Vol. 25 No. 1 (2017): Futures Markets, Price Discovery, and Risk Hedging

For much of its publication history (upto 2016), the Journal was produced and distributed primarily in print format under the auspices of Kent State University, Ohio, USA. In 2016, the Foundation for Research in Asset & Securities Trading (FRAST) was established to support the Journal’s editorial administration, publication management, and digital development initiatives. As a result, the Journal entered a new phase of modernization while continuing its commitment to academic excellence and rigorous peer review.

Certain historical issues of the Review of Futures Markets are not currently available in digital format. Issues published up to 2016 were maintained primarily as part of the University’s print archives, while some issues published between 2017 and the pre-pandemic period were distributed in print format and were not systematically digitized. The Journal is actively working to preserve and expand its digital archive. Additional historical content will be added as archival materials become available.

Mode of Publication: Physical Hardcopy
Editor: Danual Josh

Index of Articles: 
1. Price Discovery Mechanisms in Agricultural Futures Markets: Evidence from North America by Whitmore, E. R., & Bennett, O. (pp. 1–14)
2. The Role of Futures Contracts in Commodity Price Risk Management by Sørensen, M., & Holloway, G. (pp. 15–29)
3. Hedging Effectiveness of Energy Futures during Periods of Market Volatility by Weber, L., & Grant, A. (pp. 30–45)
4. Futures Market Efficiency and Information Transmission: A Comparative Study by Kovacs, D., & Marino, S. (pp. 46–61)
5. Exchange-Traded Derivatives and Institutional Portfolio Protection Strategies by Kingsley, J. E., & Laurent, I. (pp. 62–76)
6. Determinants of Trading Activity in Global Commodity Futures Exchanges by Al-Mansoori, A., & Carter, B. (pp. 77–91)
7. Volatility Spillovers Between Spot and Futures Markets: Evidence from Precious Metals by Nakamura, H., & Richardson, C. (pp. 92–107)
8. Risk Hedging Practices among Agribusiness Firms Using Futures Instruments by Brookfield, S. T., & Foster, E. (pp. 108–123)
9. Futures Trading and Market Liquidity in Emerging Economies by Mendoza, C., & Narayanan, P. (pp. 124–138)
10. The Impact of Macroeconomic Announcements on Futures Market Behavior by Caldwell, N. J., & Petrova, E. (pp. 139–153)
11. Dynamic Hedging Models for Commodity Producers: An Empirical Assessment by O’Connor, L., & Mitchell, S. (pp. 154–168)
12. Futures Markets and Price Stabilization: Perspectives from Developing Economies by Zhang, W., & Rahman, M. (pp. 169–184)
13. Speculation and Market Efficiency in Futures Trading Environments by Northwood, A. P., & Brooks, H. (pp. 185–199)
14. Financial Derivatives as Instruments for Corporate Risk Mitigation by Fairmont, R., & Al-Hassan, N. (pp. 200–214)
15. Advances in Quantitative Techniques for Futures Market Forecasting by Johansson, V., & Costa, I. (pp. 215–230)