//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"The journal of futures markets"
~person:"Chang, Chia-Lin"
~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~person:"Mignon, Valérie"
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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Hedging
36
Theorie
27
Theory
27
Derivat
18
Derivative
18
Commodity derivative
5
Rohstoffderivat
5
Futures
4
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risk
4
USA
4
United States
4
Welt
4
World
4
Currency derivative
3
Estimation
3
Estimation theory
3
Risikoaversion
3
Risk aversion
3
Schätztheorie
3
Schätzung
3
Volatility
3
Volatilität
3
Währungsderivat
3
ARCH model
2
ARCH-Modell
2
Capital market returns
2
Cointegration
2
Commodity exchange
2
Devisenmarkt
2
Foreign exchange market
2
Index futures
2
Index-Futures
2
Kapitalmarktrendite
2
Kointegration
2
Nutzenfunktion
2
Statistical distribution
2
Statistische Verteilung
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
39
Author
All
Chang, Chia-Lin
Kerstan, Friedhelm
Lien, Da-hsiang Donald
Mignon, Valérie
Kit, Pong Wong
12
García, Philip
6
Lai, Yu-Sheng
6
Webb, Robert I.
6
Kolb, Robert W.
5
Lee, Cheng F.
5
Lee, Hsiang-tai
5
Roca, Eduardo
5
Shrestha, Keshab
5
Zhu, Huiming
5
Chance, Don M.
4
Chatrath, Arjun
4
Elder, John
4
Fernandez-Perez, Adrian
4
Gay, Gerald D.
4
Han, Liyan
4
Hayenga, Marvin L.
4
Heaney, Richard A.
4
Kurov, Alexander
4
Malliaris, Anastasios G.
4
Miller, Stephen Ernest
4
Myers, Robert J.
4
Sheu, Her-jiun
4
Tiwari, Aviral Kumar
4
Todorova, Neda
4
Xiong, Tao
4
Alexander, Carol
3
Apergēs, Nikolaos
3
Baek, Jungho
3
Barbi, Massimiliano
3
Benet, Bruce A.
3
Braga, Francesco S.
3
Broll, Udo
3
Brorsen, B. Wade
3
Chiarella, Carl
3
Chung, San-lin
3
Cortazar, Gonzalo
3
Daigler, Robert T.
3
Etienne, Xiaoli Liao
3
more ...
less ...
Published in...
All
Applied economics
The journal of futures markets
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
22
Working paper
22
Econometric Institute research papers
19
Energy economics
15
International review of economics & finance : IREF
11
Document de travail
8
International review of financial analysis
7
Discussion paper / Tinbergen Institute
5
Applied financial economics
4
Journal of economics and finance
3
Journal of international money and finance
3
Research in finance
3
Review of quantitative finance and accounting
3
Advances in investment analysis and portfolio management : a research annual
2
Global finance journal
2
Journal of multinational financial management
2
Pacific economic review
2
The North American journal of economics and finance : a journal of financial economics studies
2
Advances in futures and options research : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
BETA Working Paper 2022-20. Published as Energy Economics 114, 106199, 2022
1
Belief functions in business decisions : with 57 tables
1
Contributions to financial econometrics : theoretical and practical issues
1
Discussion paper / Monash University, Department of Economics
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Documents de travail / Banque de France
1
Documents de travail / THEMA
1
Economic modelling
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
Financial hedging
1
Focus on agricultural economics
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of financial markets and derivatives
1
International journal of managerial finance : IJMF
1
Journal of banking & finance
1
Journal of economic surveys
1
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
21
-
30
of
39
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
21
A note on asymmetric stochastic volatility and futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
25
(
2005
)
6
,
pp. 607-612
Persistent link: https://www.econbiz.de/10002846402
Saved in:
22
A note on the superiority of the Ols hedge ratio
Lien, Da-hsiang Donald
- In:
The journal of futures markets
25
(
2005
)
11
,
pp. 1121-1126
Persistent link: https://www.econbiz.de/10003222767
Saved in:
23
Estimating the optimal hedge ratio with focus information criterion
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
25
(
2005
)
10
,
pp. 1011-1024
Persistent link: https://www.econbiz.de/10003185641
Saved in:
24
A note on price futures versus revenue futures contracts
Lien, Da-hsiang Donald
;
Hennessy, David A.
- In:
The journal of futures markets
24
(
2004
)
5
,
pp. 503-512
Persistent link: https://www.econbiz.de/10002012506
Saved in:
25
The effect of liquidity constraints on futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
23
(
2002
)
6
,
pp. 603-613
Persistent link: https://www.econbiz.de/10001769712
Saved in:
26
Disappointment aversion equilibrium in a futures market
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
23
(
2002
)
2
,
pp. 135-150
Persistent link: https://www.econbiz.de/10001762667
Saved in:
27
Futures hedging under mark-to-market risk
Lien, Da-hsiang Donald
;
Li, Anlong
- In:
The journal of futures markets
23
(
2002
)
4
,
pp. 389-398
Persistent link: https://www.econbiz.de/10001765136
Saved in:
28
Risk aversion, disappointment aversion, and futures hedging
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
22
(
2002
)
2
,
pp. 123-141
Persistent link: https://www.econbiz.de/10001646603
Saved in:
29
A note on loss aversion and futures hedging
Lien, Da-hsiang Donald
- In:
The journal of futures markets
21
(
2001
)
7
,
pp. 681-692
Persistent link: https://www.econbiz.de/10001588273
Saved in:
30
Hedging downside risk under asymmetric taxation
Lien, Da-hsiang Donald
;
Metz, Michael
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 361-374
Persistent link: https://www.econbiz.de/10001485229
Saved in:
First
Prev
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->