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subject:"Hedging"
~person:"Bouri, Elie"
~person:"Fernandez-Perez, Adrian"
~person:"Lien, Da-hsiang Donald"
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Bouri, Elie
Fernandez-Perez, Adrian
Lien, Da-hsiang Donald
McAleer, Michael
10
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9
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9
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International review of economics & finance : IREF
5
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3
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2
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2
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2
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1
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ECONIS (ZBW)
22
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1
The skewness of commodity futures returns
Fernandez-Perez, Adrian
;
Frijns, Bart
;
Fuertes, Ana María
- In:
Journal of banking & finance
86
(
2018
),
pp. 127-142
Persistent link: https://www.econbiz.de/10011962440
Saved in:
2
The case for long-short commodity investing
Miffre, Joëlle
;
Fernandez-Perez, Adrian
- In:
The journal of alternative investments
18
(
2015/2016
)
1
,
pp. 92-104
Persistent link: https://www.econbiz.de/10011307946
Saved in:
3
Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?
Bouri, Elie
;
Jalkh, Naji
;
Molnár, Peter
;
Roubaud, David
- In:
Applied economics
49
(
2017
)
50
,
pp. 5063-5073
Persistent link: https://www.econbiz.de/10011844889
Saved in:
4
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:
5
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:
6
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:
7
Delivery risk and the hedging role of options
Lien, Da-hsiang Donald
;
Kit, Pong Wong
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001678273
Saved in:
8
Hedging long-term commodity risk : a comment
Lien, Da-hsiang Donald
;
Wang, Yan
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1093-1099
Persistent link: https://www.econbiz.de/10002248560
Saved in:
9
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:
10
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:
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