//--> //--> //--> //-->
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:"The journal of futures markets"
~person:"Chang, Chia-Lin"
~person:"Kerstan, Friedhelm"
~person:"Lai, Yu-Sheng"
~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
41
Theorie
27
Theory
27
Derivat
18
Derivative
18
Futures
7
ARCH model
6
ARCH-Modell
6
USA
6
United States
6
Volatility
5
Volatilität
5
Commodity derivative
4
Portfolio selection
4
Portfolio-Management
4
Risiko
4
Risikoaversion
4
Risk
4
Risk aversion
4
Rohstoffderivat
4
Currency derivative
3
Electronic trading
3
Elektronisches Handelssystem
3
Estimation
3
Estimation theory
3
Schätztheorie
3
Schätzung
3
Währungsderivat
3
Capital income
2
Capital market returns
2
Cointegration
2
Commodity exchange
2
Correlation
2
Devisenmarkt
2
Forecasting model
2
Foreign exchange market
2
Index futures
2
Index-Futures
2
Kapitaleinkommen
2
Kapitalmarktrendite
2
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
42
Type of publication (narrower categories)
All
Article in journal
42
Aufsatz in Zeitschrift
42
Language
All
English
42
Author
All
Chang, Chia-Lin
Kerstan, Friedhelm
Lai, Yu-Sheng
Lien, Da-hsiang Donald
Mignon, Valérie
Kit, Pong Wong
12
Webb, Robert I.
6
Kolb, Robert W.
5
Lee, Cheng F.
5
Shrestha, Keshab
5
Chance, Don M.
4
Gay, Gerald D.
4
Han, Liyan
4
Hayenga, Marvin L.
4
Heaney, Richard A.
4
Kurov, Alexander
4
Lee, Hsiang-tai
4
Malliaris, Anastasios G.
4
Miller, Stephen Ernest
4
Myers, Robert J.
4
Sheu, Her-jiun
4
Xiong, Tao
4
Alexander, Carol
3
Benet, Bruce A.
3
Braga, Francesco S.
3
Broll, Udo
3
Chatrath, Arjun
3
Chiarella, Carl
3
Chung, San-lin
3
Cortazar, Gonzalo
3
Daigler, Robert T.
3
Elder, John
3
Frino, Alex
3
Girma, Paul Berhanu
3
Haigh, Michael S.
3
Harris, Richard D. F.
3
Hegde, Shantaram P.
3
Herbst, Anthony F.
3
Kawaller, Ira G.
3
Khoury, Nabil T.
3
Kofman, Paul
3
Koppenhaver, Gary D.
3
Lee, Hsiang-Tai
3
more ...
less ...
Published in...
All
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
Finance research letters
3
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
Applied economics
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
The empirical economics letters : a monthly international journal of economics
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
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
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal futures hedging by using realized semicovariances : the information contained in signed high-frequency returns
Lai, Yu-Sheng
- In:
The journal of futures markets
43
(
2023
)
5
,
pp. 677-701
Persistent link: https://www.econbiz.de/10014293180
Saved in:
2
Use of high-frequency data to evaluate the performance of dynamic hedging strategies
Lai, Yu-Sheng
- In:
The journal of futures markets
42
(
2022
)
1
,
pp. 104-124
Persistent link: https://www.econbiz.de/10012796298
Saved in:
3
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:
4
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
5
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
6
Hedge ratio prediction with noisy and asynchronous high-frequency data
Lai, Yu-Sheng
- In:
The journal of futures markets
36
(
2016
)
3
,
pp. 295-314
Persistent link: https://www.econbiz.de/10011568233
Saved in:
7
Production and anticipatory hedging under time-inconsistent preferences
Lien, Da-hsiang Donald
;
Yu, Chia-Feng
- In:
The journal of futures markets
35
(
2015
)
10
,
pp. 961-985
Persistent link: https://www.econbiz.de/10011392715
Saved in:
8
Incremental value of futures hedge using realized ranges
Sheu, Her-jiun
;
Lai, Yu-Sheng
- In:
The journal of futures markets
34
(
2014
)
7
,
pp. 676-689
Persistent link: https://www.econbiz.de/10010507941
Saved in:
9
A note on utility-based futures hedging performance measure
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
1
,
pp. 92-98
Persistent link: https://www.econbiz.de/10010218063
Saved in:
10
A note on the performance of regime switching hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
32
(
2012
)
4
,
pp. 389-396
Persistent link: https://www.econbiz.de/10010218779
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->