Concepedia

Futures Contract Design

Futures Contract Design is a structured framework within derivatives market theory that specifies the standardized terms, including underlying asset, contract size, expiration date, and settlement mechanism, distinguishing it from other financial instrument designs by its focus on minimizing counterparty risk and ensuring market liquidity in regulated exchange-traded environments.

124

Publications

5.4K

Citations

201

Authors

117

Institutions

Publications per year

2017–2026

8

Parents

Publications

124

Forward contracts and futures contracts

Robert A. Jarrow, George S. Oldfield · Journal of Financial Economics · 1981 · 235 citations

, , +10

A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100

Chris Brooks, Alistair G. Rew, Stuart Ritson · International Journal of Forecasting · 2001 · 205 citations · Full text

, , +17

Futures Prices in Supply Analysis

Bruce L. Gardner · American Journal of Agricultural Economics · 1976 · 203 citations

, , +17

A Risk-Return Measure of Hedging Effectiveness

C. Thomas Howard, Louis J. D'Antonio · Journal of Financial and Quantitative Analysis · 1984 · 176 citations

, , +17

Innovation, competition, and new contract design in futures markets

William L. Silber · Journal of Futures Markets · 1981 · 167 citations

, , +14

1–5 of 124

Authors

201

  1. JP
    J.M.E. Pennings

    Wageningen University & Research, Netherlands

    5 publications · 100 citations

    5

    h-index

  2. WL
    William L. Silber

    New York University, United States

    3 publications · 294 citations

    3

    h-index

  3. RM
    Raymond M. Leuthold

    University of Illinois Urbana-Champaign, United States

    3 publications · 74 citations

    3

    h-index

  4. GH
    George H. K. Wang

    George Mason University, United States

    3 publications · 64 citations

    3

    h-index

  5. GD
    Gerald D. Gay

    Georgia State University, United States

    3 publications · 224 citations

    3

    h-index

1–5 of 201

Institutions

117

  1. University of Illinois Urbana-Champaign

    Urbana, United States

    6 h-index

    10 publications

    240 citations

  2. University of Utah

    Salt Lake City, United States

    5 h-index

    8 publications

    515 citations

  3. Wageningen University & Research

    Wageningen, The Netherlands

    4 h-index

    7 publications

    133 citations

  4. Georgia State University

    Atlanta, United States

    3 h-index

    5 publications

    374 citations

  5. Commodity Futures Trading Commission

    Washington D.C., United States

    3 h-index

    3 publications

    69 citations

  6. The University of Texas at San Antonio

    San Antonio, United States

    2 h-index

    2 publications

    47 citations

  7. Hofstra University

    Hempstead, United States

    2 h-index

    2 publications

    54 citations

  8. Washington State University

    Pullman, United States

    2 h-index

    2 publications

    76 citations

1–8 of 117

Venues

  1. Journal of Futures Markets

    26 publications · 1.1K citations

    18

    h-index

  2. SSRN Electronic Journal

    Repository · 6 publications · 185 citations

    6

    h-index

  3. The Journal of Finance

    5 publications · 248 citations

    5

    h-index

  4. Review of Financial Studies

    4 publications · 340 citations

    4

    h-index

  5. Applied Financial Economics

    4 publications · 132 citations

    4

    h-index

1–5