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Downside risk for short long hedgers

Demirer, Rıza; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 12 (2003) 1, pp. 25-44

Persistent link: https://www.econbiz.de/10001770018

Two essays on derivatives

Demirer, Rıza - 2003

Persistent link: https://www.econbiz.de/10003385157

The effect of ethanol listing on corn prices : evidence from spot and futures markets

Demirer, Rıza; Kutan, Ali Mustafa; Shen, Fanglin - In: Energy economics 34 (2012) 5, pp. 1400-1406

Persistent link: https://www.econbiz.de/10009688083

The Effect of Ethanol Listing on Corn Prices : Evidence from Spot and Futures Markets

Demirer, Riza - 2012

The use of corn for ethanol has been the topic of heated discussions in the media and among policy makers. As part of this debate, some observers have argued that the use of corn in the production of ethanol has had adverse effects on corn prices. This paper contributes to this reviving debate...

Persistent link: https://www.econbiz.de/10013100559

A note on estimating the benefit of a composite hedge

Lien, Da-hsiang Donald - In: The journal of futures markets 28 (2008) 7, pp. 711-716

Persistent link: https://www.econbiz.de/10003715126

Estimation bias of futures hedging performance : a note

Lien, Da-hsiang Donald - In: The journal of futures markets 26 (2006) 8, pp. 835-841

Persistent link: https://www.econbiz.de/10003353666

A note on the relationship between the variability of the hedge ratio and hedging performance

Lien, Da-hsiang Donald - In: The journal of futures markets 30 (2010) 11, pp. 1100-1104

Persistent link: https://www.econbiz.de/10008900937

A note on asymmetric stochastic volatility and futures hedging

Lien, Da-hsiang Donald - In: The journal of futures markets 25 (2005) 6, pp. 607-612

Persistent link: https://www.econbiz.de/10002846402

Cointegration and the optimal hedge ratio : the general case

Lien, Da-hsiang Donald - In: The quarterly review of economics and finance : journal … 44 (2004) 5, pp. 654-658

Persistent link: https://www.econbiz.de/10002468164

State-dependent preferences and futures hedging : the effects of basis risk

Lien, Da-hsiang Donald - In: Pacific economic review 9 (2004) 2, pp. 143-149

Persistent link: https://www.econbiz.de/10002107248