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 2021-04-01 to 2025-04-01.)
ArticleCitations
124
57
The dynamics of crude oil future prices on China's energy markets: Quantile‐on‐quantile and casualty‐in‐quantiles approaches37
32
Journal of Futures Markets: Volume 43, Number 2, February 202331
Unspanned macro risks in VIX futures31
31
Journal of Futures Markets: Volume 41, Number 12, December 202130
Cover Image: Volume 41 Issue 1227
26
23
22
Journal of Futures Markets: Volume 44, Number 11, November 202421
20
Asymmetric Commodity Tails and Index Futures Returns19
A Closed‐Form Formula for Pricing European Options With Stochastic Volatility, Regime Switching, and Stochastic Market Liquidity19
18
Commodity momentum decomposition18
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