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Optimal futures hedging for energy commodities : An application of the GAS model
Xu, Yingying; Lien, Donald - In: Journal of Futures Markets 40 (2020) 7, pp. 1090-1108
Persistent link: https://www.econbiz.de/10012273020
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Forecasting volatilities of oil and gas assets : A comparison of GAS, GARCH, and EGARCH models
Xu, Yingying; Lien, Donald - In: Journal of Forecasting 41 (2021) 2, pp. 259-278
Persistent link: https://www.econbiz.de/10012632577
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Forecasting volatilities of oil and gas assets : a comparison of GAS, GARCH, and EGARCH models
Xu, Yingying; Lien, Da-hsiang Donald - In: Journal of forecasting 41 (2022) 2, pp. 259-278
Persistent link: https://www.econbiz.de/10012817733
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Dynamic exchange rate dependences : the effect of the US-China trade war
Xu, Yingying; Lien, Da-hsiang Donald - In: Journal of international financial markets, … 68 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012495877
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COVID-19 and currency dependences : empirical evidence from BRICS
Xu, Yingying; Lien, Da-hsiang Donald - In: Finance research letters 45 (2022), pp. 1-7
Persistent link: https://www.econbiz.de/10014574912
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Which affects stock performances more, words or deeds of the key person?
Xu, Yingying; Lien, Da-hsiang Donald - In: International review of financial analysis 84 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013472899
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Together in bad times? : the effect of COVID-19 on inflation spillovers in China
Xu, Yingying; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 91 (2024), pp. 316-331
Persistent link: https://www.econbiz.de/10014492151
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Assessing the impact of COVID-19 on price co-movements in China
Xu, Yingying; Lien, Da-hsiang Donald - In: Journal of international financial markets, … 79 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013358718