Works matching IS 02707314 AND DT 2025 AND VI 45 AND IP 6

Results: 9

Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets.

Published in:

Journal of Futures Markets, 2025, v. 45, n. 6, p. 659, doi. 10.1002/fut.22583

By:

Zeng, Hongjun;
Abedin, Mohammad Zoynul;
Ahmed, Abdullahi D.;
Lucey, Brian

Publication type:

Article

The Term Structure of Credit Default Swap Spreads and the Cross Section of Options Returns.

Published in:

Journal of Futures Markets, 2025, v. 45, n. 6, p. 637, doi. 10.1002/fut.22582

By:

Zhang, Hao;
Shi, Yukun;
Han, Dun;
Liu, Pei;
Xu, Yaofei

Publication type:

Article

Hedging Multiple Price Uncertainty in Soybean Export.

Published in:

Journal of Futures Markets, 2025, v. 45, n. 6, p. 600, doi. 10.1002/fut.22581

By:

Lee, Siun;
Vedenov, Dmitry

Publication type:

Article

Forecasting the Market Returns And Portfolio Enhancement With Frequency‐Decomposed Institutional Investor Sentiment: Evidence From the Taiwan Futures Market.

Published in:

Journal of Futures Markets, 2025, v. 45, n. 6, p. 521, doi. 10.1002/fut.22580

By:

Wang, Yi‐Hsien;
Chang, Shu‐Lien;
Lee, Hsiu‐Chuan;
Lien, Donald

Publication type:

Article

Real‐Time Tracking of Public Announcements in the Limit Order Book.

Published in:

Journal of Futures Markets, 2025, v. 45, n. 6, p. 569, doi. 10.1002/fut.22577

By:

Arzandeh, Mehdi;
Frank, Julieta;
Daniels, Justin

Publication type:

Article

Closed‐Form Approximation of Stock‐Based Awards With Moving‐Average Vesting Conditions.

Published in:

Journal of Futures Markets, 2025, v. 45, n. 6, p. 497, doi. 10.1002/fut.22576

By:

Michopoulos, Ioannis;
Bougias, Alexandros;
Tsekrekos, Andrianos E.

Publication type:

Article

Joint Implied Willow Tree: An Approach for Joint S&P 500/VIX Calibration.

Published in:

Journal of Futures Markets, 2025, v. 45, n. 6, p. 547, doi. 10.1002/fut.22572

By:

Dong, Bing;
Xu, Wei;
Cui, Zhenyu

Publication type:

Article

Journal of Futures Markets: Volume 45, Number 6, June 2025.

Published in:: Journal of Futures Markets, 2025, v. 45, n. 6, p. 495, doi. 10.1002/fut.22522
Publication type:: Article

Modeling the Implied Volatility Smirk in China: Do Non‐Affine Two‐Factor Stochastic Volatility Models Work?

Published in:

Journal of Futures Markets, 2025, v. 45, n. 6, p. 612, doi. 10.1002/fut.22579

By:

Ye, Yifan;
Fan, Zheqi;
Ruan, Xinfeng

Publication type:

Article