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~subject:"United States"
~subject:"Commodity derivative"
~person:"Lien, Da-hsiang Donald"
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United States
Commodity derivative
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
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5
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5
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5
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4
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4
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Article
18
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18
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18
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English
18
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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
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
Pantzalis, Christos
6
Shrestha, Keshab
6
Strahan, Philip E.
6
Torró, Hipòlit
6
Brorsen, B. Wade
5
Brunetti, Celso
5
Bühler, Wolfgang
5
Cifarelli, Giulio
5
Conlon, Thomas
5
El Hraiki, Rayane
5
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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
Global finance journal
1
International review of financial analysis
1
Journal of banking & finance
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ECONIS (ZBW)
18
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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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
Can modeling the natural gas futures market as a threshold cointegrated system improve
hedging
and forecasting performance?
Root, Thomas H.
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
12
(
2003
)
2
,
pp. 117-133
Persistent link: https://www.econbiz.de/10001769973
Saved in:
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