Wiley: Journal of Futures Markets: Table of Contents onlinelibrary.wiley.com

Table of Contents for Journal of Futures Markets. List of articles from both the latest and EarlyView issues.

The Impact of Derivative Use on Default Probability Among Nonfinancial Firms: Evidence From European Firms
onlinelibrary.wiley.com·22w
Signature Decomposition Method Applying to Pair Trading
onlinelibrary.wiley.com·22w
Joint Dynamics for the Underlying Asset and Its Implied Volatility Surface: A New Methodology for Option Risk Management
onlinelibrary.wiley.com·22w
When the Tail Wags the Dog: A Time‐Varying FCVAR Analysis of Bitcoin Market
onlinelibrary.wiley.com·22w
Journal of Futures Markets: Volume 46, Number 1, January 2026
onlinelibrary.wiley.com·23w
Does Sentiment Measured Through Language Models Encompass a Broader Expanse of Information From the Options Market?
onlinelibrary.wiley.com·23w
Crash Risk Matters: An Option‐Implied Approach to the Expected Market Return
onlinelibrary.wiley.com·23w
Investor Attention and Carbon Prices: Evidence From European Union and China
onlinelibrary.wiley.com·25w
Predicting Market Returns Using Covariance Asymmetry Risk Premium
onlinelibrary.wiley.com·26w
Does Financial Stress Affect Commodity Futures Traders' Positions?
onlinelibrary.wiley.com·27w
Does Cutting Carbon Emissions Reduce Tail Risk Spillovers? A Quantile LSTM‐KAN‐CoVaR Approach
onlinelibrary.wiley.com·27w
Journal of Futures Markets: Volume 45, Number 12, December 2025
onlinelibrary.wiley.com·27w
Dynamic Debt With Intensity‐Based Models
onlinelibrary.wiley.com·27w
Modeling Grain Futures Prices Through Uncertainty Indices and Mixed‐Frequency Fusion: An Interpretable Deep Learning Framework
onlinelibrary.wiley.com·27w
Speed of Adjustment in Digital Assets in a Decentralized Financial World
onlinelibrary.wiley.com·27w
Extreme Comovement and Risk Spillovers in Crude Oil Prices: A Tale of Two Events
onlinelibrary.wiley.com·28w
Large Language Models and Futures Price Factors in China
onlinelibrary.wiley.com·28w
Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective
onlinelibrary.wiley.com·28w
Equilibrium Pricing of Bitcoin Options With Stochastic Volatility, Jumps, and Liquidity Risk
onlinelibrary.wiley.com·29w
Deep Learning‐Based Network Relationship Construction Method and Its Impact on Futures Risk Premiums
onlinelibrary.wiley.com·29w

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