Journal of Futures Markets

Papers
(The H4-Index of Journal of Futures Markets is 17. 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 2021-11-01 to 2025-11-01.)
ArticleCitations
43
Bitcoin futures risk premia43
39
Spillovers Into the German Electricity Market From the Gas, Coal, and CO2 Emissions Markets33
From Economic Policy Uncertainty to Implied Market Volatility: Nothing to Fear?31
Predicting Commodity Returns Through Image‐Based Price Patterns31
A tale of two contracts: Was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?28
Exploring the unpredictable nature of climate policy uncertainty: An empirical analysis of its impact on commodity futures returns in the United States27
26
Journal of Futures Markets: Volume 42, Number 10, October 202225
25
Journal of Futures Markets: Volume 43, Number 10, October 202324
Securitization of assets with payment delay risk: A financial innovation in the real estate market23
A systemic change of measure from central clearing20
18
Beta and size equity premia following a high‐VIX threshold17
Less disagreement, better forecasts: Adjusted risk measures in the energy futures market17
Detangling Risk Premiums: Common and Idiosyncratic Components of Crude Oil, Corn, and Ethanol Futures17
Untangling Market Links: A QVAR‐TVP VAR Analysis of Precious Metals and Oil Amid the Pandemic17
0.029103994369507