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 …

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 …