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~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"ARCH model"
~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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ARCH model
Currency derivative
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Energiewirtschaft
United States
Hedging
88
Theorie
58
Theory
58
Derivat
40
Commodity derivative
22
Rohstoffderivat
22
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14
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11
Portfolio selection
10
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10
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Kerstan, Friedhelm
Lien, Da-hsiang Donald
Kilian, Lutz
72
Broll, Udo
64
McAleer, Michael
64
Chang, Chia-Lin
42
Ma, Feng
41
Hammoudeh, Shawkat
38
Gupta, Rangan
36
Kit, Pong Wong
34
Irwin, Scott H.
30
Hull, John
26
Wahl, Jack E.
26
García, Philip
25
Ratti, Ronald A.
24
Vigfusson, Robert J.
24
Bouri, Elie
21
Kang, Wensheng
21
Nguyen, Duc Khuong
21
Serletis, Apostolos
21
Wang, Yudong
21
Ji, Qiang
20
Zilcha, Itzhak
20
Manera, Matteo
19
Benth, Fred Espen
18
Filis, George
16
Korn, Olaf
16
Till, Hilary
16
Zhou, Xiaoqing
16
Baumeister, Christiane
15
Fabozzi, Frank J.
15
Kang, Sang Hoon
15
Karali, Berna
15
Zhang, Yaojie
15
Chatrath, Arjun
14
Chevallier, Julien
14
Elder, John
14
Mensi, Walid
14
Prokopczuk, Marcel
14
Sanders, Dwight R.
14
Tiwari, Aviral Kumar
14
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The journal of futures markets
23
International review of economics & finance : IREF
6
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
5
Applied financial economics
3
Journal of economics and finance
3
Review of quantitative finance and accounting
3
Advances in investment analysis and portfolio management : a research annual
2
International review of financial analysis
2
Advances in quantitative analysis of finance and accounting : a research annual
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 banking & finance
1
Journal of economic surveys
1
Journal of international money and finance
1
Pacific economic review
1
Quarterly journal of business and economics : QJBE
1
Research in finance
1
Risk management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
63
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1
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10
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63
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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
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:
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
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:
5
Asymmetric effect of basis on dynamic futures hedging : empirical evidence from commodity markets
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Journal of banking & finance
32
(
2008
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10003647092
Saved in:
6
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:
7
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:
8
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
Saved in:
9
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:
10
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
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