---
title: Volatility index futures hedging: a cointegration approach
url: https://www.ml-quant.com/papers/repec/kap-rqfnac-v-61-y-2023-i-1-d-10-1007-s11156-023-01153-4/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01153-4
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-023-01153-4%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A61%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s11156-023-01153-4
featured: 2023-06-28
citations: unknown
topic: Derivatives & Volatility
---


# Volatility index futures hedging: a cointegration approach

A cointegration approach: The paper explores the relationship between stock index futures and VIX futures prices and suggests a hedging strategy based on this.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Flink.springer.com%2F10.1007%2Fs11156-023-01153-4%3Bh%3Drepec%3Akap%3Arqfnac%3Av%3A61%3Ay%3A2023%3Ai%3A1%3Ad%3A10.1007_s11156-023-01153-4
- Identifier: RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01153-4
- Released: 2023-06-28
- First featured: Quant Letter No. 5 (2023-06-28): https://www.ml-quant.com/issues/2023-06-28/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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