evidence from OEX and XEO options. (2024). Ruan, Xinfeng ; Li, Weihan ; Aschakulporn, Pakorn ; Zhang, Jine. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:7:p:1117-1153.

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2024A novel approach to Predict WTI crude spot oil price: LSTM-based feature extraction with Xgboost Regressor. (2024). Tarla, Esma Gultekin ; Gur, Yunus Emre ; Bulut, Emre ; Simsek, Ahmed Ihsan. In: Energy. RePEc:eee:energy:v:309:y:2024:i:c:s0360544224028779.

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2024Riding the geopolitical storm or dodging bullets: Geopolitical risk timing of mutual funds. (2024). Chen, Zhenshan ; Liu, Jie ; Zhu, Yinglun ; Lin, Gengyan. In: Global Finance Journal. RePEc:eee:glofin:v:63:y:2024:i:c:s1044028324001194.

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2024Dynamics of energy and biofuel markets in the context of rising oil prices. (2024). Zhang, Chi. In: Agribusiness. RePEc:wly:agribz:v:40:y:2024:i:4:p:866-884.

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2024Inferring Option Movements Through Residual Transactions: A Quantitative Model. (2024). Bishop, Vincil ; von Havighorst, Carl. In: Papers. RePEc:arx:papers:2410.16563.

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2024A hybrid neuro fuzzy decision-making approach to the participants of derivatives market for fintech investors in emerging economies. (2024). Mikhaylov, Alexey ; Ecer, Fatih ; Yksel, Serhat ; Diner, Hasan ; Firli, Anisah ; Rahadian, Dadan. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00563-6.

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2024Hedging pressure and oil volatility: Insurance versus liquidity demands. (2024). Wang, Jianxin ; Nikitopoulos, Christina Sklibosios ; Thomas, Alice Carole. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:252-280.

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2024Derivative disclosures and managerial opportunism. (2024). He, Guanming ; Ren, Helen Mengbing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:384-419.

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2024Geopolitical hostility and corporate innovation: Evidence from US high‐tech firms in trade sectors with China. (2024). Qiao, Yankuo. In: Economics and Politics. RePEc:bla:ecopol:v:36:y:2024:i:1:p:517-556.

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2024Operational risk management in managerial accounting: a comprehensive examination of strategies and implementation in medium size organizations. (2024). Kalogiannidis, Stavros ; Chatzitheodoridis, Fotios ; Kontsas, Stamatis ; Kalfas, Dimitrios. In: Operational Research. RePEc:spr:operea:v:24:y:2024:i:3:d:10.1007_s12351-024-00854-5.

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2024Fear of missing out and market stability: A networked minority game approach. (2024). Webb, Robert I ; Ryu, Doojin ; Park, Daehyeon. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:634:y:2024:i:c:s0378437123009755.

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2024An study of liquidity shock, financial market participation on hollowing behavior of controlling shareholder. (2024). Gui, Zhou ; Lu, Xiaoyu. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013314.

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2024Stock price synchronicity and market liquidity: The role of funding liquidity. (2024). Webb, Robert I ; Yu, Jinyoung ; Ryu, Doojin. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000813.

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2024Dual effects of investor sentiment and uncertainty in financial markets. (2024). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:95:y:2024:i:c:p:300-315.

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2024The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi ; Duong, Kiet Tuan. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:91-111.

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2024Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach. (2024). Lv, Zhiyu ; Zhang, XU ; Naeem, Muhammad Abubakr ; Liu, Jiawen ; Rauf, Abdul. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400401x.

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2024High–low volatility spillover network between economic policy uncertainty and commodity futures markets. (2024). Xiang, Youtao ; Borjigin, Sumuya. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1295-1319.

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2024Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets. (2024). Ali, Shoaib ; Mirza, Nawazish ; Al-Nassar, Nassar S ; Naveed, Muhammad. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005890.

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2024Time-frequency tail risk spillover between ESG climate and high-carbon assets: The role of economic policy uncertainty and financial Stress. (2024). Huang, Zishan ; Deng, XI ; Zeng, Tian ; Zhu, Huiming. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008961.

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2024The role of trade policy uncertainty on contemporaneous and lagged connectedness between critical raw materials and high-tech markets: Evidence from China. (2024). Zhang, Hongwei ; Gao, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007232.

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2024Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty. (2024). Li, Jiayi ; Liu, Sihan ; Zhang, Chuanhai ; Yang, Xian ; Zhu, Yanli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400062x.

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2024Multilayer network analysis of idiosyncratic volatility connectedness: Evidence from China. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:88:y:2024:i:c:s0927538x24002853.

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Recent citations
Recent citations received in 2024
YearCiting document
2024Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343639.

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2024Grain Futures Market Response to the Black Sea Grain Initiative. (2024). Steinbach, Sandro ; Yildirim, Yasin. In: German Journal of Agricultural Economics. RePEc:ags:gjagec:356239.

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2024Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839.

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2024Price discovery redux—Analyzing energy spot and futures prices using a dynamic programming approach. (2024). Vatsa, Puneet ; Miljkovic, Dragan. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400673x.

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2024Coal price, economic growth and electricity consumption in China under the background of energy transition. (2024). Lin, Boqiang ; Shi, Fengyuan. In: Energy Policy. RePEc:eee:enepol:v:195:y:2024:i:c:s0301421524004208.

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2024Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462.

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2024Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016.

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2024Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000784.

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2024Vulnerable options with regime switching and stochastic liquidity. (2024). Lu, Tuantuan ; Lin, Sha ; He, Xin-Jiang ; Pasricha, Puneet. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:98:y:2024:i:c:s1062976924001364.

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2024Heterogeneous Responses of Energy and Non-Energy Assets to Crises in Commodity Markets. (2024). VORTELINOS, DIMITRIOS ; Viskadouros, Georgios ; Garefalakis, Alexandros ; Menegaki, Angeliki ; Passas, Ioannis. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:21:p:5438-:d:1511233.

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2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:18:p:2952-:d:1483479.

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2024Sustainability Implications of Commodity Price Shocks and Commodity Dependence in Selected Sub-Saharan Countries. (2024). Obokoh, Lawrence Ogechukwu ; Wanzala, Richard Wamalwa. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:20:p:8928-:d:1499328.

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2024Multi-Task Forecasting of the Realized Volatilities of Agricultural Commodity Prices. (2024). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:202423.

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2024High–low volatility spillover network between economic policy uncertainty and commodity futures markets. (2024). Xiang, Youtao ; Borjigin, Sumuya. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:8:p:1295-1319.

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2024Option‐Implied Ambiguity and Equity Return Predictability. (2024). Chen, Yiyao ; Liu, Yanchu ; Sun, Xianming. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:9:p:1556-1577.

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Recent citations received in 2023
YearCiting document
2023The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots. (2023). Zhou, Wei-Xing ; Dai, Yun-Shi ; Duong, Kiet Tuan. In: Papers. RePEc:arx:papers:2310.16850.

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2023Analytically pricing variance and volatility swaps under a Markov-modulated model with liquidity risks. (2023). He, Xin-Jiang ; Lin, Sha. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000414.

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2023Central bank swap arrangements and exchange rate volatility: Evidence from China. (2023). Yu, Ziliang ; Liu, Zhuqing. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000493.

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2023Impacts of COVID-19 pandemic on corporate cash holdings: Evidence from Korea. (2023). Jhang, Hogyu ; Chung, Hae Jin ; Ryu, Doojin. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000602.

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2023Managerial performance and oil price shocks. (2023). Zhang, Qin ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002621.

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2023A new hybrid deep learning model for monthly oil prices forecasting. (2023). Gong, XU ; Guan, Keqin. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006345.

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2023Which is more important in stock market forecasting: Attention or sentiment?. (2023). Li, Yishuo ; Zhang, Xiaotao ; Wu, Ji George ; Zou, Gaofeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s105752192300248x.

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2023Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector. (2023). Ouyang, Zisheng ; Zhou, Xuewei. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004088.

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2023Forecasting stock volatility during the stock market crash period: The role of Hawkes process. (2023). Zhang, Xiaotao ; Fan, Lina ; Zhai, Jia ; Yang, Hao. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pa:s154461232300212x.

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2023Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. (2023). Gabauer, David ; Balli, Hatice ; Nhat, Tam Hoang. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005408.

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2023Economic evaluation of dynamic hedging strategies using high-frequency data. (2023). Lai, Yu-Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006025.

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2023Predicting gold volatility: Exploring the impact of extreme risk in the international commodity market. (2023). Tang, Yusui ; Zhong, Juandan. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008632.

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2023Investor sentiment and futures market mispricing. (2023). Yang, Heejin ; Ryu, Doowon. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323009315.

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2023Do commodity factors work as inflation hedges and safe havens?. (2023). Sakemoto, Ryuta ; Nakagawa, Kei. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009571.

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2023Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Yun-Shi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123000884.

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2023The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Pinar Evrim ; Azimli, Asil. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682.

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2023Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices. (2023). Soytas, Ugur ; Ahmad, Najid ; Luqman, Muhammad ; Mugheri, Adil. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009807.

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2023Can convertible bond trading predict stock returns? Evidence from China. (2023). Chen, Zhiyu ; Wang, YU ; Xu, Yun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000926.

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2023Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty. (2023). GUPTA, RANGAN ; van Eyden, Renee ; Sheng, Xin ; Nielsen, Joshua. In: Working Papers. RePEc:pre:wpaper:202332.

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2023Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure. (2023). He, Xinjiang ; Lin, Sha. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:7:p:951-967.

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Recent citations received in 2022
YearCiting document
2022County-level USDA Crop Progress and Condition data, machine learning, and commodity market surprises. (2022). Robe, Michel ; Heckelei, Thomas ; Gebrekidan, Bisrat Haile. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:322281.

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2022Pricing American options with stochastic volatility and small nonlinear price impact: A PDE approach. (2022). Hu, Zhihao ; Lin, Sha ; Yan, Dong ; Yang, Ben-Zhang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:163:y:2022:i:c:s0960077922007718.

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2022When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Ding, Zhihua ; Liu, Zhenhua ; Wang, XU ; Lv, Tao ; Zhang, Huiying. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870.

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2022Multi-step barrier products and static hedging. (2022). Ho, Yang ; Lee, Hangsuck. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000316.

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2022Scheduled macroeconomic news announcements and intraday market sentiment. (2022). Seok, Sangik ; Cho, Hoon ; Ryu, Doojin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000882.

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2022Oil shocks and corporate social responsibility. (2022). Hasan, Mostafa Monzur ; al Mamun, Mohammed Abdullah ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000639.

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2022How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279.

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2022A regime-switching real-time copula GARCH model for optimal futures hedging. (2022). Lee, Chien-Chiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003453.

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2022Multi-step double barrier options. (2022). Lee, Minha ; Jeong, Himchan. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005365.

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2022Climate impact on the USDA ending stocks forecast errors. (2022). Li, Ziran ; Zhang, Tianyang. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322001799.

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2022Improving hedging performance by using high–low range. (2022). Lai, Yu-Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:48:y:2022:i:c:s1544612322002240.

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2022Regime-switching angular correlation diversification. (2022). Lee, Hsiang-Tai. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004330.

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2022ESG reputational risks and board monitoring committees. (2022). Zhang, Qin ; Wong, Jin Boon. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005049.

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2022The information content of ETF options. (2022). Ramchander, Sanjay ; Lockwood, Larry ; Miao, Hong ; Yang, Dongxiao. In: Global Finance Journal. RePEc:eee:glofin:v:53:y:2022:i:c:s1044028322000278.

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2022How do crude oil futures hedge crude oil spot risk after the COVID-19 outbreak? A wavelet denoising-GARCHSK-SJC Copula hedge ratio estimation method. (2022). Lu, Tuantuan ; Chen, Shenglan ; Zhu, Pengfei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:607:y:2022:i:c:s0378437122007750.

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2022Circularity and life cycle environmental impact assessment of batteries for electric vehicles: Industrial challenges, best practices and research guidelines. (2022). Manuel, Joan ; Justel, Daniel ; Picatoste, Aitor. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:169:y:2022:i:c:s136403212200822x.

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2022Trading Behavior in Agricultural Commodity Futures around the 52-Week High. (2022). Smales, Lee. In: Commodities. RePEc:gam:jcommo:v:1:y:2022:i:1:p:2-17:d:844212.

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2022Bitcoin futures risk premia. (2022). Shi, Shimeng. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2190-2217.

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2022Information contents of intraday SSE 50 ETF options trades. (2022). Luo, Xingguo ; Cai, Wenye ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:4:p:580-604.

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Recent citations received in 2021
YearCiting document
2021Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform. (2021). Saggese, Pietro ; Belmonte, Alessandro ; Bohme, Rainer ; Dimitri, Nicola ; Facchini, Angelo. In: Papers. RePEc:arx:papers:2109.10958.

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2021Implied volatility smirk in the Australian dollar market. (2021). Ruan, Xinfeng ; Gehricke, Sebastian A ; Zhang, Jine. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:4573-4599.

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2021What do we know about business strategy and environmental research? Insights from Business Strategy and the Environment. (2021). Kumar, Satish ; Lim, Weng Marc ; Mangla, Sachin Kumar ; Sureka, Riya ; Goyal, Nisha. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:8:p:3454-3469.

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2021Dynamic price discovery in Chinese agricultural futures markets. (2021). Xiong, Tao ; Li, Miao. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000993.

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2021Stakeholder orientation and cost stickiness. (2021). Xin, Xianyang ; Hasan, Mostafa Monzur ; Wong, Jin Boon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001362.

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2021Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?. (2021). Ishida, Ryo ; Hattori, Takahiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302096.

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2021Does vega-neutral options trading contain information?. (2021). Lee, Jaeram ; Yang, Heejin ; Ryu, Doojin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:294-314.

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2021How does low-carbon energy transition alleviate energy poverty in China? A nonparametric panel causality analysis. (2021). Ren, Xiaohang ; Dong, Kangyin ; Zhao, Jun. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004850.

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2021Global temperature, R&D expenditure, and growth. (2021). Jüppner, Marcus ; Donadelli, Michael ; Kizys, Renatas ; Gruning, Patrick ; Juppner, Marcus. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004758.

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2021Impacts of oil shocks on the EU carbon emissions allowances under different market conditions. (2021). Zheng, Yan ; Liu, Wenhua ; Zhou, Min ; Yin, Hua ; Wen, Fenghua. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005387.

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2021Oil shocks and corporate payouts. (2021). Hasan, Mostafa Monzur ; Wong, Jin Boon. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002218.

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2021Multilayer financial networks and systemic importance: Evidence from China. (2021). Wang, Xiong ; Cao, Jie ; Wen, Fenghua ; Stanley, Eugene H. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002106.

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2021International review of financial analysis: A retrospective evaluation between 1992 and 2020. (2021). Kumar, Satish ; Goyal, Kirti ; Baker, Kent H ; Sharma, Anuj. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002672.

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2021Price volatilities of bitcoin futures. (2021). Guo, Zi-Yi. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001033.

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2021How to conduct a bibliometric analysis: An overview and guidelines. (2021). Kumar, Satish ; Lim, Weng Marc ; Pandey, Nitesh ; Donthu, Naveen ; Mukherjee, Debmalya. In: Journal of Business Research. RePEc:eee:jbrese:v:133:y:2021:i:c:p:285-296.

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2021What drives oil prices? — A Markov switching VAR approach. (2021). Gong, XU ; Liu, Tangyong ; Chen, Liqing ; Guan, Keqin ; Fu, Chengbo. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003263.

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2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. (2021). Ahmed, Walid. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:70:y:2021:i:c:s0927538x21001748.

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2021Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil. (2021). Li, Zhenghui ; Yao, Yanyan ; Liu, Yanqiong ; Dong, Hao. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:13:p:4063-:d:589038.

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2021Stock Price Volatility Estimation Using Regime Switching Technique-Empirical Study on the Indian Stock Market. (2021). Naik, Nagaraj ; Mohan, Biju R. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:14:p:1595-:d:589893.

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2021Detecting Jump Risk and Jump-Diffusion Model for Bitcoin Options Pricing and Hedging. (2021). Huang, Yu-Chuan ; Chen, Kuo-Shing. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:20:p:2567-:d:655335.

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2021The Influence of Research Reports on Stock Returns: The Mediating Effect of Machine-Learning-Based Investor Sentiment. (2021). Wang, Yue ; Shen, Xiaohong. In: Discrete Dynamics in Nature and Society. RePEc:hin:jnddns:5049179.

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2021Thrown off track? Adjustments of Asian business to shock events. (2021). Sekiguchi, Tomoki ; Horn, Sierk ; Weiss, Matthias. In: Asian Business & Management. RePEc:pal:abaman:v:20:y:2021:i:4:d:10.1057_s41291-021-00158-y.

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2021Forecasting Stock Market Dynamics using Bidirectional Long Short-Term Memory. (2021). Ryu, Doojin ; Park, Daehyeon. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2021:i:2:p:22-34.

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2021Deep Learning Market Microstructure: Dual-Stage Attention-Based Recurrent Neural Networks. (2021). Park, Suk Jin ; Chung, Chaeshick. In: Working Papers. RePEc:sgo:wpaper:2108.

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2021Research evolution in banking performance: a bibliometric analysis. (2021). Shamsul, S M ; Matin, Mohammad Abdul ; Abdul, Dzuljastri Bin. In: Future Business Journal. RePEc:spr:futbus:v:7:y:2021:i:1:d:10.1186_s43093-021-00111-7.

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2021Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform. (2021). Saggese, Pietro ; Belmonte, Alessandro ; Bohme, Rainer ; Dimitri, Nicola ; Facchini, Angelo. In: Department of Economics University of Siena. RePEc:usi:wpaper:860.

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2021The dynamics of cross‐boundary fire—Financial contagion between the oil and stock markets. (2021). Wang, Tianyang ; Yuan, Ying. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:10:p:1655-1673.

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2021Informed options trading around holidays. (2021). Yu, Jinyoung ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:658-685.

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2021Managing volatility in commodity momentum. (2021). Wang, Ying ; Xu, QI. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:758-782.

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2021Pricing VIX options with realized volatility. (2021). Huang, Zhuo ; Tong, Chen. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1180-1200.

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2021Intermediary asset pricing in currency carry trade returns. (2021). Yin, Libo ; Nie, Jing. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:8:p:1241-1267.

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2021Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets. (2021). Lin, Boqiang ; Gong, XU ; Liu, Tangyong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1375-1396.

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2021Specification analysis of VXX option pricing models under Lévy processes. (2021). Cao, Jiling ; Ruan, Xinfeng ; Zhang, Wenjun ; Su, Shu. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1456-1477.

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2021Fractional cointegration in bitcoin spot and futures markets. (2021). Xu, Ke ; Zheng, Xinwei ; Wu, Jinghong ; Chen, Jian. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1478-1494.

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