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Journal of Futures Markets
H-index 17

Journal of Futures Markets

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 114 42 63 16

Additional Metrics

Number of Best Scientists*: 55
Documents by Best Scientists*: 78
Top 100 Ranked Scientists*: 0
SCIMAGO H-index: 67
SCIMAGO SJR: 0.632
Impact Factor: 2.3

Overview

Top Research Topics at Journal of Futures Markets?

The main points discussed in the journal deals with Financial economics, Futures contract, Econometrics, Volatility (finance) and Monetary economics. The concepts on Financial economics presented in Journal of Futures Markets can also apply to other research fields, including Stock market index and Stock index futures. It addresses concerns in Futures contract which are intertwined with other disciplines, such as Index (economics), Market liquidity and Hedge (finance).

In the Econometrics research discussed, Autoregressive conditional heteroskedasticity, Stochastic volatility, Valuation of options, Hedge ratio and Realized variance are all tackled. Volatility (finance) works presented in it have a specific focus on Implied volatility. The Monetary economics study tackled is a key component of adjacent topics in the area of Price discovery.

The main emphasis of it is the research on Algorithmic trading, emphasizing the topic of Open outcry. Forward market and Speculation are closely related fields of research discussed in it. The work tackled in Journal of Futures Markets goes beyond the discipline of Volatility smile as it also encompasses Volatility swap.

  • Financial economics (53.12%)
  • Futures contract (52.70%)
  • Econometrics (28.51%)

What are the most cited papers published in the journal?

  • Energy shocks and financial markets (758 citations)
  • Predicting stock market volatility: A new measure (426 citations)
  • Trading costs and the relative rates of price discovery in stock, futures, and option markets (350 citations)

Research areas of the most cited articles at Journal of Futures Markets:

The most cited articles aim to foster the development of research in Financial economics, Futures contract, Econometrics, Volatility (finance) and Forward market. The featured Financial economics studies in the most cited publications mainly concentrate on Stock market index but also cover areas of interest in Portfolio insurance. The journal papers facilitate discussions on Futures contract that incorporate concepts from other fields like Hedge (finance), Cash, Autoregressive conditional heteroskedasticity, Open outcry and Monetary economics.

What topics the last edition of the journal is best known for?

  • Finance
  • Normal distribution
  • Microeconomics

The previous edition focused in particular on these issues:

The journal investigates studies in Econometrics, Futures contract, Monetary economics, Volatility (finance) and Financial economics. Journal of Futures Markets explores research in Econometrics alongside concepts in Index (economics) and other areas of study in Asset (economics). While work presented in it provided substantial information on Futures contract, it also covered topics in Arbitrage, Spot market and Commodity (Marxism).

Issues in Monetary economics were discussed, taking into consideration concepts from other disciplines like Financialization, Equity (finance) and Spot contract. It tackles research in Implied volatility as part of the general discipline of Volatility (finance), however, it also discusses concepts in Social connectedness. Research on Financial economics addressed in Journal of Futures Markets frequently intersections with the field of Predictive power.

The most cited articles from the last journal are:

  • The impact of net buying pressure on index options prices (9 citations)
  • Stock market reactions to different types of oil shocks: Evidence from China (7 citations)
  • The relationship between arbitrage in futures and spot markets and Bitcoin price movements: Evidence from the Bitcoin markets (6 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in Journal of Futures Markets (based on the number of publications) are:

  • Donald Lien (50 papers) published 1 paper at the last edition the same number as at the previous edition,
  • Yiuman Tse (22 papers) absent at the last edition,
  • Alex Frino (20 papers) published 2 papers at the last edition the same number as at the previous edition,
  • Joseph K. W. Fung (18 papers) absent at the last edition,
  • B. Wade Brorsen (17 papers) absent at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in Journal of Futures Markets (based on the number of publications) are:

  • University of Texas at San Antonio (51 papers) published 1 paper at the last edition the same number as at the previous edition,
  • National Taiwan University (37 papers) absent at the last edition,
  • KAIST (33 papers) published 4 papers at the last edition, 1 more than at the previous edition,
  • United States Commodity Futures Trading Commission (29 papers) published 2 papers at the last edition,
  • University of Illinois at Urbana–Champaign (27 papers) published 1 paper at the last edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 1.90% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 11.65% were posted by at least one author from the top 10 institutions publishing in the journal. Another 15.53% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 20.39% of all publications and 52.43% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Career path in Financial Economies and Futures Contract

One of the missing sections that could enhance the depth of this article is the career path for professionals and researchers in the field of Financial Economies and Futures Contract. This information could be beneficial for students or individuals interested in pursuing these fields. Career paths in Financial economics are quite diverse - a degree holder could land jobs in financial institutions, insurance companies, and investment firms, just to name a few. An individual could start as a Financial Analyst, move on to becoming a Financial Manager and eventually hold executive positions like Chief Financial Officer. The Bureau of Labor Statistics projects a 16% growth rate in Financial Manager jobs from 2018 to 2028.

Similarly, a career in Futures Contract can be quite rewarding. Professionals in this field often start their careers in brokerage firms, commodity exchanges, and trade houses. They can grow to become Commodity Brokers or Traders, Risk Managers, or Portfolio Managers, dealing in commodities and financial instruments.

In both fields, having certifications such as a Certified Public Accountant (CPA) is a great advantage. In fact, for anyone interested in either field but residing in New Mexico, you can learn more about how to be a CPA in New Mexico

Deciding on a career in either field, therefore, could be incredibly fulfilling both in terms of job prospects and compensation.

Top Publications

  • Forty years of the Journal of Futures Markets: A bibliometric overview

    H. Kent Baker;Satish Kumar;Satish Kumar;Nitesh Pandey

    (2021)
    183 Citations
  • BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness

    Carol Alexander;Carol Alexander;Jaehyuk Choi;Heungju Park;Sungbin Sohn

    (2020)
    81 Citations
  • Return and volatility transmission between China's and international crude oil futures markets: A first look

    Jian Yang;Yinggang Zhou

    (2020)
    79 Citations
  • Price discovery in chinese agricultural futures markets: A comprehensive look

    Jian Yang;Zheng Li;Tao Wang

    (2021)
    65 Citations
  • Forecasting realized volatility: The role of implied volatility, leverage effect, overnight returns, and volatility of realized volatility

    Dimos S. Kambouroudis;David G. McMillan;Katerina Tsakou

    (2021)
    31 Citations
  • Volatility spillovers in commodity futures markets: A network approach

    Jian Yang;Zheng Li;Hong Miao

    (2021)
    31 Citations

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Best Scientists Contributing to This Journal

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