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~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"Currency derivative"
~subject:"Derivative"
~subject:"Energiewirtschaft"
~subject:"Risk"
~subject:"United States"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Currency derivative
Derivative
Energiewirtschaft
Risk
United States
Hedging
88
Theorie
58
Theory
58
Derivat
40
Commodity derivative
22
Rohstoffderivat
22
USA
14
Futures
11
Portfolio selection
10
Portfolio-Management
10
Volatility
10
Volatilität
10
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9
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Index futures
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Capital income
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Estimation theory
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Kapitaleinkommen
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Kerstan, Friedhelm
Lien, Da-hsiang Donald
Broll, Udo
78
Kilian, Lutz
75
Gupta, Rangan
46
Kit, Pong Wong
39
Irwin, Scott H.
30
McAleer, Michael
30
Hammoudeh, Shawkat
29
Ratti, Ronald A.
28
Kang, Wensheng
27
Wahl, Jack E.
27
Hull, John
26
García, Philip
25
Vigfusson, Robert J.
24
Zilcha, Itzhak
22
Benth, Fred Espen
19
Till, Hilary
19
Prokopczuk, Marcel
18
Baumeister, Christiane
16
Chang, Chia-Lin
16
Giglio, Stefano
16
Lo, Andrew W.
16
Zhou, Xiaoqing
16
Serletis, Apostolos
15
Tiwari, Aviral Kumar
15
Demirer, Rıza
14
Elder, John
14
Fabozzi, Frank J.
14
Ji, Qiang
14
Korn, Olaf
14
Sanders, Dwight R.
14
Bjørnland, Hilde Christiane
13
Brown, Stephen P. A.
13
Hayes, Dermot James
13
Kelly, Bryan T.
13
Alghalith, Moawia
12
Cotter, John
12
Dionne, Georges
12
Karali, Berna
12
Mignon, Valérie
12
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The journal of futures markets
22
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
Finance research letters
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)
60
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1
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10
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60
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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 note on minimum riskiness hedge ratio
Ehsani, Sina
;
Lien, Da-hsiang Donald
- In:
Finance research letters
15
(
2015
),
pp. 11-17
Persistent link: https://www.econbiz.de/10011552910
Saved in:
5
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:
6
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:
7
Futures market equilibrium under Knightian uncertainty
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 701-718
Persistent link: https://www.econbiz.de/10001769724
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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