Futures market journal articles

Jun 17, 2016 This research aims to detect the long-run price linkages and causality effects in these markets. China, Brazil, Russia, India, Korea, Taiwan, Turkey  May 21, 2015 Research Article. Low-Frequency Volatility in China's Gold Futures Market and. Its Macroeconomic Determinants. Song Liu,1 Tingfei Tang,1  Nov 16, 2015 Price limits, which stabilize the stock index futures market through limiting Following the worldwide crashes in 1987 and 1989, research has started to Papers [1] and [2] conducted empirical studies on American treasury 

Journal of Futures Markets will continue to sponsor a special issue for the 2020 JPMCC symposium. There will be a best paper award (with the prize of $1,000) and up to two best discussant awards (with the prize of $500 each) for the 2020 symposium. Volume 40, Issue 2 Special Issue from Asia‐Pacific Association of Derivatives Conference held in Busan, Korea in 2019 The Journal of Futures Markets chronicles the latest developments in financial futures and derivatives. It publishes timely, innovative articles written by leading finance academics and professionals. Coverage ranges from the highly practical to theoretical topics that include futures, derivatives, risk management and control, Futures® is an international, refereed, multidisciplinary journal concerned with medium and long-term futures of cultures and societies, science and technology, economics and politics, environment and the planet, individuals and humanity. The Journal of Futures Markets chronicles the latest research on futures, options and other derivative securities and markets. Coverage ranges from empirical to theoretical analyses on topics of interest to academics, practitioners and policymakers alike. Volatility index and the return–volatility relation: Intraday evidence from Chinese options market. The impact of the US stock market opening on price discovery of government bond futures. Jump variance risk: Evidence from option valuation and stock returns. The quantile dependence of commodity futures markets on news sentiment.

The dynamics of commodity spot and futures markets: A primer. Robert S Pinkdyck. The Energy Journal; 2001; 22, 3; ABI/INFORM Global pg. 1 

May 21, 2015 Research Article. Low-Frequency Volatility in China's Gold Futures Market and. Its Macroeconomic Determinants. Song Liu,1 Tingfei Tang,1  Nov 16, 2015 Price limits, which stabilize the stock index futures market through limiting Following the worldwide crashes in 1987 and 1989, research has started to Papers [1] and [2] conducted empirical studies on American treasury  Jan 1, 2004 futures contracts. Article in Review of Financial Economics · February 2006 Key words: maturity effect, futures prices volatility, futures markets Research financial price database, a commercial vendor of futures data. Over. Publication Venue For. Depths and spreads in futures markets: Relationship with order execution, submission, and cancellation 2019; Pricing variance swaps  Journal of Futures Markets will continue to sponsor a special issue for the 2020 JPMCC symposium. There will be a best paper award (with the prize of $1,000) and up to two best discussant awards (with the prize of $500 each) for the 2020 symposium. Volume 40, Issue 2 Special Issue from Asia‐Pacific Association of Derivatives Conference held in Busan, Korea in 2019 The Journal of Futures Markets chronicles the latest developments in financial futures and derivatives. It publishes timely, innovative articles written by leading finance academics and professionals. Coverage ranges from the highly practical to theoretical topics that include futures, derivatives, risk management and control,

Where the stock market will trade today based on Dow Jones Industrial Average, S&P 500 and Nasdaq-100 futures and implied open premarket values. Commodities, currencies and global indexes also shown.

Journal of Futures Markets is a monthly peer-reviewed academic journal covers developments According to the Journal Citation Reports, its 2016 impact factor is 1.291, ranking it 41 out of 96 journals in the category "Business, Finance". Call for Papers. 4th JPMCC International Commodities Symposium. Journal of Futures Markets will continue to sponsor a special issue for the 2020 JPMCC  Issues. 2020 - Volume 40, Journal of Futures Markets Special Issue from Asia‐ Pacific Association of Derivatives Conference held in Busan, Korea in 2019.

A retreat by traders from an important corner of the U.S. financial system has some worried it could make the stock market more susceptible to shocks. E-mini S&P 500 futures, a huge market where over $200 billion changes hands on average daily, are widely used on Wall Street to bet on market moves or protect against adverse stock swings.

Dec 25, 2019 This Journal. Advanced search. Publication Cover. Journal Empirical results show futures markets are more integrative when price bubbles occur. There are several articles about price bubbles in agricultural futures  He has written articles for academic journals such as Journal of Econometrics; Journal of Business & Economic Statistics; and Journal of Futures Markets,  The dynamics of commodity spot and futures markets: A primer. Robert S Pinkdyck. The Energy Journal; 2001; 22, 3; ABI/INFORM Global pg. 1  The article closes with a summary of the conclusions and some observations on possible future research in futures in Part III. I. Theories of Hedging. A. Traditional   Trading in other commodities is regulated by the Commodity Futures Trading Price series for each commodity are compiled from trade journals that. MarketWatch provides the latest stock market, financial and business news. Get stock market quotes, personal finance advice, company news and more. Research & Tools · Watchlist · Stock Screener · Earnings European stocks fall and U.S. stock futures tumble as investors watch coronavirus rescue plans. European 

The Journal of Futures Markets chronicles the latest research on futures, options and other derivative securities and markets. Coverage ranges from empirical to theoretical analyses on topics of interest to academics, practitioners and policymakers alike.

Nov 16, 2015 Price limits, which stabilize the stock index futures market through limiting Following the worldwide crashes in 1987 and 1989, research has started to Papers [1] and [2] conducted empirical studies on American treasury  Jan 1, 2004 futures contracts. Article in Review of Financial Economics · February 2006 Key words: maturity effect, futures prices volatility, futures markets Research financial price database, a commercial vendor of futures data. Over. Publication Venue For. Depths and spreads in futures markets: Relationship with order execution, submission, and cancellation 2019; Pricing variance swaps  Journal of Futures Markets will continue to sponsor a special issue for the 2020 JPMCC symposium. There will be a best paper award (with the prize of $1,000) and up to two best discussant awards (with the prize of $500 each) for the 2020 symposium. Volume 40, Issue 2 Special Issue from Asia‐Pacific Association of Derivatives Conference held in Busan, Korea in 2019 The Journal of Futures Markets chronicles the latest developments in financial futures and derivatives. It publishes timely, innovative articles written by leading finance academics and professionals. Coverage ranges from the highly practical to theoretical topics that include futures, derivatives, risk management and control,

The Journal of Futures Markets chronicles the latest research on futures, options and other derivative securities and markets. Coverage ranges from empirical to theoretical analyses on topics of interest to academics, practitioners and policymakers alike. Volatility index and the return–volatility relation: Intraday evidence from Chinese options market. The impact of the US stock market opening on price discovery of government bond futures. Jump variance risk: Evidence from option valuation and stock returns. The quantile dependence of commodity futures markets on news sentiment. Trading Journals are powerful tools to improve your day trading. This forum well help traders do that by tracking your own trades as well as following the trades and journeys of others. The aim of the Journal of Commodity Markets (JCM) will be to publish high-quality research in all areas of economics and finance related to commodity markets. The research may be theoretical, empirical, or policy-related. The JCM will place an emphasis on originality, quality, and clear presentation. The Journal of Financial Markets publishes high quality original research on applied and theoretical issues related to securities trading and pricing. Area of coverage includes the analysis and design of trading mechanisms , optimal order placement strategies, the role of information in securities markets