Journal of Futures Markets

Papers
(The H4-Index of Journal of Futures Markets is 18. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-08-01 to 2026-08-01.)
ArticleCitations
62
50
Predicting Commodity Returns Through Image‐Based Price Patterns47
Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets37
Bitcoin futures risk premia37
A tale of two contracts: Was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?35
Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States35
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?34
30
Journal of Futures Markets: Volume 42, Number 10, October 202230
24
Journal of Futures Markets: Volume 43, Number 10, October 202323
Securitization of assets with payment delay risk: A financial innovation in the real estate market22
Less disagreement, better forecasts: Adjusted risk measures in the energy futures market22
20
Commodity Option Return Predictability19
Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures19
Day‐of‐the‐Week Effects and Liquidity Dynamics in the Chinese SSE 50 ETF Option Market18
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