Da-Hsiang D Lien

Professor

  • 2355 Citations
  • 23 h-Index
1985 …2017

Fingerprint Fingerprint is based on mining the text of the person's scientific documents to create an index of weighted terms, which defines the key subjects of each individual researcher.

Hedging Business & Economics
Hedge Business & Economics
Futures markets Business & Economics
Hedge ratio Business & Economics
Futures contracts Business & Economics
China Business & Economics
Futures prices Business & Economics
Hedging effectiveness Business & Economics

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Research Output 1985 2017

A Bivariate High-Frequency-Based Volatility Model for Optimal Futures Hedging

Lai, Y. S. & Lien, D. 2017 (Accepted/In press) In : Journal of Futures Markets.

Research output: Research - peer-reviewArticle

Hedge ratio
Volatility models
Hedging
Autoregressive conditional heteroskedasticity
High-frequency data

A note on using ratio variables in regression analysis

Lien, D., Hu, Y. & Liu, L. Jan 1 2017 In : Economics Letters. 150, p. 114-117 4 p.

Research output: Research - peer-reviewArticle

Regression analysis
Empirical evidence
Partially linear model
Nonlinear regression
Model misspecification
1 Citations

Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism

Bouri, E., Chen, Q., Lien, D. & Lv, X. Mar 1 2017 In : International Review of Economics and Finance. 48, p. 34-48 15 p.

Research output: Research - peer-reviewArticle

Product pricing
Causality
Oil prices
Oil
China

Confucius Institutes and FDI flows from China to Africa

Akhtaruzzaman, M., Berg, N. & Lien, D. Jul 1 2017 In : China Economic Review. 44, p. 241-252 12 p.

Research output: Research - peer-reviewArticle

Africa
China
Natural resources
Resources
African countries