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~isPartOf:"The journal of futures markets"
~language:"eng"
~subject:"Index futures"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Research Report"
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Index futures
Volatility
USA
773
United States
773
Theorie
437
Theory
437
Derivat
383
Derivative
383
Volatilität
344
Hedging
317
Index-Futures
265
Option pricing theory
252
Optionspreistheorie
252
Commodity exchange
249
Warenbörse
249
Börsenkurs
206
Commodity derivative
206
Rohstoffderivat
206
Share price
206
Estimation
188
Option trading
188
Optionsgeschäft
188
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188
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133
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133
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114
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114
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91
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91
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85
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85
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80
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80
Capital income
78
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78
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75
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75
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75
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70
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70
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540
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2
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Article in journal
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Aufsatz in Zeitschrift
542
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2
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2
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Fung, Joseph K. W.
11
Wang, George H. K.
11
Zhang, Jin E.
10
Daigler, Robert T.
9
Tse, Yiuman
8
Bali, Turan G.
5
Chou, Robin K.
5
Ederington, Louis H.
5
McMillan, David G.
5
Ryu, Doojin
5
Simon, David P.
5
Whaley, Robert E.
5
Ap Gwilym, Owain
4
Chatrath, Arjun
4
Cheng, Louis T. W.
4
Frino, Alex
4
Gray, Philip K.
4
Kurov, Alexander
4
Lai, Yu-Sheng
4
Lien, Da-hsiang Donald
4
Lim, Kian-Guan
4
Nordén, Lars
4
Wang, Zhiguang
4
Webb, Robert I.
4
Xu, Caihong
4
Agarwalla, Sobhesh Kumar
3
Bohl, Martin T.
3
Cakici, Nusret
3
Chan, Kam C.
3
Chen, Zhiyao
3
Cheung, Stephen Y. L.
3
Chung, Huimin
3
Cornell, Bradford
3
Corrado, Charles Joseph
3
Dawson, Paul
3
Elder, John
3
Fleming, Jeff
3
Fonseca, José da
3
Frijns, Bart
3
Guan, Wei
3
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
Asia Pacific Futures Research Symposium <14, 2004, Hongkong>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
Published in...
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The journal of futures markets
Energy economics
599
Finance research letters
521
International review of financial analysis
410
Journal of banking & finance
401
Applied economics
384
International review of economics & finance : IREF
359
Economic modelling
344
The North American journal of economics and finance : a journal of financial economics studies
330
Journal of econometrics
320
Applied financial economics
287
Applied economics letters
268
Journal of empirical finance
268
Research in international business and finance
259
International journal of theoretical and applied finance
249
Economics letters
247
Journal of international financial markets, institutions & money
242
Journal of international money and finance
224
Journal of risk and financial management : JRFM
197
Journal of financial economics
190
Quantitative finance
188
Pacific-Basin finance journal
180
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
178
International Journal of Energy Economics and Policy : IJEEP
162
The European journal of finance
156
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Journal of economic dynamics & control
147
International journal of finance & economics : IJFE
143
International journal of forecasting
142
The review of financial studies
141
Journal of forecasting
138
The journal of finance : the journal of the American Finance Association
130
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
121
Journal of financial and quantitative analysis : JFQA
116
Applied mathematical finance
115
Review of quantitative finance and accounting
115
Journal of financial econometrics : official journal of the Society for Financial Econometrics
112
Computational economics
108
Global finance journal
107
International journal of economics and financial issues : IJEFI
107
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ECONIS (ZBW)
542
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1
Air pollution, weather factors, and realized volatility forecasts of agricultural commodity futures
Luo, Jiawen
;
Zhang, Qun
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 151-217
Persistent link: https://www.econbiz.de/10014475455
Saved in:
2
Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.
;
Andrikopoulos, Panagiotis
;
Daglis, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
Saved in:
3
Calibration in the "real world" of a partially specified stochastic volatility model
Fatone, Lorella
;
Mariani, Francesca
;
Zirilli, Francesco
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 75-102
Persistent link: https://www.econbiz.de/10014475426
Saved in:
4
Can technical indicators based on underlying assets help to predict implied volatility index
Shi, Yafeng
;
Shi, Yanlong
;
Ying, Tingting
- In:
The journal of futures markets
44
(
2024
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10014475424
Saved in:
5
Hedging pressure and oil volatility : insurance versus liquidity demands
Nikitopoulos, Christina Sklibosios
;
Thomas, Alice Carole
; …
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 252-280
Persistent link: https://www.econbiz.de/10014475470
Saved in:
6
Left-digit biases : individual and institutional investors
Yu, Jinyoung
;
Kim, Young-chul
;
Ryu, Doojin
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 518-532
Persistent link: https://www.econbiz.de/10014475507
Saved in:
7
Performance comparison of alternative stochastic volatility models and its determinants in energy futures : COVID-19 and Russia-Ukraine conflict features
Fernandes, Mário Correia
;
Dias, José Carlos
;
Nunes, …
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 343-383
Persistent link: https://www.econbiz.de/10014475488
Saved in:
8
Revisiting the puzzle of jumps in volatility forecasting : the new insights of high-frequency jump intensity
Qu, Hui
;
Wang, Tianyang
;
Shangguan, Peng
;
He, Mengying
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 218-251
Persistent link: https://www.econbiz.de/10014475461
Saved in:
9
Uncertainty and investment : evidence from domestic oil rigs
Dossani, Asad
;
Elder, John
- In:
The journal of futures markets
44
(
2024
)
2
,
pp. 323-340
Persistent link: https://www.econbiz.de/10014475481
Saved in:
10
Analytically pricing European options under a hybrid stochastic volatility and interest rate model with a general correlation structure
He, Xin-Jiang
;
Lin, Sha
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 951-967
Persistent link: https://www.econbiz.de/10014293271
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