dynamics in commodity spot and futures markets, a stochastic dominance approach to financial risk management strategies … components, COMFORT: A common market factor non-Gaussian returns model, divided governments and futures prices, and model …

models. This paper addresses the question of risk management of risk, namely VaR of VIX futures prices. We examine how …

crude oil spot and futures prices. The use of grains for the creation of bio-fuels has sparked fears that these demands are … inflating food prices. We analyse approximately 10 years of daily spot and futures prices for corn, wheat, sugar ethanol and oil …

’s subsequent volatility in both spot and futures markets. Financial derivatives, which are not only highly representative of the … underlying indices, but can also be traded on both the spot and futures markets, include Exchange Traded Funds (ETFs), a tradable … spot index whose aim is to replicate the return of an underlying benchmark index. When ETF futures are not available to …