oil derivatives, specifically futures, and stock index returns in UK and USA. The paper will also analyze the Chinese …

derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF … spot, futures and ETF markets using the multivariate conditional volatility diagonal BEKK model. The data used include … natural gas spot and futures returns data from two major international natural gas derivatives markets, namely NYMEX (USA) and …

index can be traded by using volatility derivatives, such as volatility and variance swaps, options and futures. The most … futures as derivatives of the “fear” index. VIX is based on S&P500 call and put options over a wide range of strike prices … risk. VIX and its options and futures derivatives has been widely analysed in recent years. An alternative volatility …

, options and futures. The most popular volatility index is VIX, which is a key measure of market expectations of volatility … as a “fear” index, and of VIX options and VIX futures as derivatives of the “fear” index. VIX is based on S&P500 call and … volatility derivatives to avoid exposure to volatility risk. VIX and its options and futures derivatives has been widely analysed …

, options and futures. The most popular volatility index is VIX, which is a key measure of market expectations of volatility … as a “fear” index, and of VIX options and VIX futures as derivatives of the “fear” index. VIX is based on S&P500 call and … volatility derivatives to avoid exposure to volatility risk. VIX and its options and futures derivatives has been widely analysed …

, options and futures. The most popular volatility index is VIX, which is a key measure of market expectations of volatility … as a “fear” index, and of VIX options and VIX futures as derivatives of the “fear” index. VIX is based on S&P500 call and … volatility derivatives to avoid exposure to volatility risk. VIX and its options and futures derivatives has been widely analysed …

, options and futures. The most popular volatility index is VIX, which is a key measure of market expectations of volatility … as a “fear” index, and of VIX options and VIX futures as derivatives of the “fear” index. VIX is based on S&P500 call and … volatility derivatives to avoid exposure to volatility risk. VIX and its options and futures derivatives has been widely analysed …

derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF … spot, futures and ETF markets using the multivariate conditional volatility diagonal BEKK model. The data used include … natural gas spot and futures returns data from two major international natural gas derivatives markets, namely NYMEX (USA) and …

oil derivatives, specifically futures, and stock index returns in UK and USA. The paper will also analyze the Chinese …

. The purpose of this paper is to examine the volatility spillovers for spot and futures returns on bio-ethanol and related … that the futures prices of bio-ethanol and the two agricultural commodities, corn and sugarcane, have stronger co … should be considered as viable futures products in financial portfolios for risk management. …