Journal of Futures Markets

Aims & Scope

The Journal of Futures Markets chronicles the latest developments in financial futures and derivatives.

It publishes timely, innovative articles written by leading finance academics and professionals.

Coverage ranges from the highly practical to theoretical topics that include futures, derivatives, risk management and control, financial engineering, new financial instruments, hedging strategies, analysis of trading systems, legal, accounting, and regulatory issues, and portfolio optimization.

This publication contains the very latest research from the top experts.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	2.3
2024	1.80

Journal Rank

Year	Value
2024	9143

Journal Citation Indicator

Year	Value
2024	678

SJR (SCImago Journal Rank)

Year	Value
2024	0.632

Quartile

Year	Value
2024	Q2

h-index

Year	Value
2024	67

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Business, Management and Accounting and Economics, Econometrics and Finance, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Energy shocks and financial markets

  Citation: 707

  Authors: Roger D., Ronald W., Hans R.

• Predicting stock market volatility: A new measure

  Citation: 384

  Authors: Jeff, Barbara, Robert E.

• Trading costs and the relative rates of price discovery in stock, futures, and option markets

  Citation: 329

  Authors: Jeff, Barbara, Robert E.

• Price discovery in petroleum markets: Arbitrage, cointegration, and the time interval of analysis

  Citation: 222

  Authors: Thomas V., Andrew C.

• Volatility and commodity price dynamics

  Citation: 222

  Authors: Robert S.

• VaR without correlations for portfolios of derivative securities

  Citation: 214

  Authors: Giovanni, Kostas, Les

• Hedge Fund Performance and Manager Skill

  Citation: 210

  Authors: Franklin R., Mustafa Onur

• The relationship between spot and futures prices: Evidence from the crude oil market

  Citation: 201

  Authors: Param, Imad A.

• Price discovery in the German equity index derivatives markets

  Citation: 200

  Authors: G. Geoffrey, Raymond W., Yiuman

• The information content of an open limit‐order book

  Citation: 189

  Authors: Charles, Oliver, Xiaoxin

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