Concepedia

Vix Derivatives

Vix Derivatives is a financial instrument whose value is derived from the expected future volatility of the S&P 500 index, as proxied by the CBOE Volatility Index (VIX), distinguishing it from other volatility derivatives by its specific linkage to the VIX as a measure of market-implied volatility.

157

Publications

7.2K

Citations

275

Authors

202

Institutions

Publications per year

2017–2026

61

Parents

Publications

157

A Tale of Two Indices

Peter Carr, Liuren Wu · The Journal of Derivatives · 2006 · 410 citations

, , +17

Viologen-inspired functional materials: synthetic strategies and applications

Junjie Ding, Caini Zheng, Luxin Wang et al. · Journal of Materials Chemistry A · 2019 · 303 citations

, , +17

Volatility Jumps

Viktor Todorov, George Tauchen · Journal of Business and Economic Statistics · 2010 · 212 citations

, , +17

Valuation of VIX derivatives

Javier Juste Mencía, Enrique Sentana · Journal of Financial Economics · 2012 · 201 citations

, , +17

Volatility Derivatives

Peter Carr, Roger Lee · Annual Review of Financial Economics · 2009 · 191 citations

, , +14

1–5 of 157

Authors

275

  1. JE
    Jin E. Zhang

    University of Otago, New Zealand

    10 publications · 650 citations

    10

    h-index

  2. WT
    Wei‐Che Tsai

    National Sun Yat-sen University, Taiwan

    4 publications · 145 citations

    4

    h-index

  3. RT
    Robert T. Daigler

    Florida International University, United States

    4 publications · 196 citations

    4

    h-index

  4. YL
    Yueh‐Neng Lin

    National Chung Hsing University, Taiwan

    4 publications · 223 citations

    4

    h-index

  5. PC
    Peter Carr

    New York University, United States

    4 publications · 700 citations

    4

    h-index

1–5 of 275

Institutions

202

  1. National Chung Hsing University

    Taichung, Taiwan

    6 h-index

    7 publications

    265 citations

  2. University of Otago

    Dunedin, New Zealand

    6 h-index

    9 publications

    202 citations

  3. University of Hong Kong

    Pok Fu Lam, Hong Kong

    6 h-index

    6 publications

    580 citations

  4. University of International Business and Economics

    Beijing, China

    5 h-index

    9 publications

    387 citations

  5. University of Sussex

    Brighton, United Kingdom

    4 h-index

    5 publications

    109 citations

  6. New York University

    New York, United States

    4 h-index

    4 publications

    630 citations

  7. National Taiwan University

    Taipei, Taiwan

    4 h-index

    9 publications

    252 citations

  8. Tsinghua University

    Beijing, China

    4 h-index

    4 publications

    296 citations

1–8 of 202

Venues

  1. Journal of Futures Markets

    29 publications · 1.3K citations

    18

    h-index

  2. SSRN Electronic Journal

    Repository · 27 publications · 680 citations

    15

    h-index

  3. The Journal of Alternative Investments

    6 publications · 206 citations

    6

    h-index

  4. 5

    h-index

  5. The Journal of Derivatives

    4 publications · 544 citations

    4

    h-index

1–5