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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

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

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

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

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

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

Evidence of Arbitrage Trading Activity : The Case of Chinese Copper Futures Contracts

Brooks, Robert; Li, Yang - 2020

Several unique insights are documented based on a study of copper futures contracts traded in the U.S. and China. Based on our unique measures, we present evidence that the U.S. gold and silver futures markets reflect a fully arbitraged market and U.S. copper nearly so. In contrast, the Chinese...

Persistent link: https://www.econbiz.de/10014352078

Evidence of arbitrage trading activity : the case of Chinese metal futures contracts

Li, Yang; Brooks, Robert - In: Emerging markets review 51 (2022) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10013418814