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~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"Journal of empirical finance"
~person:"Lien, Da-hsiang Donald"
~person:"Manera, Matteo"
~person:"Sanders, Dwight R."
~person:"Schwartz, Eduardo S."
~person:"Tang, Ke"
~person:"Zhang, Yue-jun"
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Commodity derivative
7
Rohstoffderivat
7
Hedging
5
ARCH model
2
ARCH-Modell
2
Derivat
2
Derivative
2
Oil price
2
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Lien, Da-hsiang Donald
Manera, Matteo
Sanders, Dwight R.
Schwartz, Eduardo S.
Tang, Ke
Zhang, Yue-jun
Bhattacherjee, Purba
2
Bouri, Elie
2
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International review of economics & finance : IREF
Journal of empirical finance
Energy economics
10
Working paper
8
The energy journal
6
The journal of futures markets
6
Applied economic perspectives and policy
5
International review of financial analysis
5
Applied financial economics
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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ECONIS (ZBW)
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1
Volatility forecasting of crude oil market : can the regime switching GARCH model beat the single-regime GARCH models?
Zhang, Yue-jun
;
Yao, Ting
;
He, Ling-yun
;
Ripple, Ronald D.
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 302-317
Persistent link: https://www.econbiz.de/10012202881
Saved in:
2
The time-varying spillover effect between WTI crude oil futures returns and hedge funds
Zhang, Yue-jun
;
Wu, Yao-Bin
- In:
International review of economics & finance : IREF
61
(
2019
),
pp. 156-169
Persistent link: https://www.econbiz.de/10012205400
Saved in:
3
The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield
Liu, Peng
;
Tang, Ke
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 211-224
Persistent link: https://www.econbiz.de/10009301130
Saved in:
4
Hedging effectiveness comparisons : a note
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
International review of economics & finance : IREF
17
(
2008
)
3
,
pp. 391-396
Persistent link: https://www.econbiz.de/10003749652
Saved in:
5
A survey on physical delivery versus cash settlement in futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003298476
Saved in:
6
Downside risk for short long hedgers
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
12
(
2003
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
Saved in:
7
Measuring the impacts of cash settlement : a stochastic volatility approach
Chan, Leo H.
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
11
(
2002
)
3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10001719359
Saved in:
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