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~person:"Chatrath, Arjun"
~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"Currency derivative"
~subject:"Derivative"
~subject:"Energiewirtschaft"
~subject:"United States"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Currency derivative
Derivative
Energiewirtschaft
United States
Hedging
93
Theorie
62
Theory
62
Derivat
41
Commodity derivative
33
Rohstoffderivat
33
USA
24
Volatility
15
Volatilität
15
Estimation
12
Schätzung
12
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Futures
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Chatrath, Arjun
Kerstan, Friedhelm
Lien, Da-hsiang Donald
Kilian, Lutz
72
Broll, Udo
64
Kit, Pong Wong
34
Irwin, Scott H.
30
McAleer, Michael
30
Hull, John
26
Wahl, Jack E.
26
García, Philip
25
Gupta, Rangan
25
Ratti, Ronald A.
24
Hammoudeh, Shawkat
23
Vigfusson, Robert J.
23
Kang, Wensheng
21
Zilcha, Itzhak
20
Benth, Fred Espen
18
Chang, Chia-Lin
16
Till, Hilary
16
Zhou, Xiaoqing
16
Baumeister, Christiane
15
Korn, Olaf
14
Prokopczuk, Marcel
14
Sanders, Dwight R.
14
Bjørnland, Hilde Christiane
13
Brown, Stephen P. A.
13
Fabozzi, Frank J.
13
Lo, Andrew W.
13
Hayes, Dermot James
12
Karali, Berna
12
Tse, Yiuman
12
Cotter, John
11
Dionne, Georges
11
Kavussanos, Manolis G.
11
Minton, Bernadette A.
11
Yücel, Mine Kuban
11
Alexander, Carol
10
Brooks, Robert
10
Brorsen, B. Wade
10
Fernando, Chitru S.
10
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The journal of futures markets
23
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
5
International review of economics & finance : IREF
5
Journal of economics and finance
3
Review of quantitative finance and accounting
3
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
Advances in investment analysis and portfolio management : a research annual
2
Applied financial economics
2
International review of financial analysis
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Annals of financial economics
1
Applied economics
1
Applied economics letters
1
Contributions to financial econometrics : theoretical and practical issues
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economics letters
1
Energy economics
1
Financial hedging
1
Global finance journal
1
International journal of financial markets and derivatives
1
Journal of economic surveys
1
Journal of international money and finance
1
Journal of real estate literature : a publication of the American Real Estate Society
1
Pacific economic review
1
Quarterly journal of business and economics : QJBE
1
Research in finance
1
Risk management
1
The American economist : journal of Omnicron Delta Epsilon, the International Honor Society in Economics
1
The financial review : the official publication of the Eastern Finance Association
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The journal of real estate research
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ECONIS (ZBW)
69
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1
Who affects who? : oil price against the stock return of oil-related companies : evidence from the U.S. and China
Lv, Xin
;
Lien, Da-hsiang Donald
;
Yu, Chang
- In:
International review of economics & finance : IREF
67
(
2020
),
pp. 85-100
Persistent link: https://www.econbiz.de/10012485709
Saved in:
2
U.S. diesel fuel price responses to the global crude oil supply and demand
Adrangi, Bahram
;
Chatrath, Arjun
;
Macri, Joseph
; …
- In:
Annals of financial economics
13
(
2018
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10011984123
Saved in:
3
Petroleum spreads and the term structure of futures prices
Adrangi, Bahram
;
Chatrath, Arjun
;
Song, Frank M.
; …
- In:
Applied economics
38
(
2006
)
16
,
pp. 1917-1929
Persistent link: https://www.econbiz.de/10003377873
Saved in:
4
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:
5
Estimating optimal hedge ratio : a multivariate skew-normal distribution approach
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
Applied financial economics
20
(
2010
)
7/9
,
pp. 627-636
Persistent link: https://www.econbiz.de/10009009324
Saved in:
6
Hedging price risk when no direct hedge vehicle exists : the case of silicon
Andrangi, Bahram
;
Chatrath, Arjun
;
Christie-David, Rohan
; …
- In:
Applied economics letters
21
(
2014
)
4/6
,
pp. 276-279
Persistent link: https://www.econbiz.de/10010413847
Saved in:
7
A semiparametric estimation of the optimal hedge ratio
Ai, Chunrong
;
Chatrath, Arjun
;
Song, Frank M.
- In:
The quarterly review of economics and finance : journal …
47
(
2007
)
2
,
pp. 366-381
Persistent link: https://www.econbiz.de/10003492932
Saved in:
8
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:
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
Can modeling the natural gas futures market as a threshold cointegrated system improve hedging and forecasting performance?
Root, Thomas H.
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
12
(
2003
)
2
,
pp. 117-133
Persistent link: https://www.econbiz.de/10001769973
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