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subject:"Hedging"
~person:"Fernandez-Perez, Adrian"
~person:"Lien, Da-hsiang Donald"
~person:"McAleer, Michael"
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Hedging
Rohstoffderivat
97
Commodity derivative
95
Volatilität
52
Volatility
51
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34
ARCH model
33
Ölpreis
31
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24
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Derivat
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8
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8
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8
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English
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Fernandez-Perez, Adrian
Lien, Da-hsiang Donald
McAleer, Michael
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
Lochstoer, Lars A.
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
Conlon, Thomas
4
Ederington, Louis H.
4
Haigh, Michael S.
4
Holt, Matthew T.
4
Kouvelis, Panos
4
Kočenda, Evžen
4
Leal, Julio
4
Lopez-Martin, Bernabe
4
Martínez, Beatriz
4
Mohan, Sushil
4
Paladino, Giovanna
4
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International review of economics & finance : IREF
4
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2
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2
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2
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2
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ECONIS (ZBW)
26
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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
Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA
Chang, Chia-Lin
;
McAleer, Michael
;
Zuo, Guangdong
-
2017
-
Revised: May 2017
Persistent link: https://www.econbiz.de/10011965722
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
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
6
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008689068
Saved in:
7
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
8
Exchange rate and industrial commodity volatility transmissions, asymmetries and hedging strategies
Hammoudeh, Shawkat M.
;
Yuan, Yuan
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987666
Saved in:
9
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:
10
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
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