Trader positions in VIX futures

2021 ◽  
Vol 61 ◽  
pp. 1-17
Author(s):  
Yu-Lun Chen ◽  
J. Jimmy Yang
Keyword(s):  
Vix Futures

scholarly journals Two Order Books are Better than One? Trading at Settlement (TAS) in VIX Futures

2014 ◽  
Vol 35 (6) ◽  
pp. 506-521 ◽  
Author(s):  
Bujar Huskaj ◽  
Lars L. Nordén
Keyword(s):  
Vix Futures ◽  
Order Books ◽  
Better Than

Volatility Uncertainty and VIX Futures Contango

2021 ◽  
Author(s):  
Gurdip S. Bakshi ◽  
John Crosby ◽  
Xiaohui Gao ◽  
Jinming Xue
Keyword(s):  
Vix Futures

scholarly journals Risk management of risk under the Basel Accord: forecasting value‐at‐risk of VIX futures

2011 ◽  
Vol 37 (11) ◽  
pp. 1088-1106 ◽  
Author(s):  
Chia‐lin Chang ◽  
Juan‐Ángel Jiménez‐Martín ◽  
Michael McAleer ◽  
Teodosio Pérez‐Amaral
Keyword(s):  
At Risk ◽  
Risk Management ◽  
Value At Risk ◽  
Basel Accord ◽  
Vix Futures ◽  
Management Of Risk

Are VIX Futures ETPs Effective Hedges?

2012 ◽  
Vol 3 (3) ◽  
pp. 35-48 ◽  
Author(s):  
Geng Deng ◽  
Craig McCann ◽  
Olivia Wang
Keyword(s):  
Vix Futures
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