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~isPartOf:"The journal of futures markets"
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The journal of futures markets
Journal of econometrics
1,934
Economics letters
1,295
Energy economics
1,060
NBER working paper series
1,058
NBER Working Paper
966
Working paper / National Bureau of Economic Research, Inc.
936
Econometric theory
755
Finance research letters
744
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
743
Applied economics
649
Journal of banking & finance
637
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540
Discussion paper / Tinbergen Institute
537
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537
Econometric reviews
528
Applied economics letters
517
International review of financial analysis
503
International review of economics & finance : IREF
468
Discussion paper / Centre for Economic Policy Research
451
The North American journal of economics and finance : a journal of financial economics studies
384
Journal of empirical finance
377
CEMMAP working papers / Centre for Microdata Methods and Practice
376
Journal of international money and finance
370
International journal of theoretical and applied finance
368
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
353
CESifo working papers
351
Applied financial economics
348
Journal of the American Statistical Association : JASA
332
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
328
European journal of operational research : EJOR
328
Journal of applied econometrics
323
International journal of forecasting
318
Journal of financial economics
309
Journal of international financial markets, institutions & money
305
The econometrics journal
304
Journal of economic dynamics & control
302
Discussion paper
293
Research in international business and finance
288
Journal of forecasting
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ECONIS (ZBW)
437
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1
Persistence in some energy futures markets
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
The journal of futures markets
30
(
2010
)
5
,
pp. 490-507
Persistent link: https://www.econbiz.de/10003962641
Saved in:
2
Do jumps matter for
volatility
forecasting? : evidence from energy markets
Prokopczuk, Marcel
;
Symeonidis, Lazaros
;
Wese Simen, Chardin
- In:
The journal of futures markets
36
(
2016
)
8
,
pp. 758-792
Persistent link: https://www.econbiz.de/10011568562
Saved in:
3
Less disagreement, better forecasts : adjusted risk measures in the energy futures market
Zhang, Ning
;
Gong, Yujing
;
Xue, Xiaohan
- In:
The journal of futures markets
43
(
2023
)
10
,
pp. 1332-1372
Persistent link: https://www.econbiz.de/10014339438
Saved in:
4
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:
5
Predictive power of the implied
volatility
term structure in the fixed-income market
Chen, Ren-Raw
;
Hsieh, Pei-Lin
;
Huang, Jeffrey
;
Li, Xiaowei
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 349-383
Persistent link: https://www.econbiz.de/10014293073
Saved in:
6
The new market for
volatility
trading
Zhang, Jin E.
;
Shu, Jinghong
;
Brenner, Menachem
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 809-833
Persistent link: https://www.econbiz.de/10008900929
Saved in:
7
Maturity effects in the Mexican interest rate futures market
Gurrola, Pedro
;
Herrerías, Renata
- In:
The journal of futures markets
31
(
2011
)
4
,
pp. 371-393
Persistent link: https://www.econbiz.de/10008908357
Saved in:
8
Volatility
components : the term structure dynamics of VIX futures
Lu, Zhongjin
;
Zhu, Yingzi
- In:
The journal of futures markets
30
(
2010
)
3
,
pp. 230-256
Persistent link: https://www.econbiz.de/10003962468
Saved in:
9
Pricing and hedging the smile with SABR : evidence from the interest rate caps market
Wu, Tao L.
- In:
The journal of futures markets
32
(
2012
)
8
,
pp. 773-791
Persistent link: https://www.econbiz.de/10009554750
Saved in:
10
Commodity, strategies based on momentum, term structure, and idiosyncratic
volatility
Fuertes, Ana María
;
Miffre, Joëlle
;
Fernandez-Perez, …
- In:
The journal of futures markets
35
(
2015
)
3
,
pp. 274-297
Persistent link: https://www.econbiz.de/10011348423
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