In this paper we analyze the relationship between volatility in index futures markets and the number of open and closed positions. We observe that, in general both positions are positively correlated with contemporaneous volatility, and the opposite effect is detected on the following day for...

The present study analyses the role that water exchange traded index funds (ETFs) play in the performance of portfolios that follow the main US and European stock, bond and volatility benchmarks during the period 2007 to 2020. Data from the most representative water-related ETFs at the worldwide...