Journal of Futures Markets

Cover image for Journal of Futures Markets

February 1989

Volume 9, Issue 1

Pages fmi–fmi, 1–86

  1. Masthead

    1. Top of page
    2. Masthead
    3. Articles
    1. Masthead (page fmi)

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990090101

  2. Articles

    1. Top of page
    2. Masthead
    3. Articles
    1. A theory of negative prices for storage (pages 1–13)

      Brian D. Wright and Jeffrey C. Williams

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990090102

    2. Complex hedges: How well do they work? (pages 15–27)

      Dwight Grant and Mark Eaker

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990090103

    3. Hedging canadian corporate debt: A comparative study of the hedging effectiveness of Canadian and U.S. bond futures (pages 29–39)

      Louis Gagnon, Samuel Mensah and Edward H. Blinder

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990090104

    4. Pricing and hedging capped options (pages 41–54)

      Phelim P. Boyle and Stuart M. Turnbull

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990090105

    5. The usefulness of historical data in selecting parameters for technical trading systems (pages 55–65)

      Louis P. Lukac and B. Wade Brorsen

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990090106

    6. Optimal cross-hedge portfolios for hedging stock index options (pages 67–75)

      Michael J. Alderson and Terry L. Zivney

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990090107

    7. An analysis of intra-market spreads in heating oil futures (pages 77–86)

      Peter A. Abken

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990090108

    8. An analysis of intra-market spreads in heating oil futures (pages 77–86)

      Peter A. Abken

      Article first published online: 25 AUG 2006 | DOI: 10.1002/fut.3990090109

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