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~person:"Lien, Da-hsiang Donald"
~subject:"Commodity derivative"
~subject:"Option trading"
~subject:"United States"
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Commodity derivative
Option trading
United States
Hedging
88
Theorie
55
Theory
55
Derivat
39
Derivative
39
Futures
11
Rohstoffderivat
11
Portfolio selection
10
Portfolio-Management
10
USA
10
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8
Währungsderivat
8
ARCH model
5
ARCH-Modell
5
Cointegration
5
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5
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5
Risiko
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5
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Volatilität
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Welt
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World
5
Estimation
4
Estimation theory
4
Optionsgeschäft
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Schätztheorie
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Schätzung
4
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3
Devisenoption
3
Liquidity constraint
3
Liquiditätsbeschränkung
3
Nutzenfunktion
3
Risikoaversion
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Statistical distribution
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English
21
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Lien, Da-hsiang Donald
Hull, John
24
McAleer, Michael
19
Chang, Chia-Lin
14
Acharya, Viral V.
12
Kit, Pong Wong
12
Kang, Sang Hoon
11
Dionne, Georges
10
Poteshman, Allen M.
10
Borensztein, Eduardo
9
Giglio, Stefano
9
Hammoudeh, Shawkat
9
Jeanne, Olivier
9
Mensi, Walid
9
Sandri, Damiano
9
Bouri, Elie
8
Miffre, Joëlle
8
Minton, Bernadette A.
8
Mnasri, Mohamed
8
Broll, Udo
7
Dew-Becker, Ian
7
Fernando, Chitru S.
7
Hasan, Iftekhar
7
Kelly, Bryan T.
7
Korn, Olaf
7
Lo, Andrew W.
7
Lochstoer, Lars A.
7
Pedersen, Lasse Heje
7
Ramadorai, Tarun
7
Schrand, Catherine
7
Alexander, Carol
6
Caporale, Guglielmo Maria
6
Carr, Peter
6
Ciferri, Davide
6
Engle, Robert F.
6
Fabozzi, Frank J.
6
Girardi, Alessandro
6
Géczy, Christopher
6
Haigh, Michael S.
6
Hoesli, Martin
6
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The journal of futures markets
7
International review of economics & finance : IREF
5
Journal of economics and finance
2
Applied financial economics
1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Global finance journal
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of multinational financial management
1
Risk management
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ECONIS (ZBW)
21
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1
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:
2
Hedging
mismatched currencies with options and futures
Lien, Da-hsiang Donald
;
Tse, Maurice Kwok-Sang
;
Kit, …
- In:
Risk management
,
(pp. 345-357)
.
2010
Persistent link: https://www.econbiz.de/10003988281
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
Cross-
hedging
with futures and options: The effects of disappointment aversion
Lien, Da-hsiang Donald
;
Wang, Yan
- In:
Journal of multinational financial management
16
(
2006
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10003280995
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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