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A note on output hedging with cost uncertainty

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  • Moawia Alghalith

Abstract

Using a general framework and a multiple-input technology, we thoroughly investigate the hedging and production decisions under cost uncertainty. In doing so, we show the impact of the cost risk on the optimal output, hedge and hedge ratio. Copyright © 2006 John Wiley & Sons, Ltd.

Suggested Citation

  • Moawia Alghalith, 2006. "A note on output hedging with cost uncertainty," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(5), pages 387-389.
    • Handle: RePEc:wly:mgtdec:v:27:y:2006:i:5:p:387-389
    DOI: 10.1002/mde.1299
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    References listed on IDEAS

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    1. Anderson, Ronald W & Danthine, Jean-Pierre, 1983. "Hedger Diversity in Futures Markets," Economic Journal, Royal Economic Society, vol. 93(37), pages 370-389, June.
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    Cited by:

    1. Moawia Alghalith, 2008. "Hedging and production decisions under uncertainty: A survey," Papers 0810.0917, arXiv.org.
    2. Moawia Alghalith & Ricardo Lalloob, 2012. "A General Empirical Model of Hedging," JRFM, MDPI, vol. 5(1), pages 1-19, December.

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