Optimal Hedging By Firms with Multiple sources of Risky Income
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.275507
Download full text from publisher
Other versions of this item:
- Zilcha, I. & Broll, U., 1991. "Optimal Hedging by Firms with Multiple Sources of Risky Income," Papers 4-91, Tel Aviv - the Sackler Institute of Economic Studies.
References listed on IDEAS
- Kawai, Masahiro & Zilcha, Itzhak, 1986. "International trade with forward-futures markets under exchange rate and price uncertainty," Journal of International Economics, Elsevier, vol. 20(1-2), pages 83-98, February.
- Zilcha, Itzhak & Eldor, Rafael, 1991.
"Exporting firm and forward markets: the multiperiod case,"
Journal of International Money and Finance, Elsevier, vol. 10(1), pages 108-117, March.
- Zilcha, Itzhak & Eldor, Rafael, 1987. "Exporting Firm and Forward Markets: The Multiperiod Case," Foerder Institute for Economic Research Working Papers 275433, Tel-Aviv University > Foerder Institute for Economic Research.
- Losq, Etienne, 1982. "Hedging with price and output uncertainty," Economics Letters, Elsevier, vol. 10(1-2), pages 65-70.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Kim, Jae-Gyeong, 1993. "Futures markets in an open economy," ISU General Staff Papers 1993010108000011461, Iowa State University, Department of Economics.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Iltae Kim, 2002. "On Hedging Behaviour In The Presence Of Exchange Rate Uncertainty And Random Cost," South African Journal of Economics, Economic Society of South Africa, vol. 70(5), pages 777-788, June.
- Udo Broll, 1993. "Foreign production and international hedging in a multinational firm," Open Economies Review, Springer, vol. 4(4), pages 425-432, December.
- Vadhindran K. Rao, 2011. "Multiperiod Hedging using Futures: Mean Reversion and the Optimal Hedging Path," JRFM, MDPI, vol. 4(1), pages 1-29, December.
- Broll, Udo & Eckwert, Bernhard, 2000. "Market structure and multiperiod hedging," International Review of Economics & Finance, Elsevier, vol. 9(4), pages 291-298, October.
- Udo Broil & Itzhak Zilcha, 1995.
"International Production, Investment And Borrowing With Exchange Rate Risk And Futures Markets,"
Metroeconomica, Wiley Blackwell, vol. 46(1), pages 90-106, February.
- Broll, Udo & Zilcha, Itzhak, 1991. "International production, investments and borrowing with exchange rate risk and futures markets," Discussion Papers, Series II 148, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Broll, Udo & Wahl, Jack E., 1991. "Hedging export revenue risk using futures and options," Discussion Papers, Series II 143, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Broll, Udo & Wahl, Jack E. & Zilcha, Itzhak, 1999. "Hedging exchange rate risk: The multiperiod case," Research in Economics, Elsevier, vol. 53(4), pages 365-380, December.
- Wong Kit Pong, 2002. "Export-Flexible Firms and Forward Markets," International Economic Journal, Taylor & Francis Journals, vol. 16(3), pages 81-95.
- Broll, Udo & Eckwert, Bernhard & Eickhoff, Andreas, 2012. "Financial intermediation and endogenous risk in the banking sector," Economic Modelling, Elsevier, vol. 29(5), pages 1618-1622.
- Baxter, Timothy M. & Smith, Mark E., 1987. "Exchange Rate Risk, Dollar Appreciation, And U.S. Export Credit Programs," Staff Reports 277944, United States Department of Agriculture, Economic Research Service.
- Dalal, Ardeshir J. & Alghalith, Moawia, 2009. "Production decisions under joint price and production uncertainty," European Journal of Operational Research, Elsevier, vol. 197(1), pages 84-92, August.
- Broll, Udo & Wahl, Jack E. & Wessel, Christoph, 2008. "Export production, hedging exchange rate risk: the duopoly case," Dresden Discussion Paper Series in Economics 06/08, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- repec:bla:rdevec:v:5:y:2001:i:3:p:355-62 is not listed on IDEAS
- Kim, Jae-Gyeong, 1993. "Futures markets in an open economy," ISU General Staff Papers 1993010108000011461, Iowa State University, Department of Economics.
- Pavel Trunin & Sergey Narkevich, 2013. "Prospects for the Russian Ruble to Become Regional Reserve Currency," Working Papers 118, Gaidar Institute for Economic Policy, revised 2015.
- Tantisantiwong, Nongnuch, 2013.
"Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging,"
SIRE Discussion Papers
2013-116, Scottish Institute for Research in Economics (SIRE).
- Nongnuch Tantisantiwong, 2013. "Price Transmission and Effects of Exchange Rates on Domestic Commodity Prices via Offshore and Currency Hedging," Dundee Discussion Papers in Economics 278, Economic Studies, University of Dundee.
- Harvey Lapan & Giancarlo Moschini & Steven D. Hanson, 1991.
"Production, Hedging, and Speculative Decisions with Options and Futures Markets,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(1), pages 66-74.
- Lapan, Harvey & Moschini, Giancarlo & Hanson, Steven D., 1990. "Production, Hedging, And Speculative Decisions With Options And Futures Markets," 1990 Annual meeting, August 5-8, Vancouver, Canada 270980, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Lapan, Harvey E. & Moschini, GianCarlo & Hanson, Steven D., 1991. "Production Hedging and Speculative Decisions with Options and Future Markets," Staff General Research Papers Archive 10810, Iowa State University, Department of Economics.
- Sergio H. Lence & Dermot J. Hayes, 1995.
"Optimal Hedging Under Forward‐Looking Behaviour,"
The Economic Record, The Economic Society of Australia, vol. 71(4), pages 329-342, December.
- Sergio H. Lence & Dermot J. Hayes, 1993. "Optimal Hedging under Forward-Looking Behavior," Center for Agricultural and Rural Development (CARD) Publications 93-wp108, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Lence, Sergio H & Hayes, Dermot J., 1995. "Optimal Hedging Under Forward-Looking Behaviour," ISU General Staff Papers 199512010800001137, Iowa State University, Department of Economics.
- Lence, Sergio H. & Hayes, Dermot J., 1995. "Optimal Hedging Under Forward-Looking Behavior," Staff General Research Papers Archive 533, Iowa State University, Department of Economics.
- Broll, Udo & Wahl, Jack E. & Wong, Wing-Keung, 2006.
"Elasticity of risk aversion and international trade,"
Economics Letters, Elsevier, vol. 92(1), pages 126-130, July.
- Udo Broll & Jack E. Wahl & Wing-Keung Wong, 2005. "Elasticity of risk aversion and international trade," Monash Economics Working Papers 07/05, Monash University, Department of Economics.
- Wahl, Jack E. & Broll, Udo, 2009. "Mitigation of foreign Direct investment risk and hedging," Dresden Discussion Paper Series in Economics 13/09, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
- repec:got:cegedp:28 is not listed on IDEAS
- Bell, Peter N, 2014. "The variance-minimizing hedge with put options," MPRA Paper 62156, University Library of Munich, Germany.
More about this item
Keywords
Financial Economics; Risk and Uncertainty;Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:isfiwp:275507. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/fotauil.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.