Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility
Journal Articles
-
- Overview
-
- Research
-
- Identity
-
- Additional Document Info
-
- View All
-
Overview
status
publication date
has subject area
published in
Research
keywords
-
AGGREGATE VOLATILITY
-
Business & Economics
-
Business, Finance
-
CROSS-SECTION
-
Crude oil volatility index (OVX)
-
DYNAMICS
-
EXPOSURE
-
Economics
-
IMPLIED VOLATILITY
-
LONG-RUN
-
NEWS
-
PORTFOLIO
-
RETURNS
-
Risk diversification
-
Social Sciences
-
VARIANCE
-
Volatility
-
Volatility feedback effect
-
Volatility-of-volatility
Identity
Digital Object Identifier (DOI)
Additional Document Info