scholarly journals Journal of Futures Markets: Volume 42, Number 1, January 2022

2021 ◽  
Vol 42 (1) ◽  
pp. 1-1
Keyword(s):  
Futures Markets

Multifractal analysis of China's metals futures markets

2014 ◽  
Author(s):  
Xinsheng Lu ◽  
Jing Qin ◽  
Changfa Qian ◽  
Xuemei Yuan
Keyword(s):  
Multifractal Analysis ◽  
Futures Markets

Capturing value-at-risk in futures markets: a revised filtered historical simulation approach

2012 ◽  
Vol 6 (4) ◽  
pp. 67-93
Author(s):  
Chang-Cheng Changchien ◽  
Chu-Hsiung Lin ◽  
Wei-Shun Kao
Keyword(s):  
At Risk ◽  
Value At Risk ◽  
Futures Markets ◽  
Simulation Approach ◽  
Historical Simulation

Performance of statistical arbitrage in petroleum futures markets

2008 ◽  
Vol 1 (2) ◽  
pp. 3-33 ◽  
Author(s):  
Amir H. Alizadeh ◽  
Nikos K. Nomikos
Keyword(s):  
Futures Markets ◽  
Statistical Arbitrage ◽  
Petroleum Futures

Realized Volatility and Correlation in Energy Futures Markets

2007 ◽  
Author(s):  
Tao Wang ◽  
Jingtao Wu ◽  
Jian Yang
Keyword(s):  
Futures Markets ◽  
Realized Volatility ◽  
Energy Futures ◽  
Energy Futures Markets

US Monetary Policy Surprises and Currency Futures Markets: A New Look

2008 ◽  
Author(s):  
Tao Wang ◽  
Jian Yang ◽  
Marc William Simpson
Keyword(s):  
Monetary Policy ◽  
Futures Markets ◽  
Currency Futures ◽  
Us Monetary Policy ◽  
New Look

Return, Trading Volume, and Market Depth in Currency Futures Markets

2008 ◽  
Author(s):  
Ai-ru Meg Cheng ◽  
Yin-Wong Cheung
Keyword(s):  
Trading Volume ◽  
Futures Markets ◽  
Market Depth ◽  
Currency Futures

Manipulations and Repeated Games in Futures Markets

1984 ◽  
Author(s):  
Graciela Chichilnisky
Keyword(s):  
Repeated Games ◽  
Futures Markets

Jump Spillover in Energy Futures Markets: The Bayesian Viewpoint

2009 ◽  
Author(s):  
Qingfu Liu ◽  
Anthony Tu
Keyword(s):  
Futures Markets ◽  
Energy Futures ◽  
Energy Futures Markets

Small Traders in Currency Futures Markets Format

2010 ◽  
Author(s):  
Andreas Röthig ◽  
Carl Chiarella
Keyword(s):  
Futures Markets ◽  
Currency Futures ◽  
Small Traders
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