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On the Optimality of Forward Markets

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  • Townsend, Robert M

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  • Townsend, Robert M, 1978. "On the Optimality of Forward Markets," American Economic Review, American Economic Association, vol. 68(1), pages 54-66, March.
    • Handle: RePEc:aea:aecrev:v:68:y:1978:i:1:p:54-66
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    Cited by:

    1. Ron Alquist & Lutz Kilian, 2010. "What do we learn from the price of crude oil futures?," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(4), pages 539-573.
    2. Wong, Kit Pong, 2006. "The effects of abandonment options on operating leverage and forward hedging," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 72-86.
    3. Ligon, Ethan, 2023. "Risk sharing tests and covariate shocks," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt2zr503fq, Department of Agricultural & Resource Economics, UC Berkeley.
    4. Russell Cooper, 1984. "Insurance, Flexibility and Non-contingent Trades," Cowles Foundation Discussion Papers 691, Cowles Foundation for Research in Economics, Yale University.

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