Volatility Publications

Industry:

Dynamika - Is VIX curve too steep?, November 16, 2013
GS - VIX regimes over the last 23 years, January 22, 2013
Barclays - The VIX Compass, June 6, 2012
Barclays - The VIX Compass, August 3, 2011
Barclays - Hedging With VIX Instruments, July 2011
Barclays - The VIX Compass, July 27, 2011
Morgan Stanley - A Guide to VIX Futures and Options, March 28, 2011
Barclays - Volatility ETNs and ETFs, February 28, 2011
Jeremy Wien - Utilizing the VIX Index, January 2011 
Jeremy Wien - The VIX Reality Check, 2011
Ousmane Diop - VSTOXX Market Maker Interview, EnglishDeutsch, July 2010
Dennis Dzekounoff - Understanding VIX Futures And Options, August 2010
Barclays - Valuing Vol of Vol, September 28, 2009
Jeremy Wien - VIX, March 2009
Jeremy Wien - VIX 2008, January 4, 2009
Merrill Lynch - VIX Futures And Options, December 1, 2008

Artemis Capital Management Newsletters:

Japan's Attempted Reflation, February 7, 2013
Christopher Cole's Presentation at Grant's Fall Conference, October 23, 2012
Volatility of an Impossible Object: Risk, Fear, and Safety in Games of Perception, October 4, 2012
Volatility at World’s End: Deflation, Hyperinflation and the Alchemy of Risk, April 10, 2012
Fighting Greek Fire with Fire: Volatility Correlation, and Truth, September 30, 2011
Is Volatility Broken? Normalcy Bias and Abnormal Variance, March 30, 2011
The Great Vega Short- volatility, tail risk, and sleeping elephants, January 4, 2011
Unified Risk Theory - Correlation, Vol, M3 and Pineapples, September 30, 2010

Academia:

Carol Alexander et al - The Hazards of Volatility Diversification, February 4, 2011
Robert Whaley (creator of VIX) - Understanding VIX, November 6, 2008
Alessandro Cipollini et al - Can the VIX Signal Market's Direction, April 2007
Peter Carr et al - A Tale of Two Indices, 2005
Anthony Neuberger - The Log Contract, 1994