Journal of Futures Markets
Journal of Futures Markets is a journal indexed in SJR in Economics and Econometrics and Accounting with an H index of 67. It has a price of 2083 €. It has an SJR impact factor of 0,632 and it has a best quartile of Q2. It is published in English. It has an SJR impact factor of 0,632.
Metrics
Scimago and CountryOfPapers database fields
SJR Impact
0,632
H-index
67
Docs (year)
79
Docs 3y
263
Total refs
4118
Cites 3y
678
Citable 3y
252
Cites/Doc 2y
2.32
Ref/Doc
52.13
Immediate OA
2083 €
Embargoed OA
NPD
Non OA / Submission
0 €
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Best articles by citations
An empirical investigation of the GARCH option pricing model: Hedging performance
View moreValuing credit derivatives using Gaussian quadrature: A stochastic volatility framework
View moreDid option traders anticipate the crash? Evidence from volatility smiles in the U.K. with U.S. comparisons
View moreDetecting volatility changes across the oil sector
View moreDetecting and modeling changing volatility in the copper futures market
View moreDemutualization and customer protection at self-regulatory financial exchanges
View moreCross-market correlations and transmission of information
View moreConditional OLS minimum variance hedge ratios
View moreCommon risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach
View moreAsymmetric information and corporate derivatives use
View moreArbitrage opportunities, liquidity provision, and trader types in an index option market
View moreApproximation for convenience yield in commodity futures pricing
View moreAn evaluation of price linkages between futures and cash markets for cheddar cheese
View moreA graphical note on European put thetas
View moreAn empirical examination of the relation between futures spreads volatility, volume, and open interest
View moreAn empirical analysis of the alleged manipulation attempt and forced liquidation of the July 1989 soybean futures contract
View moreA transactions data analysis of arbitrage between index options and index futures
View moreA theoretical framework to evaluate different margin-setting methodologies
View moreA reexamination of portfolio insurance: The use of index put options
View moreA Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices
View moreA novel risk management framework for natural gas markets
View moreA note on the valuation of compound options
View moreA note on price futures versus revenue futures contracts
View moreA note on modified lattice approaches to option pricing
View more