No. 44-11, November 2024
Index
- Asymptotic Dependence and Its Impact on Hedging Effectiveness: An Examination of Stock, Currency, and Commodity Futures
- Extreme Risk Spillovers From US Soybean Futures Market to China's Soybean‐Linked Futures Markets
- Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model
- Investor Sentiment, Unexpected Inflation, and Bitcoin Basis Risk
- Journal of Futures Markets: Volume 44, Number 11, November 2024
- Pricing VIX Futures and Options With Good and Bad Volatility of Volatility