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subject:"Hedging"
~person:"Fernandez-Perez, Adrian"
~person:"Lien, Da-hsiang Donald"
~person:"Lochstoer, Lars A."
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Hedging
Commodity derivative
47
Rohstoffderivat
47
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14
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14
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14
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14
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12
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Fernandez-Perez, Adrian
Lien, Da-hsiang Donald
Lochstoer, Lars A.
McAleer, Michael
10
Borensztein, Eduardo
9
Jeanne, Olivier
9
Kang, Sang Hoon
9
Sandri, Damiano
9
Kit, Pong Wong
8
Acharya, Viral V.
7
Chang, Chia-Lin
7
Miffre, Joëlle
7
Ramadorai, Tarun
7
Bouri, Elie
6
Caporale, Guglielmo Maria
6
Ciferri, Davide
6
Girardi, Alessandro
6
Korn, Olaf
6
Mensi, Walid
6
Tang, Ke
6
Torró, Hipòlit
6
Brunetti, Celso
5
Bühler, Wolfgang
5
Cifarelli, Giulio
5
Pennings, Joost M. E.
5
Adam-Müller, Axel F. A.
4
Broll, Udo
4
Brorsen, B. Wade
4
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4
Ederington, Louis H.
4
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4
Holt, Matthew T.
4
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4
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4
Leal, Julio
4
Lopez-Martin, Bernabe
4
Martínez, Beatriz
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Mohan, Sushil
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ECONIS (ZBW)
23
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1
Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.
;
Lochstoer, Lars A.
;
Ramadorai, Tarun
- In:
Journal of financial economics
109
(
2013
)
2
,
pp. 441-465
Persistent link: https://www.econbiz.de/10009784180
Saved in:
2
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:
3
Hedging with Chinese metal futures
Lien, Da-hsiang Donald
;
Li, Yang
- In:
Global finance journal
19
(
2008
)
2
,
pp. 123-138
Persistent link: https://www.econbiz.de/10003756887
Saved in:
4
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
Saved in:
5
Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.
;
Lochstoer, Lars A.
;
Ramadorai, Tarun
-
2009
Persistent link: https://www.econbiz.de/10003856731
Saved in:
6
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:
7
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:
8
Limits to arbitrage and hedging : evidence from commodity markets
Acharya, Viral V.
;
Lochstoer, Lars A.
;
Ramadorai, Tarun
-
2011
Persistent link: https://www.econbiz.de/10008934142
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
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:
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