Estimation and revision of a sequential auction model for the soybean futures current contract

JOURNAL ARTICLE published August 1990 in Journal of Futures Markets

Authors: William D. O'Neill

Indeterminacy of price and quantity in futures markets

JOURNAL ARTICLE published October 1988 in Journal of Futures Markets

Authors: Margaret A. Monroe

Prospects for hedging federal farm program budgetary risks

JOURNAL ARTICLE published October 1991 in Journal of Futures Markets

Authors: Richard G. Heifner | Bruce H. Wright | Lynn J. Maish

Futures bibliography

JOURNAL ARTICLE published December 1991 in Journal of Futures Markets

Authors: Robert T. Daigler

Masthead

JOURNAL ARTICLE published April 1989 in Journal of Futures Markets

Masthead

JOURNAL ARTICLE published August 1990 in Journal of Futures Markets

Price‐risk management with options: Optimal market positions and institutional value

JOURNAL ARTICLE published December 1991 in Journal of Futures Markets

Authors: George W. Ladd | Steven D. Hanson

Comments on “the economics of hedging and spreading futures markets”

JOURNAL ARTICLE published June 1981 in Journal of Futures Markets

Authors: Anne E. Peck

Forward pricing feeder pigs

JOURNAL ARTICLE published December 1982 in Journal of Futures Markets

Authors: Stephen E. Miller

Masthead

JOURNAL ARTICLE published September 1981 in Journal of Futures Markets

Potential hedging use of a futures contract based on a composite stock index

JOURNAL ARTICLE published March 1982 in Journal of Futures Markets

Authors: Paula A. Tosini | Eugene J. Moriarty

The regulation of futures and forward trading by depository institutions: A legal and economic analysis

JOURNAL ARTICLE published June 1981 in Journal of Futures Markets

Authors: Franklin R. Edwards

Masthead

JOURNAL ARTICLE published June 1981 in Journal of Futures Markets

Time Pro‐rata Matching: Evidence of a Change in LIFFE STIR Futures

JOURNAL ARTICLE published June 2015 in Journal of Futures Markets

Authors: Angelo Aspris | Sean Foley | Drew Harris | Peter O'Neill

Can a rational expectation storage model explain the USDA ending grain stocks forecast errors?

JOURNAL ARTICLE published March 2022 in Journal of Futures Markets

Research funded by Fundamental Research Funds for the Central Universities (JBK2101016)

Authors: Tianyang Zhang | Ziran Li

Hedging pressure and oil volatility: Insurance versus liquidity demands

JOURNAL ARTICLE published February 2024 in Journal of Futures Markets

Authors: Christina Sklibosios Nikitopoulos | Alice Carole Thomas | Jianxin Wang

Revisiting the puzzle of jumps in volatility forecasting: The new insights of high‐frequency jump intensity

JOURNAL ARTICLE published February 2024 in Journal of Futures Markets

Research funded by National Natural Science Foundation of China (72171110)

Authors: Hui Qu | Tianyang Wang | Peng Shangguan | Mengying He

A tale of two contracts: Was the SHFE copper futures market disrupted by the listing of INE bonded copper futures?

JOURNAL ARTICLE published February 2024 in Journal of Futures Markets

Authors: Tao Xiong | Miao Li

JOURNAL ISSUE published July 2006 in Journal of Futures Markets

Estimation of stochastic volatility and option prices

JOURNAL ARTICLE published March 2021 in Journal of Futures Markets

Authors: Suk Joon Byun | Jung‐Soon Hyun | Woon Jun Sung