Journal of Futures Markets Template
Write in a clean editor, then format for Journal of Futures Markets in one click — DocuGuru applies the official Wiley template with author–year references and exports a submission-ready PDF plus the editable LaTeX source. Free to start.
About the Journal of Futures Markets format
Journal of Futures Markets is a peer-reviewed journal published by Wiley, covering Financial Markets and Investment Strategies, Market Dynamics and Volatility, Stochastic processes and financial applications.
| Publisher | Wiley |
|---|---|
| Reference style | Author–year (Chicago) Author–year — (Smith, 2023) in the text Smith, Ada, Ben Jones, and Cara Lee. 2023. "A Representative Article Title." Journal of Futures Markets 12 (3): 45–58.
Formats any DOI in Journal of Futures Markets style. No sign-up. |
| Publishes research in | Financial Markets and Investment Strategies Market Dynamics and Volatility Stochastic processes and financial applications Financial Risk and Volatility Modeling Monetary Policy and Economic Impact |
| ISSN | 0270-7314 |
| Citation impact (2-yr) | 2.17 |
| h-index | 107 |
| i10-index | 1,446 |
| Total citations | 67,568 |
| Article processing charge | $2,940 |
| Top institutions publishing here | Florida International University |
| Journal website | onlinelibrary.wiley.com |
| You get | A submission-ready PDF and the editable LaTeX source — ready to submit. |
Papers published in Journal of Futures Markets per year
Citation impact of Journal of Futures Markets by publication year
Citations each year’s papers have accumulated so far — the most recent years are still building up.
Most-cited papers in Journal of Futures Markets
Abstract Commodity prices are volatile, and volatility itself varies over time. Changes in volatility can affect market variables by directly affecting the marginal value of storage, and by affecting a component of the total marginal cost of production, the opportunity cost of producing the commodity now rather than waiting for more price information. I examine…
Abstract Using data on the monthly returns of hedge funds during the period January 1990 to August 1998, we estimate six‐factor Jensen alphas for individual hedge funds, employing eight different investment styles. We find that about 25% of the hedge funds earn positive excess returns and that the frequency and magnitude of funds' excess returns…