derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF …) prices that are related to natural gas stock prices. The volatility spillover effect is the delayed effect of a returns shock … spot, futures and ETF markets using the multivariate conditional volatility diagonal BEKK model. The data used include …

oil derivatives, specifically futures, and stock index returns in UK and USA. The paper will also analyze the Chinese … results, dynamic hedging strategies will be suggested to analyze market fluctuations in crude oil prices and associated …