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… and Demand Matter: Evidence from the Term Structure of VIX Futures Journal of Futures Markets, Volume 39, pp. … billion in notional vega outstanding in each. We find that VIX futures are used mostly for near-dated transactions and …
… how groups of commodity traders react to changes in the VIX during the Covid-19 Crisis. Our results show that equity …
… are sensitive to market uncertainty, as measured by the VIX, they are even more sensitive to own price volatility. …