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~isPartOf:"Review of quantitative finance and accounting"
~subject:"Derivat"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Konferenzbeitrag"
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Hedging
22
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Lien, Da-hsiang Donald
3
Shaffer, David R.
2
Ahmed, Shamim
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Chen, Ren-Raw
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Gau, Yin-feng
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1
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Review of quantitative finance and accounting
The journal of futures markets
99
Energy economics
76
International journal of theoretical and applied finance
38
Journal of banking & finance
37
International review of financial analysis
26
International review of economics & finance : IREF
23
Finance research letters
21
Quantitative finance
18
Applied economics
17
Applied mathematical finance
16
Economic modelling
15
The European journal of finance
15
Journal of multinational financial management
14
Journal of risk and financial management : JRFM
14
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
European journal of operational research : EJOR
12
Journal of financial economics
12
Review of derivatives research
12
American journal of agricultural economics
11
Applied financial economics
11
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
11
Journal of commodity markets
11
Research in international business and finance
11
Applied economics letters
10
The energy journal
10
Computational economics
9
Journal of economic dynamics & control
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
Risks : open access journal
9
The North American journal of economics and finance : a journal of financial economics studies
9
The journal of finance : the journal of the American Finance Association
9
The journal of fixed income
9
Annals of finance
8
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
8
Cogent economics & finance
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European financial management : the journal of the European Financial Management Association
8
International Journal of Energy Economics and Policy : IJEEP
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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
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1
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:
2
Spot asset carry cost rates and futures hedge ratios
Leistikow, Dean
;
Chen, Ren-Raw
;
Xu, Yuewu
- In:
Review of quantitative finance and accounting
58
(
2022
)
4
,
pp. 1741-1779
Persistent link: https://www.econbiz.de/10013191996
Saved in:
3
On the market timing of hedging : evidence from U.S. oil and gas producers
Hong, Liu
;
Li, Yongjia
;
Xie, Kangzhen
;
Yan, Claire J.
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10012232842
Saved in:
4
Trading activities and price discovery in foreign currency futures markets
Chen, Yu-Lun
;
Gau, Yin-feng
;
Liao, Wen-Ju
- In:
Review of quantitative finance and accounting
46
(
2016
)
4
,
pp. 792-818
Persistent link: https://www.econbiz.de/10011595489
Saved in:
5
Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying
;
Ahmed, Shamim
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
Saved in:
6
Corporate derivatives use policy and information environment
Lin, J. Barry
;
Pantzalis, Christos
;
Park, Jung Chul
- In:
Review of quantitative finance and accounting
49
(
2017
)
1
,
pp. 159-194
Persistent link: https://www.econbiz.de/10011797033
Saved in:
7
Explaining co-movements between equity and CDS bid-ask spreads
Marra, Miriam
- In:
Review of quantitative finance and accounting
49
(
2017
)
3
,
pp. 811-853
Persistent link: https://www.econbiz.de/10011797542
Saved in:
8
Volatilities implied by price changes in the S&P 500 options and futures contracts
Hilliard, Jitka
;
Li, Wei
- In:
Review of quantitative finance and accounting
42
(
2014
)
4
,
pp. 599-626
Persistent link: https://www.econbiz.de/10010431376
Saved in:
9
Multiperiod strip hedging of forward commitments
Lien, Da-hsiang Donald
;
Shaffer, David R.
- In:
Review of quantitative finance and accounting
18
(
2002
)
4
,
pp. 345-358
Persistent link: https://www.econbiz.de/10001677064
Saved in:
10
Hedging multiperiod forward commitments : the case of period-by-quantity uncertainty
Lien, Da-hsiang Donald
;
Shaffer, David R.
- In:
Review of quantitative finance and accounting
16
(
2001
)
2
,
pp. 171-181
Persistent link: https://www.econbiz.de/10001748022
Saved in:
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