Class information for:
Level 1: JOURNAL OF FUTURES MARKETS//CONVENIENCE YIELD//FUTURES MARKETS

Basic class information
Class id #P Avg. number of
references		 Database coverage
of references
4867 1711 25.0 43%


Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
1 4 ECONOMICS//EDUCATION & EDUCATIONAL RESEARCH//PSYCHOL 3876184
67 3       ECONOMICS//BUSINESS, FINANCE//ECON 84262
144 2             BUSINESS, FINANCE//JOURNAL OF FUTURES MARKETS//ECONOMICS 23368
4867 1                   JOURNAL OF FUTURES MARKETS//CONVENIENCE YIELD//FUTURES MARKETS 1711

Terms with highest relevance score


rank Term termType Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 JOURNAL OF FUTURES MARKETS journal 3660307 35% 35% 593
2 CONVENIENCE YIELD authKW 342322 2% 71% 27
3 FUTURES MARKETS authKW 296519 3% 30% 55
4 THEORY OF STORAGE authKW 249827 1% 100% 14
5 HEDGE RATIO authKW 247758 1% 73% 19
6 BUSINESS, FINANCE WoSSC 217253 53% 1% 905
7 OPTIMAL HEDGE RATIO authKW 177392 1% 76% 13
8 HEDGING EFFECTIVENESS authKW 175690 1% 62% 16
9 HEDGING authKW 146442 4% 12% 68
10 FUTURES PRICES authKW 143133 1% 42% 19

Web of Science journal categories


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 Business, Finance 217253 53% 1% 905
2 Agricultural Economics & Policy 92527 17% 2% 283
3 Economics 36115 49% 0% 844
4 Social Sciences, Mathematical Methods 630 3% 0% 43
5 Business 315 3% 0% 48
6 Management 183 3% 0% 46
7 AGRICULTURAL EXPERIMENT STATION REPORTS 146 0% 0% 3
8 Environmental Studies 87 2% 0% 27
9 Mathematics, Interdisciplinary Applications 70 2% 0% 33
10 Operations Research & Management Science 59 2% 0% 31

Address terms


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 DGA SUPERVIS 55761 0% 63% 5
2 AGR CONSUMER ECON 36633 2% 6% 32
3 AGMAS PROJECT 35690 0% 100% 2
4 ESCUELA ECON ADM TURISMO 35690 0% 100% 2
5 EX FINANCIAL REGULAT 35690 0% 100% 2
6 RICHARD S LIU DISTINGUISHED CHAIR BUSINESS 35690 0% 100% 2
7 VANCE 427 35690 0% 100% 2
8 INT BUSINESS PROGRAM 31859 0% 36% 5
9 FIN UC INVEST AVANZADA FINANZAS 23792 0% 67% 2
10 AGRIBUSINESS ECON 23298 1% 15% 9

Journals


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class
1 JOURNAL OF FUTURES MARKETS 3660307 35% 35% 593
2 AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS 71695 8% 3% 133
3 JOURNAL OF AGRICULTURAL AND RESOURCE ECONOMICS 33744 2% 5% 38
4 JOURNAL OF FINANCE 13511 3% 2% 48
5 CANADIAN JOURNAL OF AGRICULTURAL ECONOMICS-REVUE CANADIENNE D ECONOMIE RURALE 11236 1% 4% 18
6 JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS 10187 2% 2% 29
7 ENERGY ECONOMICS 7151 2% 1% 34
8 JOURNAL OF BANKING & FINANCE 6118 2% 1% 39
9 JOURNAL OF FINANCIAL RESEARCH 5691 1% 3% 11
10 JOURNAL OF BUSINESS 5407 1% 2% 16

Author Key Words


Rank Term Chi square Shr. of publ. in
class containing
term		 Class's shr. of
term's tot. occurrences		 #P with
term in
class		 LCSH search Wikipedia search
1 CONVENIENCE YIELD 342322 2% 71% 27 Search CONVENIENCE+YIELD Search CONVENIENCE+YIELD
2 FUTURES MARKETS 296519 3% 30% 55 Search FUTURES+MARKETS Search FUTURES+MARKETS
3 THEORY OF STORAGE 249827 1% 100% 14 Search THEORY+OF+STORAGE Search THEORY+OF+STORAGE
4 HEDGE RATIO 247758 1% 73% 19 Search HEDGE+RATIO Search HEDGE+RATIO
5 OPTIMAL HEDGE RATIO 177392 1% 76% 13 Search OPTIMAL+HEDGE+RATIO Search OPTIMAL+HEDGE+RATIO
6 HEDGING EFFECTIVENESS 175690 1% 62% 16 Search HEDGING+EFFECTIVENESS Search HEDGING+EFFECTIVENESS
7 HEDGING 146442 4% 12% 68 Search HEDGING Search HEDGING
8 FUTURES PRICES 143133 1% 42% 19 Search FUTURES+PRICES Search FUTURES+PRICES
9 BACKWARDATION 99129 1% 56% 10 Search BACKWARDATION Search BACKWARDATION
10 FUTURES 95726 2% 14% 38 Search FUTURES Search FUTURES

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.


Rank Reference # ref.
in cl.		 Shr. of ref. in
cl.		 Citations
1 GARCIA, P , LEUTHOLD, RM , (2004) A SELECTED REVIEW OF AGRICULTURAL COMMODITY FUTURES AND OPTIONS MARKETS.EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS. VOL. 31. ISSUE 3. P. 235 -272 88 73% 27
2 CARTER, CA , (1999) COMMODITY FUTURES MARKETS: A SURVEY.AUSTRALIAN JOURNAL OF AGRICULTURAL AND RESOURCE ECONOMICS. VOL. 43. ISSUE 2. P. 209 -247 75 82% 25
3 LIEN, D , TSE, YK , (2002) SOME RECENT DEVELOPMENTS IN FUTURES HEDGING.JOURNAL OF ECONOMIC SURVEYS. VOL. 16. ISSUE 3. P. 357 -396 56 69% 54
4 STEFANI, G , TIBERTI, M , (2016) MULTIPERIOD OPTIMAL HEDGING RATIOS: METHODOLOGICAL ASPECTS AND APPLICATION TO A WHEAT MARKET.EUROPEAN REVIEW OF AGRICULTURAL ECONOMICS. VOL. 43. ISSUE 3. P. 503 -531 24 83% 0
5 KARALI, B , (2012) DO USDA ANNOUNCEMENTS AFFECT COMOVEMENTS ACROSS COMMODITY FUTURES RETURNS?.JOURNAL OF AGRICULTURAL AND RESOURCE ECONOMICS. VOL. 37. ISSUE 1. P. 77-97 28 72% 4
6 CHEN, F , SUTCLIFFE, C , (2012) BETTER CROSS HEDGES WITH COMPOSITE HEDGING? HEDGING EQUITY PORTFOLIOS USING FINANCIAL AND COMMODITY FUTURES.EUROPEAN JOURNAL OF FINANCE. VOL. 18. ISSUE 6. P. 575 -595 25 81% 3
7 FU, JH , (2014) MULTI-OBJECTIVE HEDGING MODEL WITH THE THIRD CENTRAL MOMENT AND THE CAPITAL BUDGET.ECONOMIC MODELLING. VOL. 36. ISSUE . P. 213-219 21 91% 0
8 TOMEK, WG , PETERSON, HH , (2001) RISK MANAGEMENT IN AGRICULTURAL MARKETS: A REVIEW.JOURNAL OF FUTURES MARKETS. VOL. 21. ISSUE 10. P. 953 -985 39 66% 28
9 BESSLER, W , LEONHARDT, A , WOLFF, D , (2016) ANALYZING HEDGING STRATEGIES FOR FIXED INCOME PORTFOLIOS: A BAYESIAN APPROACH FOR MODEL SELECTION.INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS. VOL. 46. ISSUE . P. 239 -256 26 68% 0
10 GORTON, GB , HAYASHI, F , ROUWENHORST, KG , (2013) THE FUNDAMENTALS OF COMMODITY FUTURES RETURNS.REVIEW OF FINANCE. VOL. 17. ISSUE 1. P. 35-105 20 74% 49

Classes with closest relation at Level 1


Rank Class id link
1 32429 CLEARING MARGIN//FUTURES CLEARINGHOUSES//NEW ENGLAND ECONOMIC REVIEW
2 18007 PREBISCH SINGER HYPOTHESIS//PRIMARY COMMODITY PRICES//SUPER CYCLES
3 15418 EXCHANGE RATE EXPOSURE//HEDGING//CORPORATE HEDGING
4 4377 OIL PRICES//OIL PRICE SHOCKS//ENERGY ECONOMICS
5 12817 CROP INSURANCE//AGRICULTURAL ECONOMICS & POLICY//WEATHER DERIVATIVES
6 29727 FREIGHT RATES//DRY BULK SHIPPING//FORWARD FREIGHT AGREEMENTS
7 452 MARKET MICROSTRUCTURE//BUSINESS, FINANCE//JOURNAL OF FINANCIAL MARKETS
8 17118 ELECTRICITY PRICE FORECASTING//PRICE FORECASTING//ELECTRICITY SPOT PRICE
9 4711 TERM STRUCTURE//TERM STRUCTURE OF INTEREST RATES//EXPECTATIONS HYPOTHESIS
10 7789 CARRY TRADE//UNCOVERED INTEREST PARITY//FORWARD PREMIUM PUZZLE

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