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~subject:"Commodity derivative"
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Commodity derivative
Theorie
116
Theory
116
Hedging
100
Derivat
52
Derivative
52
China
46
USA
42
United States
41
Börsenkurs
33
Share price
33
Estimation
30
Schätzung
30
Welt
29
World
29
Volatility
28
Volatilität
26
Rohstoffderivat
25
Capital income
24
Kapitaleinkommen
24
Portfolio selection
23
Portfolio-Management
23
Aktienmarkt
20
Stock market
20
Estimation theory
16
Schätztheorie
16
Taiwan
15
Cointegration
14
Anlageverhalten
13
Behavioural finance
13
Futures
13
Kointegration
13
Risiko
12
Risk
12
Securities trading
12
Wertpapierhandel
12
Auslandsinvestition
11
Foreign investment
11
ARCH model
10
ARCH-Modell
10
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Article
25
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24
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24
Aufsatz im Buch
1
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1
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English
25
Author
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Lien, Da-hsiang Donald
22
Shrestha, Keshab
5
Li, Yang
4
Chan, Leo H.
3
Demirer, Rıza
2
Indriawan, Ivan
2
Wang, Yaqin
2
Xu, Yahua
2
Chan, Leo Tak-hung
1
Chen, Sheng-syan
1
Kit, Pong Wong
1
Lee, Cheng F.
1
Lee, Hsiang-Tai
1
Rassiah, Puspavathy
1
Ravichandran K. Subramaniam
1
Roh, Tai-Yong
1
Roon, Frans de
1
Root, T. H.
1
Root, Thomas H.
1
Tse, Yiu Kuen
1
Veld- Merkoulova, Yulia
1
Wang, Yan
1
Wen, Zhuzhu
1
Xiang, Ju
1
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International review of economics & finance : IREF
4
The journal of futures markets
4
International review of financial analysis
3
Applied financial economics
2
Energy economics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
1
Focus on agricultural economics
1
Global finance journal
1
International journal of financial markets and derivatives
1
International journal of managerial finance : IJMF
1
Journal of banking & finance
1
Quarterly journal of business and economics : QJBE
1
The energy journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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ECONIS (ZBW)
25
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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
Saved in:
2
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
Saved in:
3
Price discovery in energy markets
Shrestha, Keshab
- In:
Energy economics
45
(
2014
),
pp. 229-233
Persistent link: https://www.econbiz.de/10010505388
Saved in:
4
Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios
Chen, Sheng-syan
;
Lee, Cheng F.
;
Shrestha, Keshab
- In:
The quarterly review of economics and finance : journal …
48
(
2008
)
1
,
pp. 153-174
Persistent link: https://www.econbiz.de/10003683377
Saved in:
5
Pure martingale and joint normality tests for energy futures contracts
Shrestha, Keshab
;
Ravichandran K. Subramaniam
;
Rassiah, …
- In:
Energy economics
63
(
2017
),
pp. 174-184
Persistent link: https://www.econbiz.de/10011757917
Saved in:
6
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:
7
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:
8
Convergence to efficiency in FTSE-100 futures market
Lien, Da-hsiang Donald
;
Xiang, Ju
- In:
International journal of financial markets and derivatives
1
(
2010
)
3
,
pp. 243-257
Persistent link: https://www.econbiz.de/10008665689
Saved in:
9
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
Saved in:
10
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
Saved in:
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