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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
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Precious metals, oil and the exchange rate : contemporaneous spillovers
Fernandez-Perez, Adrian; Frijns, Bart; Tourani Rad, Alireza - In: Applied economics 49 (2017) 38, pp. 3863-3879
Persistent link: https://www.econbiz.de/10011819949
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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
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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
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Intraday return and volatility spill-over across international copper futures markets
Lien, Da-hsiang Donald; Li, Yang - In: International journal of managerial finance : IJMF 5 (2009) 1, pp. 135-149
Persistent link: https://www.econbiz.de/10003935287
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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
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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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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
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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
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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