Bibliography 501
Jarrow, R. A. and G. S. Oldeld. “Forward Contracts and Futures
Contracts.” Journal of Financial Economics, Vol. 9, No. 4(De-
cember 1981): 373–382.
Jing Quan. “A Time-series Analysis of the Crude Oil Spot and
Futures Market.” e Journal of Futures Markets, Vol. 12, No.
2(1992): 139–50.
Johnson, L. L. “e eory of Hedging and Speculation in Com-
modity Futures.” Review of Economic Studies, Vol. 27, No.
3(October 1960): 139–151.
Jones, F. J. “e Economics of Futures and Options Contracts
Based on Cash Settlement.” Journal of Futures Markets, Vol. 2,
No. 1(Spring 1982): 63–82.
Jones, R. A. “Conversion Factor Risk in Treasury Bond Futures:
Comment.” Journal of Futures Markets, Vol. 5, No. 1(1985):
115–120. ...