characteristics of financially important commodities. In many cases a passive investment in an index is most suitable. As the GSCI is … ; commodity index ; GSCI ; portfolio optimization with commodities ; spot return ; roll return ; collateral return …

2017 for 25 US-traded commodities, we find a statistically significant increase in comovement among non-energy index …-commodities. This increase is only temporary. In contrast, no change in comovement is observed for off-index commodities over the entire … the results. Such comovement ‘index effect' is in line with the predictions of theoretical models of the financialization …

During the past two decades, the Cboe Volatility Index (VIX® Index), a key measure of investor sentiment and 30-day … investors access to exchange-traded vehicles for taking long and short exposures to expected S&P 500 Index volatility for a … Index (United States), AXVI Index (Australia), VHSI Index (Hong Kong), NVIX Index (India) and VSTOXX Index (Europe). All …