//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~person:"Chang, Chia-Lin"
~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"Currency derivative"
~subject:"Derivat"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Currency derivative
Derivat
Volatilität
Hedging
11
Theorie
7
Theory
7
Volatility
6
Welt
6
World
6
Commodity derivative
5
Portfolio selection
5
Portfolio-Management
5
Rohstoffderivat
5
Capital income
4
Estimation
4
Kapitaleinkommen
4
Oil price
4
Schätzung
4
Ölpreis
4
ARCH model
3
ARCH-Modell
3
Börsenkurs
3
Capital market returns
3
Futures
3
Kapitalmarktrendite
3
Share price
3
Aktienindex
2
Biofuel
2
Biokraftstoff
2
China
2
Forecasting model
2
Hedge ratio
2
Hedging effectiveness
2
Index futures
2
Index-Futures
2
Markov chain
2
Markov-Kette
2
Oil market
2
Prognoseverfahren
2
Spillover effect
2
Spillover-Effekt
2
Spot market
2
more ...
less ...
Online availability
All
Undetermined
Free
33
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Chang, Chia-Lin
Kerstan, Friedhelm
Lien, Da-hsiang Donald
Ma, Feng
43
Gupta, Rangan
33
Bouri, Elie
29
Hammoudeh, Shawkat
27
Mensi, Walid
26
Kang, Sang Hoon
23
Wang, Yudong
23
Ji, Qiang
22
Tiwari, Aviral Kumar
22
Wei, Yu
20
Wen, Fenghua
17
Shahzad, Syed Jawad Hussain
16
Zhang, Yaojie
16
Filis, George
15
Xuan Vinh Vo
15
Roubaud, David
14
Yin, Libo
14
Demirer, Rıza
13
Zhu, Huiming
13
Guesmi, Khaled
12
Lin, Boqiang
12
Salisu, Afees A.
12
Degiannakis, Stavros
11
Nonejad, Nima
11
Uddin, Mohammed Gazi Salah
11
Yoon, Seong-min
11
Chevallier, Julien
10
Liang, Chao
10
Lu, Xinjie
10
Wang, Lu
10
Zhang, Yue-jun
10
Balcilar, Mehmet
9
Gong, Xu
9
Pierdzioch, Christian
9
Serletis, Apostolos
9
Wohar, Mark E.
9
Benth, Fred Espen
8
Dutta, Anupam
8
Gillas, Konstantinos Gkillas
8
Li, Xiafei
8
more ...
less ...
Published in...
All
Applied economics
1
Energy economics
1
International review of economics & finance : IREF
1
Review of quantitative finance and accounting
1
The energy journal
1
The journal of futures markets
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
2
Hedging performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
3
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
4
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
5
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy
Chang, Chia-Lin
;
Liu, Chia-Ping
;
McAleer, Michael
- In:
Energy economics
81
(
2019
),
pp. 779-792
Persistent link: https://www.econbiz.de/10012172983
Saved in:
6
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->