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JOURNAL OF FUTURES MARKETS
数据更新 2026-07-16 · 完整周期 10 篇 · 日期来源可逐条复核
JOURNAL OF FUTURES MARKETS已收录10篇完整论文周期样本，平均审稿383.9 天，中位审稿243.5 天。2025中科院4区，非OA，2025发文量147。页面含论文收到日期、录用日期、PDF、DOI和出版社网页溯源入口。
Latest Papers
最新发表论文审稿周期
审稿天数=录用日期-收到日期；保留 PDF/DOI/网页源链接
301
天
156
天
A Comprehensive Analysis of Realized Skewness Trading
作者Xinfeng Ruan; Pakorn Aschakulporn; Jin E. Zhang
作者单位1. Department of Finance, International Business School Suzhou Xi'an Jiaotong‐Liverpool University Suzhou China; 2. Department of Accountancy and Finance, Otago Business School University of Otago Dunedin New Zealand
114
天
373
天
Neural Jumps for Option Pricing
作者Duosi Zheng; Hanzhong Guo; Yanchu Liu; Wei Huang
作者单位1. College of Business Southern University of Science and Technology Shenzhen China; 2. School of Computing and Data Science University of Hong Kong Hong Kong China; 3. Lingnan College Sun Yat‐sen University Guangzhou China
103
天
Valuing American Fractional Lookback Options
作者Hangsuck Lee; Yisub Kye; Haewon Seo; Donghyun Kim; Hongjun Ha
作者单位1. Department of Mathematics/Actuarial Science Sungkyunkwan University Seoul Republic of Korea; 2. Department of Statistics and Actuarial Science Northern Illinois University DeKalb Illinois USA; 3. Department of Liberal Studies Seoul National University Seoul Gwanak‐gu Republic of Korea; 4. Department of Mathematics Gyeongsang National University Jinju‐si Republic of Korea; 5. Department of Statistics Korea University Seoul Seongbuk‐gu Republic of Korea
1,755
天
249
天
Energy Finance and Trade Credit: Evidence From China's Shanghai Crude Oil Futures
作者Changchun Pan; Yuhang Song; Paresh Kumar Narayan; Yuzhe Huang
作者单位1. School of Economics Jilin University Changchun Jilin China; 2. Monash University Melbourne Australia; 3. School of Business Shantou University Shantou Guangdong China
191
天
A New Analytical Approach for Pricing Variance and Volatility Swaps: Incorporating Liquidity and Self‐Exciting Jumps
作者Xin‐Jiang He; Dong Yan; Sha Lin
作者单位1. School of Economics Zhejiang University of Technology Hangzhou Zhejiang China; 2. Institute for Industrial System Modernization Zhejiang University of Technology Hangzhou Zhejiang China; 3. School of Statistics University of International Business and Economics Beijing China; 4. School of Finance Zhejiang Gongshang University Hangzhou Zhejiang China; 5. School of Tailong Finance Zhejiang Gongshang University Hangzhou Zhejiang China
359
天
The Dynamic Extreme Comovement Between Options Market Ambiguity and Implied Volatility
作者Qiang Chen; Yuting Gong; Yu Han; Ying Huang
作者单位1. School of Economics Shanghai University of Finance and Economics Shanghai China; 2. Key Laboratory of Mathematical Economics (SUFE) Ministry of Education Shanghai China; 3. SILC Business School Shanghai University Shanghai China; 4. School of Public Finance and Administration Shanghai Lixin University of Accounting and Finance Shanghai China
238
天