The 15th ICFOD Conference “Interdisciplinary Research in Derivatives” Call for Papers for the JFutM 2026 Special Issue Conference

21-22 November 2026

Xi’an Jiaotong-Liverpool University, Suzhou, China

Overview

The 15th ICFOD conference will be hosted by the International Business School Suzhou (IBSS), Xi’an Jiaotong-Liverpool University (XJTLU) in Suzhou on 21-22 November 2026. Under the theme “Interdisciplinary Research in Derivatives”, the conference is supported by a special issue of the Journal of Futures Markets (JFutM, indexed in SSCI and ABS 3).

Financial research is increasingly moving beyond traditional asset pricing, risk management, and market microstructure frameworks towards a more interdisciplinary approach. Methods and insights from climate and green finance, trustworthy AI, multimodal data, and deep learning are reshaping how scholars study information processing, risk transmission and trading behaviour.

Derivatives markets, including futures, options, swaps, and other derivative instruments, constitute an important component of the modern financial system. Their pricing and trading activities influence risk allocation, capital flows, hedging demand, and market expectations. Understanding how these markets function – from price discovery, volatility dynamics, risk transmission, and hedging efficiency in derivatives markets – is therefore essential to improving market efficiency, strengthening financial stability, and enhancing financial risk management.

The conference seeks to promote interdisciplinary finance research in derivatives markets and closely related financial markets. We especially encourage submissions on climate finance and green finance in derivatives markets. We also welcome studies applying new data and new methods to derivatives markets, including multi-modal data, alternative data, trustworthy AI, deep learning, large language models, and other emerging approaches. Broader interdisciplinary finance topics, such as quantum finance, econophysics, decentralized finance, and biodiversity finance, are also welcome. We also encourage research on important topics in finance, including corporate finance, asset pricing, and other related areas, that advances the understanding of financial markets and financial systems.

Topics include, but are not limited to:

1. Climate and Sustainable Finance in Futures and Other Derivatives Markets

• Climate risk, extreme weather, and derivatives markets
• Carbon derivatives and energy transition pricing
• Biodiversity and nature-related risks, and derivatives risk management

2. Data and Technology-Driven in Futures and Other Derivatives

• 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
• High-frequency data and volatility modelling in derivatives market

3. Emerging Interdisciplinary Finance in Futures and Other Derivatives Trading

• Quantum finance and physics-inspired pricing models
• Econophysics and complex systems in market dynamics
• Decentralized finance and financial innovation
• Other emerging interdisciplinary frontiers in finance

4. The Role of Futures and Other Derivatives in Stabilizing and Invigorating the Spot Market

• Heterogeneous trader behaviors and their impacts on market operational performance
• Price discovery and risk hedging across futures and other derivatives
• Liquidity, volatility and trader performance
• Cross-market(futures-spot), cross-venue(exchange-traded-OTC), and cross-border behavior and their market impacts

Key Dates

Registration fee deadline (for presenters): Closed

Registration fee deadline (for audiences or co-authors): 15 November 2026

Conference dates: 21-22 November 2026

Conference Programme

Awards and Support

This call for papers is supported by the China Financial Futures Exchange. Outstanding Paper Awards will be presented in the categories of Financial Futures, Financial Options, and Innovations in Financial Theory. This conference is supported by CCERDATA and Soochow Futures.

Potential Publications

The Journal of Futures Markets (JFutM, SSCI, ABS 3) will publish a special issue. A selection of high quality English-language papers from the conference will be considered for publication. All papers accepted for the conference are eligible to be considered for publication in the JFutM. Papers will be reviewed for these journals upon receipt using their normal criteria.

Please note that acceptance of a paper to the conference does not guarantee publication in JFutM. All papers will go through the journal’s standard blind review process. Special issue information will be available on the journal website soon.

Additional Supporting Journals:

International Review of Finance, (SSCI, ABDC A)

International Journal of Finance and Economics, (SSCI, ABS 3)

Conference Registration

Registration for presenters is now closed.

For non-presenting participants and co-authors, registration remains open until 15 November 2026.

The registration fee is RMB 2,000 (or USD 300). Please note that all fees are Non-Refundable. Thank you for your understanding and cooperation.

Registration Form Link: https://xjtlu.mike-x.com/F0KXq. The 15th ICFOD Conference Organizing Committee will send you an email to confirm your payment.

Contact Email

For any inquiries regarding the conference, please feel free to contact the Conference support team at:
Email: ICFOD2026.IBSS@xjtlu.edu.cn.

Conference Co-Chairs:

Qingfu LIU, Fudan University

Libo YIN, Beihang University

Qunzi ZHANG, Shandong University

Conference Organizing Committee Chairs:

Xinfeng RUAN, Xi’an Jiaotong-Liverpool University

Jia ZHAI, Xi’an Jiaotong-Liverpool University

Conference Organizing Committee Members:

Shimeng SHI, Xi’an Jiaotong-Liverpool University

Yingying WU, Xi’an Jiaotong-Liverpool University

Xingzhi YAO, Xi’an Jiaotong-Liverpool University

Ning ZHANG, Xi’an Jiaotong-Liverpool University

Yuanyi ZHANG, Xi’an Jiaotong-Liverpool University

Programme Committee Chair:

Professor Bart Frijns, Journal of Futures Markets (John Wiley & Sons), USA

Conference Members:

Jun CAI, City University of Hong Kong

Jaime CASASSUS, Universidad Catolica de Chile

Guotai CHI, Dalian University of Technology

Lin William Cong, Cornell University

Jianqing FAN, Princeton University

Joseph FUNG, Hong Kong Baptist University

Liyan HAN, Beihang University

Qian HAN, Sun Yat-sen University

Feng HE, Capital University of Economics and Business

Renhai HUA, Nanjing University of Finance and Economics

Jangkoo KANG, KAIST

Tong Suk KIM, KAIST

Jianping LI, Chinese Academy of Sciences

Ping LI, Capital University of Economics and Business

Qingfu LIU, Fudan University

Peng LIU, Cornell University

Yanchu LIU, Sun Yat-sen University

Brian M. LUCEY, Trinity College Dublin

Xingguo LUO, Zhejiang University

Youwei LI, Hull University

Jun QIAN, Fudan University

Yiuman TSE, University of Missouri –Saint Louis

Samuel A. VIGNE, LUISS Business School, Italy

Chongfeng WU, Shanghai Jiaotong University

Jian YANG, University of Colorado

Shenggang YANG, Hunan University

Libo YIN, Beihang University

Xianzhi YUAN, Shanghai Lixin Accounting and Finance Institute

Yan ZENG, Sun Yat-sen University

Hao ZHANG, Guangdong University of Foreign Studies

Huiyan ZHANG, Shanghai Futures Exchange

Jinqing ZHANG, Fudan University

Qunzi ZHANG, Shandong University

Yongmin ZHANG, Ningbo University

Zhenlong ZHENG, Xiamen University