Narrow search
Showing 1 - 10 of 20
Cover Image
Does the SDR stabilize investing in commodities?
Jin, Jiayu; Han, Liyan; Xu, Yang - In: International review of economics & finance : IREF 81 (2022), pp. 160-172
Persistent link: https://www.econbiz.de/10013343511
Cover Image
Dynamic correlations and volatility spillovers between crude oil and stock index returns : the implications for optimal portfolio construction
Lee, Yen-Hsien; Huang, Ya-Ling; Wu, Chun-Yu - In: International Journal of Energy Economics and Policy : IJEEP 4 (2014) 3, pp. 327-336
Persistent link: https://www.econbiz.de/10011286211
Cover Image
Hedging petroleum futures with multivariate GARCH models
Tanattrin Bunnag - In: International Journal of Energy Economics and Policy : IJEEP 5 (2015) 1, pp. 105-120
Persistent link: https://www.econbiz.de/10011287161
Cover Image
Rational destabilizing speculation, positive feedback trading, and the oil bubble of 2008
Tokic, Damir - In: Energy policy 39 (2011) 4, pp. 2051-2061
Persistent link: https://www.econbiz.de/10009126537
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The time-varying spillover effect between WTI crude oil futures returns and hedge funds
Zhang, Yue-jun; Wu, Yao-Bin - In: International review of economics & finance : IREF 61 (2019), pp. 156-169
Persistent link: https://www.econbiz.de/10012205400
Cover Image
Crude oil option market parameters and their impact on the cost of hedging by long strap strategy
Łamasz, Bartosz; Iwaszczuk, Natalia - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 1, pp. 471-480
Persistent link: https://www.econbiz.de/10012436144