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~isPartOf:"The journal of futures markets"
~person:"Chang, Chia-Lin"
~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~person:"Mignon, Valérie"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Chang, Chia-Lin
Kerstan, Friedhelm
Lien, Da-hsiang Donald
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Kit, Pong Wong
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The journal of futures markets
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Advances in futures and options research : a research annual
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Advances in quantitative analysis of finance and accounting : a research annual
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BETA Working Paper 2022-20. Published as Energy Economics 114, 106199, 2022
1
Belief functions in business decisions : with 57 tables
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Contributions to financial econometrics : theoretical and practical issues
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Discussion paper / Monash University, Department of Economics
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Discussion paper series / School of Economics and Finance, the University of Hong Kong
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Economics letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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International journal of financial markets and derivatives
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International journal of managerial finance : IJMF
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ECONIS (ZBW)
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11
A note on the relationship between the variability of the hedge ratio and hedging performance
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
11
,
pp. 1100-1104
Persistent link: https://www.econbiz.de/10008900937
Saved in:
12
Delivery risk and the hedging role of options
Lien, Da-hsiang Donald
;
Kit, Pong Wong
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001678273
Saved in:
13
Optimal futures heading: quadratic versus exponential utility functions
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
2
,
pp. 208-211
Persistent link: https://www.econbiz.de/10003647714
Saved in:
14
A further note on the optimality of the OLS hedge strategy
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 308-311
Persistent link: https://www.econbiz.de/10003699396
Saved in:
15
A note on estimating the benefit of a composite hedge
Lien, Da-hsiang Donald
- In:
The journal of futures markets
28
(
2008
)
7
,
pp. 711-716
Persistent link: https://www.econbiz.de/10003715126
Saved in:
16
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 127-150
Persistent link: https://www.econbiz.de/10010190357
Saved in:
17
Spot-futures spread, time-varying correlation, and hedging with currency futures
Lien, Da-hsiang Donald
;
Yang, Li
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 1019-1038
Persistent link: https://www.econbiz.de/10003391975
Saved in:
18
Estimation bias of futures hedging performance : a note
Lien, Da-hsiang Donald
- In:
The journal of futures markets
26
(
2006
)
8
,
pp. 835-841
Persistent link: https://www.econbiz.de/10003353666
Saved in:
19
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:
20
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:
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