will enable these uncertainties to be defined and measured. For this purpose, the first volatility index created was the … VIX Index as an indicator of uncertainty in the stock markets, which was followed by the OVX Index as an indicator of … uncertainty in the oil markets and the GVZ Index as an indicator of uncertainty in the gold markets. These volatility indices are …

improvements. The present paper seeks to contribute to this evolution, focusing on the “Global Risk Appetite Index” (GRAI) class of …

A commodity index is designed as an equal-weighted set of four complementary tactics. The resulting portfolio takes …. Index performance is compared with long commodity indexes and commodity hedge funds. The benefits of an overlay strategy is …

The Dow Jones Industrial Average (DJIA), or Dow Jones, is a stock market index that measures the stock performance of … benchmark indicator or index that measures a particular market, as it provides a sense of direction of where the market is … index or indicator has been designed for the Global Cryptocurrency Markets. Those that do exist, capture a very small …