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~person:"Lien, Da-hsiang Donald"
~subject:"Commodity derivative"
~subject:"Index-Futures"
~subject:"United States"
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Commodity derivative
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Lien, Da-hsiang Donald
McAleer, Michael
19
Chang, Chia-Lin
14
Kang, Sang Hoon
11
Dionne, Georges
10
Borensztein, Eduardo
9
Hammoudeh, Shawkat
9
Jeanne, Olivier
9
Lee, Cheng F.
9
Mensi, Walid
9
Sandri, Damiano
9
Acharya, Viral V.
8
Bouri, Elie
8
Miffre, Joëlle
8
Minton, Bernadette A.
8
Mnasri, Mohamed
8
Fernando, Chitru S.
7
Hasan, Iftekhar
7
Kit, Pong Wong
7
Lo, Andrew W.
7
Lochstoer, Lars A.
7
Poteshman, Allen M.
7
Ramadorai, Tarun
7
Schrand, Catherine
7
Caporale, Guglielmo Maria
6
Ciferri, Davide
6
Girardi, Alessandro
6
Géczy, Christopher
6
Haigh, Michael S.
6
Hoesli, Martin
6
Korn, Olaf
6
Lee, Hsiang-Tai
6
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6
Shrestha, Keshab
6
Strahan, Philip E.
6
Torró, Hipòlit
6
Brorsen, B. Wade
5
Brunetti, Celso
5
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5
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5
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The journal of futures markets
8
International review of economics & finance : IREF
5
Journal of economics and finance
2
Applied financial economics
1
Global finance journal
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of multinational financial management
1
Review of quantitative finance and accounting
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Zi you zhong guo zhi gong ye
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ECONIS (ZBW)
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1
Hedging
performance of volatility index futures : a partial cointegration approach
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
;
Sheu, Her-jiun
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 265-294
Persistent link: https://www.econbiz.de/10014342031
Saved in:
2
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:
3
Hedging
effectiveness comparisons : a note
Lien, Da-hsiang Donald
;
Shrestha, Keshab
- In:
International review of economics & finance : IREF
17
(
2008
)
3
,
pp. 391-396
Persistent link: https://www.econbiz.de/10003749652
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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:
7
A survey on physical delivery versus cash settlement in futures contracts
Lien, Da-hsiang Donald
;
Tse, Yiu Kuen
- In:
International review of economics & finance : IREF
15
(
2006
)
1
,
pp. 15-29
Persistent link: https://www.econbiz.de/10003298476
Saved in:
8
Comparisons of short and long hedge performance : the case of Taiwan
Demirer, Rıza
;
Lien, Da-hsiang Donald
;
Shaffer, David Reed
- In:
Journal of multinational financial management
15
(
2005
)
1
,
pp. 51-66
Persistent link: https://www.econbiz.de/10002533658
Saved in:
9
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:
10
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:
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