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Commodities are Beginning to Resemble Equities

Apr 7th, 2019 | Filed under: Newly Added, Commodities, The A.I. Industry, Investing in Commodities, oil, Commodities, Energy, Gold

Observers have long noticed that the relationship between return shocks and equity price volatility is asymmetric. That is, positive shocks do not have a marked effect on volatility; negative shocks do. Fischer Black wrote on the subject more than 40 years ago. Recently there has been a good deal ofRead More