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Hedging crude oil using refined product : a regime switching asymmetric DCC approach
Pan, Zhiyuan; Wang, Yudong; Li, Yang - In: Energy economics 46 (2014), pp. 472-484
Persistent link: https://www.econbiz.de/10011298957
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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
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Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets
Lien, Da-hsiang Donald; Li, Yang - In: Review of Pacific Basin financial markets and policies 7 (2004) 3, pp. 397-422
Persistent link: https://www.econbiz.de/10002229060
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Contract settlement specification and price discovery : empirical evidence in Australia individual share futures market
Lien, Da-hsiang Donald; Li, Yang - In: International review of economics & finance : IREF 12 (2003) 4, pp. 495-512
Persistent link: https://www.econbiz.de/10001891955
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Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model
Pan, Zhiyuan; Wang, Qing; Wang, Yudong; Li, Yang - In: Energy economics 72 (2018), pp. 177-187
Persistent link: https://www.econbiz.de/10011972301
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Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald; Lee, Geul; Li, Yang; Zhang, Yuyin - In: The North American journal of economics and finance : a … 46 (2018), pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
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Predictability of crude oil prices : an investor perspective
Liu, Li; Wang, Yudong; Yang, Li - In: Energy economics 75 (2018), pp. 193-205
Persistent link: https://www.econbiz.de/10011974002
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Does financial knowledge at older ages matter? : placing income and hardship in context
Li, Yang; Mutchler, Jan E.; Miller, Edward Alan; … - In: Journal of poverty : innovations on social, political & … 26 (2022) 3, pp. 181-196
Persistent link: https://www.econbiz.de/10013352923
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Distributionally robust optimization based on kernel density estimation and mean-entropic value-at-risk
Liu, Wei; Li, Yang; Yu, Bo - In: INFORMS journal on optimization 5 (2023) 1, pp. 68-91
Persistent link: https://www.econbiz.de/10014292039