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~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"Currency derivative"
~subject:"Derivat"
~subject:"Energiewirtschaft"
~subject:"United States"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Currency derivative
Derivat
Energiewirtschaft
United States
Hedging
88
Theorie
58
Theory
58
Derivative
40
Commodity derivative
22
Rohstoffderivat
22
USA
14
Futures
11
Portfolio selection
10
Portfolio-Management
10
Volatility
10
Volatilität
10
Welt
9
World
9
Estimation
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Schätzung
8
Währungsderivat
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Kohlenbergbau
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Spanien
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Cointegration
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Großbritannien
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Index futures
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Index-Futures
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Risk
5
Börsenkurs
4
Capital income
4
Commodity exchange
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Estimation theory
4
Kapitaleinkommen
4
Option trading
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Optionsgeschäft
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Kerstan, Friedhelm
Lien, Da-hsiang Donald
Kilian, Lutz
72
Broll, Udo
64
Kit, Pong Wong
34
Irwin, Scott H.
30
McAleer, Michael
30
Gupta, Rangan
26
Hull, John
26
Wahl, Jack E.
26
García, Philip
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
Chatrath, Arjun
11
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
Elder, John
10
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The journal of futures markets
21
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
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
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
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)
58
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1
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Hedging mismatched currencies with options and futures
Lien, Da-hsiang Donald
;
Tse, Maurice Kwok-Sang
;
Kit, …
- In:
Risk management
,
(pp. 345-357)
.
2010
Persistent link: https://www.econbiz.de/10003988281
Saved in:
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