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Commodity Futures Report Text Sentiment and Return
Author: Han, Qian; Hsieh, Pei-lin; Zhang, Lu
Journal: JOURNAL OF FUTURES MARKETS. 2026; Vol. , Issue , pp. -. DOI: 10.1002/fut.70090
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Fund Extreme Performance and Heterogeneous Investor Choice: Evidence From Smart Beta ETF
Author: Liu, Xiaoqun; Chao, Youcong; Huang, Yihao; Yu, Hangjian
Journal: JOURNAL OF FUTURES MARKETS. 2026; Vol. , Issue , pp. -. DOI: 10.1002/fut.70105
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How Does Economic Policy Uncertainty Reshape Option Pricing
Author: Chen, Wenting; Fei, Rixiang; Xu, Nana; He, Xin-Jiang
Journal: JOURNAL OF FUTURES MARKETS. 2026; Vol. , Issue , pp. -. DOI: 10.1002/fut.70102
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Quadratic Hedging of American Options Under GARCH Model
Author: Ma, Junmei; Wang, Chen; Xu, Wei
Journal: JOURNAL OF FUTURES MARKETS. 2026; Vol. , Issue , pp. -. DOI: 10.1002/fut.70099
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Enhancing Commodity Futures Price Prediction With Geopolitical Risk Embedding: A Comparative Study of Deep Learning Model
Author: Li, Yong; Qin, Lulu; Yang, Chenying
Journal: JOURNAL OF FUTURES MARKETS. 2026; Vol. , Issue , pp. -. DOI: 10.1002/fut.70096
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VIX Term Structure in the Rough Heston Model via Markovian Approximatio
Author: Ye, Yifan; Fan, Zheqi; Kwok, Yue Kuen
Journal: JOURNAL OF FUTURES MARKETS. 2026; Vol. , Issue , pp. -. DOI: 10.1002/fut.70082
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Forecasting Crude Oil Volatility With Geopolitical Risk: The RSV-MIDAS-GPR Model and Its Economic Valu
Author: Yang, Ke; Yin, Xuebao; Tian, Fengping
Journal: JOURNAL OF FUTURES MARKETS. 2026; Vol. , Issue , pp. -. DOI: 10.1002/fut.70084
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Connectedness Across Healthcare Cryptocurrencies, DeFi, and NFTs Tokens: Which Global Risk Factors Should Be Given More Attention
Author: Khan, Nasir; Guesmi, Khaled; Su, Tong; Lucey, Brian
Journal: JOURNAL OF FUTURES MARKETS. 2026; Vol. , Issue , pp. -. DOI: 10.1002/fut.70085