Advancing Quantitative Methods and Innovations in Futures Markets: Insights from Emerging and Developed Economies

Éditeurs invités

• Mesias Alfeus, Stellenbosch University
• Erik Schlögl, University of Technology Sydney
• Robert Faff, Corvinus University of Budapest

Synthèse

Futures markets serve as essential mechanisms for price discovery, risk management, and market efficiency in global finance. Recent developments in mathematical finance, particularly in stochastic modeling and derivatives pricing, have generated new insights applicable to these markets. This special issue seeks contributions on cutting-edge quantitative methods in futures markets, emphasizing innovations relevant to both developed and emerging economies, combining theoretical advances with practical applications.

The issue is coordinated with the NITheCS Quantitative Finance Workshop taking place in September 2025 at Stellenbosch University, which will unite leading academics and practitioners in mathematical finance to establish a foundation for high-quality submissions.

Thèmes proposés

• Stochastic modeling and pricing in futures markets
• Market microstructure and liquidity analysis
• Risk management strategies for futures and derivatives
• The impact of ESG factors on futures markets
• High-frequency trading and algorithmic strategies in futures markets
• Hedging techniques and their effectiveness in different market conditions
• Machine learning and AI applications in futures pricing
• Emerging market futures and their role in global financial systems
• Term structure modeling for commodity and financial futures
• Volatility and correlation modeling in futures markets
• Regulatory developments and their implications for futures trading
• The role of central counterparties (CCPs) in futures clearing
• Energy and commodity futures pricing dynamics
• Fixed income and currency futures innovations
• Investor behavior and sentiment analysis in futures trading
• Impact of macroeconomic factors on futures market performance