Journal of Future Markets

Aims and Scope

The Journal of Futures Markets chronicles the latest developments in financial futures and derivatives. It publishes timely, innovative articles written by leading finance academics and professionals. Coverage ranges from the highly practical to theoretical topics that include futures, derivatives, risk management and control, financial engineering, new financial instruments, hedging strategies, analysis of trading systems, legal, accounting, and regulatory issues, and portfolio optimization. This publication contains the very latest research from the top experts.

For more information on the Journal of Future Markets visit the journal home page at www.interscience.wiley.com/journal/fut

Read the full text of these top articles now!

Forecasting volatility
Louis H. Ederington, Wei Guan

Derivative pricing model and time-series approaches to hedging: A comparison
Henry L. Bryant, Michael S. Haigh

Volatility and commodity price dynamics
Robert S. Pindyck

The forecast quality of CBOE implied volatility indexes
Charles J. Corrado, Thomas W. Miller, Jr. 

Drift matters: An analysis of commodity derivatives
Olaf Korn