Qingfu Liu, Fudan University

Xinfeng Ruan, Xi'an Jiaotong-Liverpool University

This special issue addresses the intersection of interdisciplinary approaches and derivatives markets research. It seeks to move beyond conventional frameworks in asset pricing and risk management by incorporating methods from climate finance, AI, alternative data sources, and machine learning. The focus extends to understanding how derivatives pricing, trading dynamics, and risk allocation contribute to financial stability and market efficiency.

The call welcomes research on climate and green finance applications in derivatives, as well as studies employing emerging technologies such as trustworthy AI, deep learning, and large language models. Beyond these areas, the issue invites broader interdisciplinary perspectives including quantum finance, econophysics, decentralized finance, and biodiversity finance. The special issue is linked to the 15th International Conference on Futures and Other Derivatives, which provides a foundation for attracting high-quality submissions from both academics and practitioners.

Appel publié par Journal of Futures Markets. Voir l'appel sur le site de l'éditeur. Fiche de l'appel sur kerostig.

Potential topics

• Climate risk, extreme weather, and derivatives markets
• Carbon derivatives and energy transition pricing
• Multimodal and alternative data in derivatives pricing and forecasting
• Trustworthy AI and deep learning in derivatives markets
• Large language models in trading and risk management
• Quantum finance and physics-inspired pricing models
• Econophysics and complex systems in market dynamics
• Decentralized finance and financial innovation
• Price discovery and volatility dynamics
• Risk transmission and hedging efficiency
• Corporate finance and asset pricing

Timeline

• February 28, 2027: Submission deadline