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~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"Currency derivative"
~subject:"Derivative"
~subject:"Energiewirtschaft"
~subject:"Futures"
~subject:"United States"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Currency derivative
Derivative
Energiewirtschaft
Futures
United States
Hedging
88
Theorie
58
Theory
58
Derivat
40
Commodity derivative
22
Rohstoffderivat
22
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14
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10
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Kerstan, Friedhelm
Lien, Da-hsiang Donald
Kilian, Lutz
74
Broll, Udo
68
Kit, Pong Wong
35
McAleer, Michael
32
Irwin, Scott H.
30
Wahl, Jack E.
28
García, Philip
26
Hull, John
26
Gupta, Rangan
25
Ratti, Ronald A.
24
Hammoudeh, Shawkat
23
Vigfusson, Robert J.
23
Kang, Wensheng
21
Zilcha, Itzhak
20
Benth, Fred Espen
19
Chang, Chia-Lin
18
Baumeister, Christiane
17
Till, Hilary
16
Zhou, Xiaoqing
16
Korn, Olaf
14
Prokopczuk, Marcel
14
Sanders, Dwight R.
14
Schwartz, Eduardo S.
14
Bjørnland, Hilde Christiane
13
Brown, Stephen P. A.
13
Fabozzi, Frank J.
13
Kavussanos, Manolis G.
13
Lo, Andrew W.
13
Hayes, Dermot James
12
Karali, Berna
12
Tse, Yiuman
12
Alexander, Carol
11
Chatrath, Arjun
11
Cortazar, Gonzalo
11
Cotter, John
11
Dionne, Georges
11
Minton, Bernadette A.
11
Yücel, Mine Kuban
11
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10
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The journal of futures markets
25
International review of economics & finance : IREF
7
Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
5
International review of financial analysis
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
Applied financial economics
2
Research in finance
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Belief functions in business decisions : with 57 tables
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
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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 multinational financial management
1
Pacific economic review
1
Quarterly journal of business and economics : QJBE
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)
69
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1
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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
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
Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald
;
Wang, Ziling
;
Yu, Xiaojian
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
Saved in:
4
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:
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 effectiveness comparisons : a note
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
International review of economics & finance : IREF
17
(
2008
)
3
,
pp. 391-396
Persistent link: https://www.econbiz.de/10003749652
Saved in:
7
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:
8
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:
9
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:
10
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:
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