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~subject:"Commodity derivative"
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Commodity derivative
Theorie
124
Theory
124
Hedging
95
Derivat
58
Derivative
58
China
52
Portfolio selection
41
Portfolio-Management
41
Capital income
35
Kapitaleinkommen
35
USA
35
United States
35
Börsenkurs
34
Share price
34
Volatility
31
Welt
31
World
31
Anlageverhalten
29
Behavioural finance
29
Volatilität
29
Securities trading
25
Wertpapierhandel
25
Rohstoffderivat
21
Taiwan
21
Risiko
20
Risk
20
Estimation
18
Schätzung
18
Futures
16
Investment Fund
16
Investmentfonds
16
Handelsvolumen der Börse
15
Trading volume
15
Asymmetric information
14
Asymmetrische Information
14
Index futures
14
Index-Futures
14
Aktienmarkt
13
Estimation theory
13
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Article
21
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20
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20
Aufsatz im Buch
1
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1
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English
21
Author
All
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
Fung, Scott
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
Tsai, Shih-Chuan
1
Tse, Yiu Kuen
1
Veld- Merkoulova, Yulia
1
Wang, Yan
1
Xu, Yahua
1
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Published in...
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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
Journal of empirical finance
1
Quarterly journal of business and economics : QJBE
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ECONIS (ZBW)
21
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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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