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~person:"Tse, Yiuman"
~subject:"Derivative"
~subject:"Hedging"
~type:"article"
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Tse, Yiuman
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ECONIS (ZBW)
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Volatility in US dairy futures markets
Fan, Zaifeng
;
Jump, Jeff
;
Tse, Yiuman
;
Yu, Linda
- In:
Journal of commodity markets
29
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014277028
Saved in:
2
Pairs trading of Chinese and international commodities
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Indriawan, Ivan
; …
- In:
Applied economics
52
(
2020
)
48
,
pp. 5203-5217
Persistent link: https://www.econbiz.de/10012307208
Saved in:
3
Setting the futures margin with price limits : the case for single-stock futures
Chen, Chen-Yu
;
Chou, Jian-Hsin
;
Fung, Hung-gay
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 219-237
Persistent link: https://www.econbiz.de/10011796613
Saved in:
4
A leader of the world commodity futures markets in the making? : the case of China's commodity futures
Fung, Hung-gay
;
Tse, Yiuman
;
Yau, Jot
;
Zhao, Lin
- In:
International review of financial analysis
27
(
2013
),
pp. 103-114
Persistent link: https://www.econbiz.de/10009736927
Saved in:
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