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verified SJR 0,632 · Q2 • database Scopus / SJR & Web of Science indexed
Journal of Futures Markets
United States · Wiley-Liss Inc.
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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.

ISSN: 0270-7314
Publisher: Wiley-Liss Inc.
Category: Economics and Econometrics
Indexation: verifiedScopus / SJR verifiedWeb of Science
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schedule CountryOfPapers database fields
SJR Impact Factor trending_up
0,632 Q2
H-index 67
Acceptance rate pie_chart
29% Selective
Source Acceptance_Rate
Time to publication hourglass_top
NPD
Field NPD
Publication cost (APC) payments
2.083 € Open Access
Non-OA path 0 €

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science

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

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Valuing credit derivatives using Gaussian quadrature: A stochastic volatility framework

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Did option traders anticipate the crash? Evidence from volatility smiles in the U.K. with U.S. comparisons

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Detecting volatility changes across the oil sector

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Detecting and modeling changing volatility in the copper futures market

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Demutualization and customer protection at self-regulatory financial exchanges

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Cross-market correlations and transmission of information

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Conditional OLS minimum variance hedge ratios

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Common risk factors in the U.S. and UK interest rate swap markets: Evidence from a nonlinear vector autoregression approach

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Asymmetric information and corporate derivatives use

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Arbitrage opportunities, liquidity provision, and trader types in an index option market

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Approximation for convenience yield in commodity futures pricing

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An evaluation of price linkages between futures and cash markets for cheddar cheese

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A graphical note on European put thetas

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An empirical examination of the relation between futures spreads volatility, volume, and open interest

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An empirical analysis of the alleged manipulation attempt and forced liquidation of the July 1989 soybean futures contract

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A transactions data analysis of arbitrage between index options and index futures

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A theoretical framework to evaluate different margin-setting methodologies

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A reexamination of portfolio insurance: The use of index put options

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A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices

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A novel risk management framework for natural gas markets

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A note on the valuation of compound options

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A note on price futures versus revenue futures contracts

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A note on modified lattice approaches to option pricing

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