HOBOKEN, New Jersey, May 13 -- The Journal of Futures Markets, a journal that says it features developments in financial futures and derivatives, published research articles on the following topics in its April 2024 edition (Vol. 44, Issue 4): RESEARCH ARTICLES: * The predictability of carbon futures volatility: New evidence from the spillovers of fossil energy futures returns * Can night trading reduce price volatility? Evidence from China's corn and corn starch futures markets * Price dis more PR

HOBOKEN, New Jersey, May 13 -- The Journal of Futures Markets, a journal that says it features developments in financial futures and derivatives, published research articles on the following topics in its June 2024 edition (Vol. 44, Issue 6): RESEARCH ARTICLES: * A deep learning-based financial hedging approach for the effective management of commodity risks * Futures trading costs and market microstructure invariance: Identifying bet activity * A model-free approximation for barrier option more PR

HOBOKEN, New Jersey, May 13 -- The Journal of Futures Markets, a journal that says it features developments in financial futures and derivatives, published research articles on the following topics in its March 2024 edition (Vol. 44, Issue 3): RESEARCH ARTICLES: * Performance comparison of alternative stochastic volatility models and its determinants in energy futures: COVID-19 and Russia-Ukraine conflict features * Derivative disclosures and managerial opportunism * The information content more PR

HOBOKEN, New Jersey, May 13 -- The Journal of Futures Markets, a journal that says it features developments in financial futures and derivatives, published research articles on the following topics in its May 2024 edition (Vol. 44, Issue 5): RESEARCH ARTICLES: * The time-varying volatility spillover effects between China's coal and metal market * Early exercise, implied volatility spread and future stock return: Jumps bind them all * Market sentiment and price dynamics in weak markets: A co more PR