Journal of Futures Markets

Cover image for Vol. 36 Issue 11

Edited By: Robert I. Webb

Impact Factor: 0.698

ISI Journal Citation Reports © Ranking: 2015: 67/94 (Business Finance)

Online ISSN: 1096-9934

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Recently Published Articles

  1. Convenience Yields in Electricity Prices: Evidence from the Natural Gas Market

    Nikolaos Milonas and Nikolaos Paratsiokas

    Version of Record online: 25 AUG 2016 | DOI: 10.1002/fut.21807

  2. The Valuation of Power Exchange Options with Counterparty Risk and Jump Risk

    Xingchun Wang, Shiyu Song and Yongjin Wang

    Version of Record online: 21 AUG 2016 | DOI: 10.1002/fut.21803

  3. Tail Wags Dog: Intraday Price Discovery in VIX Markets

    Nicolas P.B. Bollen, Michael J. O'Neill and Robert E. Whaley

    Version of Record online: 19 AUG 2016 | DOI: 10.1002/fut.21805