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~person:"Lien, Da-hsiang Donald"
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Search: subject:"Futures"
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Hedging
65
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50
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50
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45
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45
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22
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22
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14
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12
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91
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Lien, Da-hsiang Donald
McAleer, Michael
188
Broll, Udo
126
Chang, Chia-Lin
117
Fabozzi, Frank J.
104
Irwin, Scott H.
104
Guirguis, Michel
82
Tse, Yiuman
68
Hull, John
66
Pies, Ingo
62
Chiarella, Carl
61
Benth, Fred Espen
59
Prokopczuk, Marcel
59
Jarrow, Robert A.
56
Till, Hilary
55
Agarwal, Vikas
54
Chevallier, Julien
52
Kaiser, Dieter G.
51
Kit, Pong Wong
51
Sanders, Dwight R.
50
Ryu, Doojin
49
Lo, Andrew W.
48
Manera, Matteo
47
Jiang, Wei
46
Frino, Alex
45
Kolb, Robert W.
44
Gregoriou, Greg N.
42
Naik, Narayan Y.
42
Chance, Don M.
41
Wahl, Jack E.
41
García, Philip
40
Zilcha, Itzhak
40
Brooks, Robert
39
Sarkar, Asani
39
Whaley, Robert E.
39
Liang, Bing
38
Stulz, René M.
38
Jackwerth, Jens Carsten
37
Korn, Olaf
37
Miffre, Joëlle
37
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The journal of futures markets
32
International review of economics & finance : IREF
10
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4
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3
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3
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3
Advances in investment analysis and portfolio management : a research annual
2
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2
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2
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2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
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1
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1
Belief functions in business decisions : with 57 tables
1
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1
Discussion paper series / School of Economics and Finance, the University of Hong Kong
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
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1
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1
International journal of financial markets and derivatives
1
International journal of managerial finance : IJMF
1
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1
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1
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Zi you zhong guo zhi gong ye
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ECONIS (ZBW)
91
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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
The global latent factor and international index
futures
returns predictability
Chang, Shu-Lien
;
Lee, Hsiu-chuan
;
Lien, Da-hsiang Donald
- In:
Journal of forecasting
41
(
2022
)
3
,
pp. 514-538
Persistent link: https://www.econbiz.de/10013166158
Saved in:
3
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:
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
Price discovery in the S&P 500 index derivatives markets
Chen, Wei Peng
;
Chung, Huimin
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
45
(
2016
),
pp. 438-452
Persistent link: https://www.econbiz.de/10011626500
Saved in:
6
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:
7
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:
8
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:
9
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:
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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