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~isPartOf:"The journal of futures markets"
~person:"Lien, Da-hsiang Donald"
~person:"Sheu, Her-jiun"
~subject:"Commodity derivative"
~subject:"United States"
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Commodity derivative
United States
Hedging
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25
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8
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7
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Lien, Da-hsiang Donald
Sheu, Her-jiun
Hayenga, Marvin L.
4
Haigh, Michael S.
3
Herbst, Anthony F.
3
Koppenhaver, Gary D.
3
Lee, Cheng F.
3
Miller, Stephen Ernest
3
Myers, Robert J.
3
Roon, Frans de
3
Wang, Changyun
3
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2
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2
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2
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2
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2
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2
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2
Kit, Pong Wong
2
Lai, Yu-Sheng
2
Lee, Hsiang-Tai
2
Lee, Hsiang-tai
2
Malliaris, Anastasios G.
2
Martin, Larry J.
2
Overdahl, James A.
2
Pirrong, Craig
2
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2
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2
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2
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1
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1
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The journal of futures markets
International review of economics & finance : IREF
5
Journal of economics and finance
2
Applied financial economics
1
Global finance journal
1
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1
Journal of banking & finance
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ECONIS (ZBW)
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1
A multivariate Markov regime-switching high-frequency-based volatility model for optimal futures
hedging
Lai, Yu-Sheng
;
Sheu, Her-jiun
;
Lee, Hsiang-Tai
- In:
The journal of futures markets
37
(
2017
)
11
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10011950956
Saved in:
2
Optimal futures
hedging
under multichain Markov regime switching
Sheu, Her-jiun
;
Lee, Hsiang-tai
- In:
The journal of futures markets
34
(
2014
)
2
,
pp. 173-202
Persistent link: https://www.econbiz.de/10010255473
Saved in:
3
The incremental value of a futures hedge using realized volatility
Lai, Yu-sheng
;
Sheu, Her-jiun
- In:
The journal of futures markets
30
(
2010
)
9
,
pp. 874-896
Persistent link: https://www.econbiz.de/10008900926
Saved in:
4
An empirical analysis of the relationship between hedge ratio and
hedging
horizon using wavelet analysis
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
The journal of futures markets
27
(
2007
)
2
,
pp. 127-150
Persistent link: https://www.econbiz.de/10010190357
Saved in:
5
Hedging
long-term commodity risk : a comment
Lien, Da-hsiang Donald
;
Wang, Yan
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1093-1099
Persistent link: https://www.econbiz.de/10002248560
Saved in:
6
A note on price futures versus revenue futures contracts
Lien, Da-hsiang Donald
;
Hennessy, David A.
- In:
The journal of futures markets
24
(
2004
)
5
,
pp. 503-512
Persistent link: https://www.econbiz.de/10002012506
Saved in:
7
Futures market equilibrium under Knightian uncertainty
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
23
(
2002
)
7
,
pp. 701-718
Persistent link: https://www.econbiz.de/10001769724
Saved in:
8
Delivery risk and the
hedging
role of options
Lien, Da-hsiang Donald
;
Kit, Pong Wong
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001678273
Saved in:
9
Hedging
downside risk under asymmetric taxation
Lien, Da-hsiang Donald
;
Metz, Michael
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 361-374
Persistent link: https://www.econbiz.de/10001485229
Saved in:
10
Estimating multiperiod hedge ratios in cointegrated markets
Lien, Da-hsiang Donald
- In:
The journal of futures markets
13
(
1993
)
8
,
pp. 909-920
Persistent link: https://www.econbiz.de/10001158681
Saved in:
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