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~isPartOf:"European economic review : EER"
~isPartOf:"The journal of futures markets"
~subject:"Agroindustrie"
~subject:"Theorie"
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Lien, Da-hsiang Donald
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International Conference on Futures and Other Derivatives <10., 2021, Online>
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International Conference on Futures and Other Derivatives <11., 2022, Online>
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European economic review : EER
The journal of futures markets
European journal of operational research : EJOR
297
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280
NBER working paper series
253
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220
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76
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ECONIS (ZBW)
219
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1
An examination of basis
risk
due to estimation
Moser, James T.
- In:
The journal of futures markets
10
(
1990
)
5
,
pp. 457-467
Persistent link: https://www.econbiz.de/10001094587
Saved in:
2
Optimal
hedging
in a futures market with background noise and basis
risk
Briys, Eric
- In:
European economic review : EER
37
(
1993
)
5
,
pp. 949-960
Persistent link: https://www.econbiz.de/10001147388
Saved in:
3
A note on a
risk
-return measure of
hedging
effectiveness
Satyanarayan, Sudhakar
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 867-870
Persistent link: https://www.econbiz.de/10001249184
Saved in:
4
Hedging
time-varying downside
risk
Lien, Da-hsiang Donald
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 705-722
Persistent link: https://www.econbiz.de/10001249191
Saved in:
5
An empirical test of the effect of basis
risk
on cash market positions
Netz, Janet S.
- In:
The journal of futures markets
16
(
1996
)
3
,
pp. 289-311
Persistent link: https://www.econbiz.de/10001198875
Saved in:
6
Simple
risk
measures when
hedging
commodities using foreign markets : a note
Novak, Frank S.
- In:
The journal of futures markets
16
(
1996
)
2
,
pp. 211-217
Persistent link: https://www.econbiz.de/10001198880
Saved in:
7
Conversion factor
risk
and
hedging
in the treasury-bond futures market
Kane, Alex
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10001083014
Saved in:
8
Reducing inter-temporal
risk
in financial futures
hedging
Pitts, Mark
- In:
The journal of futures markets
4
(
1984
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001083022
Saved in:
9
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:
10
Production and
hedging
under Knightian uncertainty
Lien, Da-hsiang Donald
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 397-404
Persistent link: https://www.econbiz.de/10001485236
Saved in:
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