Hedging the risk of travel and leisure stocks: The role of crude oil

N Jalkh, E Bouri, XV Vo, A Dutta - Tourism Economics, 2021 - journals.sagepub.com
Unlike previous studies, we examine which of the implied volatilities of US stock and crude
oil markets are more suitable and effective hedge for the downside risk of US travel and …

[HTML][HTML] Future portfolio returns and the VIX term structure

DY Aharon, T Dimpfl - Journal of Risk, 2022 - risk.net
Abstract The Chicago Board Options Exchange (CBOE) Volatility Index (VIX) and VIX-based
risk measures, such as the variance risk premium, are predictors for future portfolio returns …

Is It a Real COVID-19 Fear? A Cross-Industry Study of Fear on the Stock Market

M Jasiniak, O Krzeczewska… - … Universitatis Mariae Curie …, 2023 - journals.umcs.pl
Theoretical background: According to many behavioural studies, emotions (eg fear, greed,
overenthusiasm) strongly influence investment decisions and are one of the main sources of …

Future Portfolio Returns and the VIX Term Structure

T Dimpfl - 2022 - papers.ssrn.com
Abstract The Chicago Board Options Exchange (CBOE) Volatility Index (VIX) and VIX-based
risk measures, such as the variance risk premium, are predictors for future portfolio returns …