As stock market indexes are not tradeable, the importance and trading volume of Exchange Traded Funds (ETFs) cannot be … understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a strong … relationship between the S&P500 Composite Index and the Volatility Index (VIX), but few empirical studies have focused on the …

As stock market indexes are not tradeable, the importance and trading volume of Exchange-Traded Funds (ETFs) cannot be … understated. ETFs track and attempt to replicate the performance of a specific index. Numerous studies have demonstrated a strong … relationship between the S&P500 Composite Index and the Volatility Index (VIX), but few empirical studies have focused on the …

relationship and the interactions on price and volatility, with special focus on the covolatility spillover effects for these two … volatility or covolatility in another asset, between the energy and agricultural industries is the primary emphasis of the paper … sought to find a relationship among commodity prices. Only a few published papers have been concerned with volatility …

’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 … futures. The purpose of the paper is to investigate the co-volatility spillovers within and across the U.S. energy and …