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~person:"Kerstan, Friedhelm"
~person:"Lien, Da-hsiang Donald"
~subject:"Currency derivative"
~subject:"Energiewirtschaft"
~subject:"Spanien"
~subject:"United States"
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Search: Erdölpreis OR Nahrungsmittelpreise OR Rohstoff OR Rohstoffpreis
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Currency derivative
Energiewirtschaft
Spanien
United States
Hedging
88
Theorie
58
Theory
58
Derivat
40
Derivative
40
Commodity derivative
22
Rohstoffderivat
22
USA
14
Futures
11
Portfolio selection
10
Portfolio-Management
10
Volatility
10
Volatilität
10
Welt
9
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9
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8
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8
Währungsderivat
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Kohlenbergbau
7
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5
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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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Risiko
5
Risk
5
Börsenkurs
4
Capital income
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Commodity exchange
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Estimation theory
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Kapitaleinkommen
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Kerstan, Friedhelm
Lien, Da-hsiang Donald
Kilian, Lutz
71
Broll, Udo
37
Gupta, Rangan
26
Ratti, Ronald A.
24
Vigfusson, Robert J.
23
McAleer, Michael
22
Kang, Wensheng
21
Wahl, Jack E.
19
Hammoudeh, Shawkat
18
Irwin, Scott H.
17
Zhou, Xiaoqing
16
Baumeister, Christiane
15
Chang, Chia-Lin
14
García, Philip
14
Kit, Pong Wong
14
Bjørnland, Hilde Christiane
13
Brown, Stephen P. A.
13
Zilcha, Itzhak
13
Sanders, Dwight R.
11
Yücel, Mine Kuban
11
Chatrath, Arjun
10
Elder, John
10
Hamilton, James D.
10
Serletis, Apostolos
10
Wohar, Mark E.
10
Dionne, Georges
9
Hayes, Dermot James
9
Minton, Bernadette A.
9
Peersman, Gert
9
Tiwari, Aviral Kumar
9
Tse, Yiuman
9
Brorsen, B. Wade
8
Hau, Harald
8
Ji, Qiang
8
Karali, Berna
8
Mnasri, Mohamed
8
Nguyen, Duc Khuong
8
Pagano, Patrizio
8
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Glückauf : die Fachzeitschrift für Rohstoff, Bergbau und Energie
10
The journal of futures markets
6
International review of economics & finance : IREF
4
International review of financial analysis
2
Journal of economics and finance
2
Advances in investment analysis and portfolio management : a research annual
1
Advances in quantitative analysis of finance and accounting : a research annual
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Journal of international money and finance
1
Quarterly journal of business and economics : QJBE
1
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ECONIS (ZBW)
29
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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
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:
3
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:
4
Measuring the impacts of cash settlement : a stochastic volatility approach
Chan, Leo H.
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
11
(
2002
)
3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10001719359
Saved in:
5
An empirical analysis of the relationship between hedge ratio and hedging horizon using wavelet analysis
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 127-150
Persistent link: https://www.econbiz.de/10010190357
Saved in:
6
Spot-futures spread, time-varying correlation, and hedging with currency futures
Lien, Da-hsiang Donald
;
Yang, Li
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 1019-1038
Persistent link: https://www.econbiz.de/10003391975
Saved in:
7
Cash settlement and futures price volatility : evidence from options data
Chan, Leo H.
;
Lien, Da-hsiang Donald
- In:
Advances in quantitative analysis of finance and …
1
(
2004
),
pp. 29-44
Persistent link: https://www.econbiz.de/10002225818
Saved in:
8
Optimal bidding and hedging in international markets
Lien, Da-hsiang Donald
;
Kit, Pong Wong
- In:
Journal of international money and finance
23
(
2004
)
5
,
pp. 785-798
Persistent link: https://www.econbiz.de/10002138774
Saved in:
9
A note on price futures versus revenue futures contracts
Lien, Da-hsiang Donald
;
Hennessy, David A.
- In:
The journal of futures markets
24
(
2004
)
5
,
pp. 503-512
Persistent link: https://www.econbiz.de/10002012506
Saved in:
10
Using high, low, open and closing prices to estimate the effects of cash settlement on futures prices
Chan, Leo Tak-hung
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
12
(
2003
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10001769951
Saved in:
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