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

  • 3 Similar Profiles
Hedging Business & Economics
Hedge Business & Economics
Futures markets Business & Economics
Hedge ratio Business & Economics
Futures contracts Business & Economics
Cash Business & Economics
China Business & Economics
Futures prices Business & Economics

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Research Output 1985 2017

1 Citations

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

Lai, Y. S. & Lien, D. Sep 1 2017 In : Journal of Futures Markets. 37, 9, p. 913-929 17 p.

Research output: Contribution to journalArticle

Hedge ratio
Volatility models
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: Contribution to journalArticle

Regression analysis
Empirical evidence
Partially linear model
Nonlinear regression
Model misspecification
Enterprise management
4 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: Contribution to journalArticle

Product pricing
Oil prices
2 Citations

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: Contribution to journalArticle

Natural resources
African countries