Which futures should be targeted in the Chinese stock futures market? —A TVP-VAR-DCA-rv approach.

Authors: Xie, Yuegu¹ (AUTHOR), Wang, Haoyu² (AUTHOR) why_ecofiliter@126.com, Di, Junpeng¹ (AUTHOR)

Source: Applied Economics Letters. Feb2025, p1-10. 10p. 6 Illustrations.

Subject Terms: *Stock index futures, *Futures market, *Investors

ADAPTING TO UNCERTAINTY: A QUANTITATIVE INVESTMENT DECISION MODEL WITH INVESTOR SENTIMENT AND ATTENTION ANALYSIS.

Authors: Jie GAO¹, Xiuran BAI¹, Huimin TAN¹ tanhuimin@swufe.edu.cn, Chunguo FAN¹ chunguo_fan@163.com, Yunshu MAO¹, Zeshui XU²

Source: Technological & Economic Development of Economy. 2025, Vol. 31 Issue 2, p447-479. 33p.

Subject Terms: *Stock index futures, *Business cycles, *Market sentiment, Language models, Optimization algorithms

Association between atherogenic index of plasma and future risk of cardiovascular disease in individuals with cardiovascular-kidney-metabolic syndrome stages 0–3: a nationwide prospective cohort study.

Authors: Zheng, Gaoshu¹ (AUTHOR), Jin, Jijie² (AUTHOR), Wang, Fei² (AUTHOR), Zheng, Qianrong² (AUTHOR), Shao, Jiaxin² (AUTHOR), Yao, Jiangnan² (AUTHOR), Huang, Pan² (AUTHOR) hpzyqzjh@wmu.edu.cn, Zhou, Hao¹ (AUTHOR) wyzhouhao66@163.com, Zhou, Jianghua¹ (AUTHOR) zhoujianghua@wmu.edu.cn

Source: Cardiovascular Diabetology. 1/18/2025, Vol. 24 Issue 1, p1-10. 10p.

Subject Terms: *STOCK index futures, *CHRONIC kidney failure, *MEDICAL sciences, *CLUSTER analysis (Statistics), *REGRESSION analysis

The Spatiotemporal Evolution of Vegetation in the Henan Section of the Yellow River Basin and Mining Areas Based on the Normalized Difference Vegetation Index.

Authors: Chen, Zhichao¹ (AUTHOR) czc@hpu.edu.cn, Liu, Xueqing¹ (AUTHOR), Feng, Honghao¹ (AUTHOR), Wang, Hongtao¹ (AUTHOR), Hao, Chengyuan¹ (AUTHOR) haocy@hpu.edu.cn

Source: Remote Sensing. Dec2024, Vol. 16 Issue 23, p4419. 24p.

Subject Terms: *NORMALIZED difference vegetation index, *STOCK index futures, *WATERSHEDS, *SUSTAINABLE development, *MINES & mineral resources

Future Orienteering Evaluation Model: forecasting, foresight and anticipation indices.

Authors: Fasoli, Giulia¹ (AUTHOR), Poli, Roberto¹ (AUTHOR) roberto.poli@unitn.it

Source: European Journal of Futures Research. 9/30/2024, Vol. 12 Issue 1, p1-8. 8p.

Subject Terms: *STOCK index futures, *ORIENTEERING, *EXPECTATION (Psychology), *FUTURES studies, *ORIENTEERS

Association between the triglyceride glucose-body mass index and future cardiovascular disease risk in a population with Cardiovascular-Kidney-Metabolic syndrome stage 0–3: a nationwide prospective cohort study.

Authors: Li, Weipeng^1,2,3 (AUTHOR), Shen, Chaonan^1,2,3 (AUTHOR), Kong, Weiya⁴ (AUTHOR), Zhou, Xiaohui¹ (AUTHOR), Fan, Huimin^2,5 (AUTHOR), Zhang, Yuzhen^1,2 (AUTHOR) yzzhang-tj@tongji.edu.cn, Liu, Zhongmin^1,2 (AUTHOR) liu.zhongmin@tongji.edu.cn, Zheng, Liang^1,2 (AUTHOR) zhengliang@tongji.edu.cn

Source: Cardiovascular Diabetology. 8/7/2024, Vol. 23 Issue 1, p1-11. 11p.

Subject Terms: *STOCK index futures, *BODY mass index, *INSULIN resistance, *BLOOD sugar, *REGRESSION analysis

Identifying the Effect of Stock Indexing: Impetus or Impediment to Arbitrage and Price Discovery?

Authors: Ahn, Byung Hyun¹ (AUTHOR) byunghyun_ahn@haas.berkeley.edu, Patatoukas, Panos N.¹ (AUTHOR) panos@haas.berkeley.edu

Source: Journal of Financial & Quantitative Analysis. Aug2022, Vol. 57 Issue 5, p2022-2062. 41p.

Subject Terms: *Stock price indexes, *Stock index futures, *Stock prices, *Stocks (Finance), *Arbitrage, *Investments, *Market capitalization, *Small capitalization stocks

India's Rising Power Force.

Authors: Keat, Collins Chong Yew collins@um.edu.my

Source: International Policy Digest. 2/11/2025, p1-3. 3p.

Subject Terms: *ECONOMIC development, *BOUNDARY disputes, *STAGNATION (Economics), *INTERNATIONAL relations, STOCK index futures, QUANTUM information science

Riemannian‐geometric regime‐switching covariance hedging.

Authors: Lee, Hsiang‐Tai¹ (AUTHOR) sagerncu@gmail.com

Source: Journal of Futures Markets. Jun2024, Vol. 44 Issue 6, p1003-1054. 52p.

Subject Terms: *Hedging (Finance), *Stock index futures, *Value at risk, *Futures market, Riemannian manifolds

INTRADAY RETURN OF WINNERS VS LOSERS: INDONESIAN CAPITAL MARKET EVIDENCE.

Authors: Hamidi, Masyhuri¹ masyhurihamidi@eb.unand.ac.id, Adrianto, Fajri¹, Nanda, Nanda², Putra, Eko Dwi³, Abdul Jamal, Amer Azlan⁴

Source: International Journal of Business & Society. 2024, Vol. 25 Issue 2, p773-788. 16p.

Subject Terms: *Stock index futures, *Capital market, *Investors, *Investment policy, *Stocks (Finance), *Futures market, *Futures

A general framework for a joint calibration of VIX and VXX options.

Authors: Grasselli, Martino^1,2 (AUTHOR), Mazzoran, Andrea¹ (AUTHOR), Pallavicini, Andrea³ (AUTHOR) andrea.pallavicini@intesasanpaolo.com

Source: Annals of Operations Research. May2024, Vol. 336 Issue 1/2, p3-26. 24p.

Subject Terms: *Stock index futures, *Futures market, *Market volatility, *Futures, Calibration, Smiling

Ulusal Literatürde Müşteri Katılımının Kavramsallaştırılması ve Öne Çıkan Temalar Üzerine Bibliyografik Bir Analiz.

Alternate Title: Conceptualization of Customer Engagement and Prominent Themes in National Literature: A Bibliographic Analysis.

Authors: PINAR, Melike¹ melike.pinar@asbu.edu.tr, ERYİĞİT, Canan² canand@hacettepe.edu.tr

Source: Journal of Business Research-Turk / Isletme Arastirmalari Dergisi. 2024, Vol. 16 Issue 3, p1531-1551. 21p.

Subject Terms: *Derivative securities, *Stock index futures, *Economic indicators, *Futures market, Islamic finance, GARCH model

Bist Vadeli İşlemler Piyasası İle Katılım Endeksleri Arasındaki İlişkinin Analizi.

Alternate Title: Analysis of the Relationship between the Futures Market and Participation Indices in Bist.

Authors: TÜRKAN, Yavuz¹ yturkan@bingol.edu.tr

Source: Journal of Business Research-Turk / Isletme Arastirmalari Dergisi. 2024, Vol. 16 Issue 3, p1522-1530. 9p.

Subject Terms: *Derivative securities, *Stock index futures, *Economic indicators, *Futures market, Islamic finance

Asymmetric Commodity Tails and Index Futures Returns.

Authors: Wang, Yuanzhi¹ (AUTHOR), Wei, Xinbei² (AUTHOR) xinbei_wei@cueb.edu.cn, Zhang, Qunzi¹ (AUTHOR)

Source: Journal of Futures Markets. Mar2025, Vol. 45 Issue 3, p247-265. 19p.

Subject Terms: *Standard & Poor's 500 Index, *Stock index futures, *Expected returns, *Forecasting, *Investment risk, *Macroeconomics

Which Way Does the Wind Blow Between SPX Futures and VIX Futures?

Authors: Aikins, Ekow A.¹ (AUTHOR), Kurov, Alexander¹ (AUTHOR) alkurov@mail.wvu.edu

Source: Journal of Futures Markets. Feb2025, Vol. 45 Issue 2, p79-90. 12p.

Subject Terms: *Stock index futures, *Market volatility, *Financial markets, *Rate of return on stocks, *Futures market, *Volatility (Securities), Heteroscedasticity

Trading VIX on Volatility Forecasts: Another Volatility Puzzle?

Authors: Degiannakis, Stavros^1,2 (AUTHOR) s.degiannakis@panteion.gr, Delis, Panagiotis^2,3 (AUTHOR), Filis, George⁴ (AUTHOR), Giannopoulos, George^5,6 (AUTHOR)

Source: Journal of Forecasting. Feb2025, p1. 17p. 6 Illustrations.

Subject Terms: *Stock index futures, *Market volatility, *Stocks (Finance), *Marketing models, Motivation (Psychology)

Triglyceride-glucose index is associated with the risk of impaired fasting glucose in Chinese elderly individuals.

Authors: Liu, Jie¹ (AUTHOR), Yi, Feng² (AUTHOR), Duan, Kai² (AUTHOR), Liu, Haibo² (AUTHOR) 397736162@qq.com

Source: Scientific Reports. 7/11/2024, Vol. 14 Issue 1, p1-11. 11p.

Subject Terms: *OLDER people, *STOCK index futures, *PROPORTIONAL hazards models, *TRIGLYCERIDES, *GLUCOSE

SF-Transformer: A Mutual Information-Enhanced Transformer Model with Spot-Forward Parity for Forecasting Long-Term Chinese Stock Index Futures Prices.

Authors: Mao, Weifang¹ (AUTHOR) wfmao@hnu.edu.cn, Liu, Pin² (AUTHOR) jiandanglp@csu.edu.cn, Huang, Jixian³ (AUTHOR) jxhuang@csu.edu.cn

Source: Entropy. Jun2024, Vol. 26 Issue 6, p478. 22p.

Subject Terms: *STOCK index futures, *TRANSFORMER models, *STOCK price indexes, *MACHINE learning, *STOCK price forecasting, *DEEP learning, *FORECASTING

Geographic Terms: CHINA

Against Rehabilitated Killjoys: Cripping Feminist Geographies of Academic Care.

Authors: Clancy, Erin¹ eclancy2@wisc.edu

Source: ACME: An International Journal for Critical Geographies. 2024, Vol. 23 Issue 3, p169-191. 23p.

Subject Terms: *STOCK index futures, *FEMINISTS, *SOCIAL cohesion, *INTELLECTUAL disabilities, *NEURODIVERSITY, *GEOGRAPHY

Tail risk aversion and backwardation of index futures.

Authors: Liang, Jufang¹ (AUTHOR), Yang, Dan¹ (AUTHOR), Han, Qian² (AUTHOR) hanq37@mail.sysu.edu.cn

Source: Quantitative Finance. Mar/Apr2024, Vol. 24 Issue 3/4, p387-407. 21p.

Subject Terms: *Stock index futures, *Risk premiums, *Volatility (Securities), *Investment risk, *Financial crises, *Risk aversion, *Futures market, Contango & backwardation