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~subject:"Commodity derivative"
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Estimating cash settlement pri...
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Commodity derivative
Theorie
104
Theory
104
Hedging
95
Derivat
54
Derivative
54
China
52
USA
32
United States
32
Welt
29
World
29
Portfolio selection
28
Portfolio-Management
28
Volatility
27
Börsenkurs
25
Share price
25
Volatilität
25
Capital income
24
Kapitaleinkommen
24
Rohstoffderivat
20
Estimation
18
Schätzung
18
Taiwan
16
Anlageverhalten
15
Behavioural finance
15
Risiko
15
Risk
15
Futures
14
Aktienmarkt
13
Index futures
13
Index-Futures
13
Securities trading
13
Stock market
13
Wertpapierhandel
13
Auslandsinvestition
11
Estimation theory
11
Foreign investment
11
Schätztheorie
11
Börsenhandel
10
Forecasting model
10
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19
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1
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1
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English
20
Author
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Lien, Da-hsiang Donald
20
Li, Yang
4
Chan, Leo H.
3
Demirer, Rıza
2
Shrestha, Keshab
2
Wang, Yaqin
2
Chan, Leo Tak-hung
1
Indriawan, Ivan
1
Kit, Pong Wong
1
Lee, Hsiang-Tai
1
Roh, Tai-Yong
1
Roon, Frans de
1
Root, T. H.
1
Root, Thomas H.
1
Tse, Yiu Kuen
1
Veld- Merkoulova, Yulia
1
Wang, Yan
1
Xu, Yahua
1
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International review of economics & finance : IREF
4
The journal of futures markets
4
International review of financial analysis
3
Applied financial economics
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied economics
1
Focus on agricultural economics
1
Global finance journal
1
International journal of managerial finance : IJMF
1
Journal of banking & finance
1
Quarterly journal of business and economics : QJBE
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ECONIS (ZBW)
20
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1
Disappointment aversion equilibrium in a futures market
Lien, Da-hsiang Donald
;
Wang, Yaqin
- In:
The journal of futures markets
23
(
2002
)
2
,
pp. 135-150
Persistent link: https://www.econbiz.de/10001762667
Saved in:
2
Cash settlement and price discovery in futures markets
Chan, Leo H.
;
Lien, Da-hsiang Donald
- In:
Quarterly journal of business and economics : QJBE
40
(
2001
)
3/4
,
pp. 65-77
Persistent link: https://www.econbiz.de/10001764354
Saved in:
3
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:
4
Using high, low, open and closing prices to estimate the effects of cash settlement on futures prices
Chan, Leo Tak-hung
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
12
(
2003
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10001769951
Saved in:
5
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:
6
Downside risk for short long hedgers
Demirer, Rıza
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
12
(
2003
)
1
,
pp. 25-44
Persistent link: https://www.econbiz.de/10001770018
Saved in:
7
Measuring the impacts of cash settlement : a stochastic volatility approach
Chan, Leo H.
;
Lien, Da-hsiang Donald
- In:
International review of economics & finance : IREF
11
(
2002
)
3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10001719359
Saved in:
8
Delivery risk and the hedging role of options
Lien, Da-hsiang Donald
;
Kit, Pong Wong
- In:
The journal of futures markets
22
(
2002
)
4
,
pp. 339-354
Persistent link: https://www.econbiz.de/10001678273
Saved in:
9
Impulse responses in a threshold cointegrated system : the case of natural gas markets
Root, T. H.
;
Lien, Da-hsiang Donald
- In:
Applied financial economics
13
(
2003
)
1
,
pp. 23-35
Persistent link: https://www.econbiz.de/10001725720
Saved in:
10
Cash settlement and futures price volatility : evidence from options data
Chan, Leo H.
;
Lien, Da-hsiang Donald
- In:
Advances in quantitative analysis of finance and …
1
(
2004
),
pp. 29-44
Persistent link: https://www.econbiz.de/10002225818
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