(ETFs), amplified the volatility transmission channel introduced by financialization. This paper focuses on the volatility … an impact on the volatility of commodity prices, predominantly for non-energy commodities. However, the impact on … volatility is not symmetric across all commodities. The analysis of index investment and investors’ positions in futures markets …

spot, futures and ETF markets using the multivariate conditional volatility diagonal BEKK model. The data used include … widely-used energy resources worldwide, natural gas has a large daily trading volume. In order to hedge the risk of natural … derivatives markets. These hedging instruments include natural gas futures and options, as well as Exchange Traded Fund (ETF …