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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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Settlement specifications on commodity futures contracts
Lien, Da-hsiang Donald; Li, Yang - In: Focus on agricultural economics, (pp. 53-76). 2005
Persistent link: https://www.econbiz.de/10003583297
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The effects of structural breaks and long memory on currency hedging
Lien, Da-hsiang Donald; Li, Yang - In: The journal of futures markets 30 (2010) 7, pp. 607-632
Persistent link: https://www.econbiz.de/10003985029
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Nonlinearly weighted convex risk measure and its application
Chen, Zhiping; Li Yang - In: Journal of banking & finance 35 (2011) 7, pp. 1777-1793
Persistent link: https://www.econbiz.de/10009247606
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Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios
Li Yang; Chen, Zhiping; Hu, Qianhui - In: China finance review international 4 (2014) 4, pp. 360-384
Persistent link: https://www.econbiz.de/10011339001
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Dynamic dependence between liquidity and the S&P 500 index futures-cash basis
Lien, Da-hsiang Donald; Lim, Gerui; Li, Yang; Zhou, Chunyang - In: The journal of futures markets 33 (2013) 4, pp. 327-342
Persistent link: https://www.econbiz.de/10009725623
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Postoptimality for mean-risk stochastic mixed-integer programs and its application
Chen, Zhiping; Zhang, Feng; Li Yang - In: Mathematical methods of operations research 74 (2011) 3, pp. 445-465
Persistent link: https://www.econbiz.de/10009405059
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Co-movement between RMB and New Taiwan Dollars : evidences from NDF markets
Lien, Da-hsiang Donald; Li, Yang; Zhou, Chunyang; Lee, Geul - In: The North American journal of economics and finance : a … 28 (2014), pp. 265-272
Persistent link: https://www.econbiz.de/10010461942