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~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"Currency derivative"
~subject:"Derivative"
~subject:"Energiewirtschaft"
~subject:"United States"
~subject:"Welt"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Currency derivative
Derivative
Energiewirtschaft
United States
Welt
Hedging
88
Theorie
58
Theory
58
Derivat
40
Commodity derivative
22
Rohstoffderivat
22
USA
14
Futures
11
Portfolio selection
10
Portfolio-Management
10
Volatility
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Volatilität
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World
9
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Währungsderivat
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Index futures
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Capital income
4
Commodity exchange
4
Estimation theory
4
Kapitaleinkommen
4
Option trading
4
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4
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Kerstan, Friedhelm
Lien, Da-hsiang Donald
Kilian, Lutz
147
Matthies, Klaus
68
Gupta, Rangan
66
Broll, Udo
65
Hammoudeh, Shawkat
53
McAleer, Michael
53
Baumeister, Christiane
49
Ratti, Ronald A.
45
Arezki, Rabah
42
Mohaddes, Kamiar
42
Ji, Qiang
39
Irwin, Scott H.
35
Chang, Chia-Lin
34
Kit, Pong Wong
34
Zhou, Xiaoqing
32
Hamilton, James D.
31
Mignon, Valérie
31
Baffes, John
30
Peersman, Gert
30
Vigfusson, Robert J.
30
Bouri, Elie
29
Prokopczuk, Marcel
29
Wang, Yudong
29
Kang, Wensheng
27
Ohnsorge, Franziska
27
Pies, Ingo
27
Vespignani, Joaquin
27
García, Philip
26
Hull, John
26
Thorvaldur Gylfason
26
Tiwari, Aviral Kumar
26
Wahl, Jack E.
26
Manera, Matteo
25
Ploeg, Frederick van der
25
Wohar, Mark E.
25
Kang, Sang Hoon
24
Korn, Olaf
24
Kose, M. Ayhan
24
Till, Hilary
24
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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
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
Energy economics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
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
Financial hedging
1
Global finance journal
1
International journal of financial markets and derivatives
1
International journal of managerial finance : IJMF
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 energy journal
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)
67
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67
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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
Does exchange rate management affect the causality between exchange rates and oil prices? : evidence from oil-exporting countries
Lv, Xin
;
Lien, Da-hsiang Donald
;
Chen, Qian
;
Yu, Chang
- In:
Energy economics
76
(
2018
),
pp. 325-343
Persistent link: https://www.econbiz.de/10011976671
Saved in:
3
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:
4
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
5
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
6
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:
7
Quantile estimation of optimal hedge ratio
Lien, Da-hsiang Donald
;
Shrestha, Keshab
;
Wu, Jing
- In:
The journal of futures markets
36
(
2016
)
2
,
pp. 194-214
Persistent link: https://www.econbiz.de/10011568071
Saved in:
8
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:
9
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:
10
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
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