(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 …

-wide volatility. A vocal set of market participants insist that LETF-related trading causes excess volatility and manipulates prices … stocks, increases their volatility, and that some of this impact is reversed in the first hour of the next day. The impact is …

This paper presents a new lower bound on the equity premium in terms of a volatility index, SVIX, that can be …

Target volatility options (TVO) are a new class of derivatives whose payoff depends on some measure of volatility … volatility. For instance, a target volatility call can be viewed as a European call whose notional amount depends on the ratio of … the target volatility (a fixed quantity representing the investor's expectation of the future realized volatility) and the …