The Journal of Futures Markets publishes research on financial derivatives, including options and futures, with a focus on pricing, hedging, and market dynamics. Articles explore the impact of various factors such as liquidity, economic policy uncertainty, investor attention, and geopolitical risk on market behavior and price discovery. The journal also investigates emerging areas like Decentralized Finance (DeFi) and the influence of textual sentiment and biodiversity risk on commodity markets.
Based on the Think.Check.Submit framework by DOAJ, COPE & OASPA. All data from verified open sources.
Publication & Citation Trend
Articles published
Times cited
2019
2020
2021
2022
2023
2024
2025
2026
Source: OpenAlex · Note: citations accumulate over time so older years appear higher
SJR Quartile by Discipline
Scimago ranks this journal separately in each subject category — its quartile can differ by discipline.
AccountingQ2
Business, Management and Accounting (miscellaneous)Q2
Economics and EconometricsQ2
FinanceQ2
Subject Classification
Web of Science Categories
Business, Finance
Scopus Categories
FinanceEconomics and EconometricsAccountingBusiness, Management and Accounting (miscellaneous)
Research Topics (OpenAlex)
Financial Markets and Investment StrategiesMarket Dynamics and VolatilityStochastic processes and financial applicationsFinancial Risk and Volatility ModelingMonetary Policy and Economic ImpactCapital Investment and Risk AnalysisComplex Systems and Time Series AnalysisCorporate Finance and GovernanceCredit Risk and Financial RegulationsInsurance and Financial Risk Management