Diversifying crude oil price risk with crude oil volatility index : the role of volatility-of-volatility
Leon Li, Peter Miu
| Year of publication: |
2024
|
|---|---|
| Authors: | Li, Leon ; Miu, Peter |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 36.2024, Art.-No. 100425, p. 1-25
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| Subject: | Crude oil volatility index (OVX) | Risk diversification | Volatility | Volatility feedback effect | Volatility-of-volatility | Volatilität | Ölpreis | Oil price | Erdöl | Petroleum | Welt | World | Ölmarkt | Oil market | Risiko | Risk | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2024.100425 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015162603