• Issue

    Journal of Futures Markets: Volume 35, Issue 4

    299-398
    April 2015
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Editor's Note

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Editor's Note

Robert I. Webb, 
  • Page: 299
  • First Published: 04 March 2015

Research Articles

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A Simple Econometric Approach for Modeling Stress Event Intensities

Rainer Jobst,  Daniel Rösch,  Harald Scheule,  Martin Schmelzle, 
  • Pages: 300-320
  • First Published: 16 October 2014
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Over the Hedge: Do Exporters Practice Selective Hedging?

Richard Fabling,  Arthur Grimes, 
  • Pages: 321-338
  • First Published: 26 September 2014
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A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets

Sepideh Dolatabadi,  Morten Ørregaard Nielsen,  Ke Xu, 
  • Pages: 339-356
  • First Published: 27 October 2014
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A Factor Analytical Approach to the Efficient Futures Market Hypothesis

Joakim Westerlund,  Milda Norkute,  Paresh Kumar Narayan, 
  • Pages: 357-370
  • First Published: 01 August 2014
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A Partially Linear Approach to Modeling the Dynamics of Spot and Futures Prices

Jürgen Gaul,  Erik Theissen, 
  • Pages: 371-384
  • First Published: 18 March 2014
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Using Multivariate Densities to Assign Lattice Probabilities When There Are Jumps

Jimmy E. Hilliard,  Jitka Hilliard, 
  • Pages: 385-398
  • First Published: 27 March 2014