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~language:"eng"
~person:"Lien, Da-hsiang Donald"
~subject:"Futures"
~subject:"Rohstoffderivat"
~type_genre:"Article in journal"
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Futures
Rohstoffderivat
Theorie
93
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93
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82
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46
Derivative
46
China
39
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32
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32
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Lien, Da-hsiang Donald
Irwin, Scott H.
43
Ma, Feng
30
García, Philip
26
Sanders, Dwight R.
21
Chevallier, Julien
18
Kang, Sang Hoon
17
McAleer, Michael
17
Prokopczuk, Marcel
17
Tse, Yiuman
17
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15
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15
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14
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13
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12
Chatrath, Arjun
12
Karali, Berna
12
Nguyen, Duc Khuong
12
Pennings, Joost M. E.
12
Sauerbeck, A.
12
Tiwari, Aviral Kumar
12
Todorova, Neda
12
Uddin, Mohammed Gazi Salah
12
Fernandez-Perez, Adrian
11
Hamori, Shigeyuki
11
McKenzie, Andrew M.
11
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10
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10
Kit, Pong Wong
10
Liu, Qingfu
10
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10
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9
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9
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9
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9
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9
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The journal of futures markets
8
International review of economics & finance : IREF
5
International review of financial analysis
4
Applied financial economics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
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
Journal of multinational financial management
1
Quarterly journal of business and economics : QJBE
1
Research in finance
1
The energy journal
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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ECONIS (ZBW)
31
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31
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1
Intraday return predictability in the crude oil market : the role of EIA inventory announcements
Wen, Zhuzhu
;
Indriawan, Ivan
;
Lien, Da-hsiang Donald
; …
- In:
The energy journal
44
(
2023
)
5
,
pp. 149-171
Persistent link: https://www.econbiz.de/10014380659
Saved in:
2
Optimal quantile hedging under Markov regime switching
Lien, Da-hsiang Donald
;
Wang, Ziling
;
Yu, Xiaojian
- In:
Empirical economics : a quarterly journal of the …
60
(
2021
)
5
,
pp. 2177-2201
Persistent link: https://www.econbiz.de/10012585550
Saved in:
3
Bad volatility is not always bad : evidence from the commodity markets
Indriawan, Ivan
;
Lien, Da-hsiang Donald
;
Roh, Tai-Yong
; …
- In:
Applied economics
52
(
2020
)
40
,
pp. 4384-4402
Persistent link: https://www.econbiz.de/10012259062
Saved in:
4
A bivariate high-frequency-based volatility model for optimal futures hedging
Lai, Yu-Sheng
;
Lien, Da-hsiang Donald
- In:
The journal of futures markets
37
(
2017
)
9
,
pp. 913-929
Persistent link: https://www.econbiz.de/10011950909
Saved in:
5
Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza
;
Lee, Hsiang-Tai
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
39
(
2015
),
pp. 32-44
Persistent link: https://www.econbiz.de/10011573052
Saved in:
6
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:
7
The effects skewness on optimal production and hedging decisions : an application of the skew-normal distribution
Lien, Da-hsiang Donald
- In:
The journal of futures markets
30
(
2010
)
3
,
pp. 278-289
Persistent link: https://www.econbiz.de/10003962522
Saved in:
8
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:
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
A note on the hedging effectiveness of GARCH models
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
18
(
2009
)
1
,
pp. 110-112
Persistent link: https://www.econbiz.de/10003793400
Saved in:
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