Academic Journal
Q2Journal of Futures Markets
About Journal of Futures Markets
About Journal of Futures Markets
Journal of Futures Markets is a peer-reviewed scholarly journal published by 1919 (United States). It focuses on Q2. Publication coverage spans 1981-2026.
Key indicators: ISSN 1096-9934, 0270-7314; H-index 69.
Understanding This Journal's Metrics
Journal metrics help researchers assess fit, but they must be interpreted in context:
- H-index (69): Strong citation impact — 69 articles cited at least 69 times each, reflecting solid influence.
Publishing in Journal of Futures Markets
An established venue in its field. The journal welcomes solid, well-executed research. Ensure your manuscript fits the stated scope and follows author guidelines carefully.
- Scope fit: Confirm your research aligns with Q2. Off-scope manuscripts are typically desk-rejected quickly.
- Author guidelines: Follow formatting, reference style, and article-type requirements exactly — non-compliant manuscripts may be returned without review.
- Submission: Submit via the official journal website.
Is This Journal Right for Your Paper?
- Audience match: Will the journal's readers cite and build on your findings?
- Timeline: Higher-tier journals mean longer review and higher rejection risk. Balance prestige against your schedule.
- Indexing: Confirm indexing in Web of Science, Scopus, and PubMed (if biomedical) meets your institutional requirements.
- Open access needs: Check funder mandates and whether the journal offers compliant OA options.
Frequently Asked Questions
What is the ISSN of Journal of Futures Markets?
1096-9934, 0270-7314.
Who publishes Journal of Futures Markets?
1919.
What are Journal of Futures Markets's metrics?
H-index 69.
Where do I submit to Journal of Futures Markets?
Via the official website.
Is Journal of Futures Markets peer-reviewed?
Yes — it is a peer-reviewed scholarly journal indexed in major academic databases.
Source-backed journal facts
Topics in published research
Financial Markets and Investment Strategies; Market Dynamics and Volatility; Stochastic processes and financial applications; Financial Risk and Volatility Modeling; Monetary Policy and Economic Impact; Capital Investment and Risk Analysis.
OpenAlex classifies topics from published works. These topics are not the publisher’s official aims and scope.
Reported open-access list prices
3,240.00 USD; 2,740.00 EUR; 2,160.00 GBP
APC list prices reported by OpenAlex, which obtains this information from DOAJ. Confirm current charges, taxes, waivers and eligibility with the publisher; this is not a fee quotation.
Source: OpenAlex source record. Retrieved 2026-10-03. Source record updated 2026-10-02. OpenAlex metrics are different from SCImago metrics and the Clarivate Journal Impact Factor.
Journal Metrics
Quartile, SJR and the listed SCImago H-index use the 2025 imported SCImago dataset. A quartile may vary by subject category. Values without a source or reporting year are unverified historical entries. Verify the current Journal Impact Factor with Clarivate or the publisher before using it.
Aims & Scope
The publisher’s official aims and scope have not yet been verified for this profile. Use the journal website to check subject fit and accepted article types before submitting.
Recent Research Articles
Latest publications matched automatically by ISSN.
Journal of Futures Markets: Volume 46, Number 11, November 2026
2026-11 · DOI: 10.1002/fut.70147Spot‐Based Basis and Basis Momentum in Commodity Futures Markets
Zudong Luo, Shan Xue, Fuxiang Yu, Huashi Li et al.
2026-10-04 · DOI: 10.1002/fut.70145Put–Call Parity and Chooser Option Pricing Formula in Uncertain Environment
Yunzhe Li, Xiangfeng Yang, Haoxuan Li
2026-09-23 · DOI: 10.1002/fut.70143Execution Feasibility and Limits to Arbitrage: High‐Frequency Evidence From KOSPI 200 Box Spreads
Liang Jin, Byungwook Choi
2026-09-22 · DOI: 10.1002/fut.70144Tail Risk Transmission in Agricultural and Energy Markets
Emmanuel Senyo Fianu, Daniel Felix Ahelegbey, Roberto Casarin, Luigi Grossi et al.
2026-09-17 · DOI: 10.1002/fut.70141Pricing of Interdealer OTC Derivatives in a Limit Order Market: Evidence From Indian OIS Trade‐Level Data
Vidya Kamate, Abhishek Kumar
2026-09-14 · DOI: 10.1002/fut.70140Cross‐Market Convergence Trading in Options Order Flow
Jaeram Lee, Doojin Ryu, Heejin Yang, Jinyoung Yu et al.
2026-09-14 · DOI: 10.1002/fut.70142Journal of Futures Markets: Volume 46, Number 10, October 2026
2026-10 · DOI: 10.1002/fut.70138Forecasting Crude Oil Futures Prices: A Stacking Model With Mixed‐Frequency Predictors, Machine Learning, and Forecast Combination
Yilin Ma, Weizhong Wang, Yu Cheng
2026-11 · DOI: 10.1002/fut.70139Volatility Formation in Dairy Futures: Fundamentals, Public Information, and Processing Ambiguity
Xiaodong Du
2026-11 · DOI: 10.1002/fut.70137Fading Attention and the Pricing of Default Risk in the German Market for Structured Products
Rainer Baule, Falk Jensen
2026-10 · DOI: 10.1002/fut.70135Shape of Yield Curves Under Instrument‐Based Parallel Shifts
Jian Sun
2026-11 · DOI: 10.1002/fut.70136Journal of Futures Markets: Volume 46, Number 9, September 2026
2026-09 · DOI: 10.1002/fut.70134Skewness, Betas, and Commodity Futures Returns
Huan Yang, Jun Cai, Jie Zhu, Robert I. Webb et al.
2026-10 · DOI: 10.1002/fut.70131Optimal Futures Hedging Under Distinct Daytime and Overnight GARCH Processes: Leveraging Information FROM Opening, High, Low, and Closing Prices
Yu‐Sheng Lai
2026-10 · DOI: 10.1002/fut.70133The Role of Variance Risk Premium in Derivative Pricing: Modeling, Estimation and Impact
Marcos Escobar‐Anel, Lars Stentoft, Xize Ye
2026-11 · DOI: 10.1002/fut.70132Reviews
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Version History
October 10, 2026 at 2:22 am
October 2, 2026