Jodie M. Gunzberg, vice president at S&P Dow Jones Indices, wrote an interesting piece in the S&P Dow Jones Indices blog, Indexology. The blog is titled “Fear Gauge Spikes: Let’s Play Hot Potato” and in it Gunzberg tries to answer a number of questions but the basic question is why have commodities reacted differently to spikes in the Chicago Board Options Volatility Index (VIX), or fear gauge as Gunzberg refers to it as, since the credit crisis of 2008 than it did to spikes in the VIX pre 2008.
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