Hedging and joint production: theory and illustrations
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Anderson, Ronald W & Danthine, Jean-Pierre, 1983. "Hedger Diversity in Futures Markets," Economic Journal, Royal Economic Society, vol. 93(37), pages 370-389, June.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Riboud, Chris & Rausser, Gordon C., 1981. "Price supports and demand in commodity market modeling," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt1n53k4xs, Department of Agricultural & Resource Economics, UC Berkeley.
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.- Röthig, Andreas, 2008. "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 35698, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
- Kim, Jae-Gyeong, 1993. "Futures markets in an open economy," ISU General Staff Papers 1993010108000011461, Iowa State University, Department of Economics.
- 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.
- Ahmet Enis Kocagil, 1997. "Does futures speculation stabilize spot prices? Evidence from metals markets," Applied Financial Economics, Taylor & Francis Journals, vol. 7(1), pages 115-125.
- Theodore E. Nijman & Roel Beetsma, 1991.
"Empirical Tests of a Simple Pricing Model for Sugar Futures,"
Annals of Economics and Statistics, GENES, issue 24, pages 121-131.
- Nijman, T.E. & Beetsma, R.M.W.J., 1990. "Empirical tests of a simple pricing model for sugar futures," Other publications TiSEM 319a41dd-cefc-4842-b4e7-1, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Beetsma, R.M.W.J., 1993. "Empirical tests of a simple pricing model for sugar futures," Other publications TiSEM dd35375b-390f-42fe-97e5-b, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Beetsma, R.M.W.J., 1990. "Empirical tests of a simple pricing model for sugar futures," Discussion Paper 1990-68, Tilburg University, Center for Economic Research.
- Nijman, T. & Beetsma, R., 1990. "Empirical Tests Of A Simple Pricing Model For Sugar Futures," Papers 9068, Tilburg - Center for Economic Research.
- Nijman, T.E. & Beetsma, R.M.W.J., 1991. "Empirical tests of a simple pricing model for sugar futures," Other publications TiSEM bf4e6378-ad42-48bf-9a98-e, Tilburg University, School of Economics and Management.
- Kofman, Paul & Viaene, Jean-Marie, 2000. "The demise of commodity price agreements: the role of exchange rates and special interests," European Journal of Political Economy, Elsevier, vol. 16(4), pages 775-805, November.
- Georges Dionne & Marc Santugini, 2015.
"Production Flexibility and Hedging,"
Risks, MDPI, vol. 3(4), pages 1-10, December.
- Georges Dionne & Marc Santugini, 2014. "Production Flexibility and Hedging," Cahiers de recherche 1417, CIRPEE.
- Dionne, Georges & Santugini, Marc, 2014. "Production Flexibility and Hedging," Working Papers 14-3, HEC Montreal, Canada Research Chair in Risk Management.
- John Hua Fan & Adrian Fernandez‐Perez & Ana‐Maria Fuertes & Joëlle Miffre, 2020.
"Speculative pressure,"
Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 575-597, April.
- John Hua & Adrian Fernandez-Perez & Ana-Maria Fuertes & Joelle Miffre, 2020. "Speculative Pressure," Post-Print hal-02500777, HAL.
- repec:zbw:bofrdp:1995_003 is not listed on IDEAS
- repec:ebl:ecbull:v:4:y:2005:i:15:p:1-6 is not listed on IDEAS
- Nongnuch Tantisantiwong, 2004. "Theoretical moment restrictions of commodity prices," Money Macro and Finance (MMF) Research Group Conference 2004 19, Money Macro and Finance Research Group.
- Yannick Le Pen & Benoît Sévi, 2013.
"Futures Trading and the Excess Comovement of Commodity Prices,"
Working Papers
halshs-00793724, HAL.
- Yannick Le Pen & Benoît Sévi, 2013. "Futures trading and the excess comovement of commodity prices," Post-Print hal-01613916, HAL.
- Yannick Le Pen & Benoît Sévi, 2013. "Futures Trading and the Excess Comovement of Commodity Prices," AMSE Working Papers 1301, Aix-Marseille School of Economics, France, revised Jan 2013.
- Yannick Le Pen & Benoît Sévi, 2013. "Futures trading and the excess comovement of commodity prices," Working Papers 2013-19, Department of Research, Ipag Business School.
- Yannick Le Pen & Benoît Sévi, 2018. "Futures Trading and the Excess Co-movement of Commodity Prices," Post-Print hal-01731459, HAL.
- Viaene, Jean-Marie & Zilcha, Itzhak, 1995.
"Multiple uncertainty, forward-futures markets and international trade,"
Discussion Papers, Series II
255, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
- Viaene, Jean-Marie & Zilcha, Itzhak, 1995. "Multiple uncertainty, forward-futures markets and international trade," Research Discussion Papers 3/1995, Bank of Finland.
- Viaene, J.M. & Zilcha, I., 1995. "Multiple Uncertainty, Forward-Futures Markets and International Trade," Papers 11-95, Tel Aviv.
- Viaene, Jean-Marie & Zilcha, Itzhak, 1995. "Multiple Uncertainty, Forward-Futures Markets and International Trade," Foerder Institute for Economic Research Working Papers 275601, Tel-Aviv University > Foerder Institute for Economic Research.
- Just, Richard E. & Rausser, Gordon C., 1979. "Econometric model and futures markets commodity price forecasting," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt8673v745, Department of Agricultural & Resource Economics, UC Berkeley.
- Chambers, Robert G. & Quiggin, John, 2009.
"Separability of stochastic production decisions from producer risk preferences in the presence of financial markets,"
Journal of Mathematical Economics, Elsevier, vol. 45(11), pages 730-737, December.
- Chambers, Robert G. & Quiggin, John C., 2002. "Separability Of Stochastic Production Decisions From Producer Risk Preferences In The Presence Of Financial Markets," Working Papers 28561, University of Maryland, Department of Agricultural and Resource Economics.
- Robert G. Chambers & John Quiggin, 2003. "Separability of stochastic production decisions from producer risk preferences in the presence of financial markets," Risk & Uncertainty Working Papers WPR03_4, Risk and Sustainable Management Group, University of Queensland.
- Chambers, Robert G. & Quiggin, John, 2003. "Separability of stochastic production decisions from producer risk preferences in the presence of financial markets," Risk and Sustainable Management Group Working Papers 150348, University of Queensland, School of Economics.
- Shafiqur Rahman & M. Shahid Ebrahim, 2005. "The Futures Pricing Puzzle," Computing in Economics and Finance 2005 35, Society for Computational Economics.
- Mohammad Isleimeyyeh, 2020. "The role of financial investors in determining the commodity futures risk premium," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(9), pages 1375-1397, September.
- Moawia Alghalith, 2008. "Hedging and production decisions under uncertainty: A survey," Papers 0810.0917, arXiv.org.
- Batista Soares, David & Borocco, Etienne, 2022. "Rational destabilization in commodity markets," Journal of Commodity Markets, Elsevier, vol. 25(C).
- Kim, Tae-Kyun, 1989. "The factor bias of technical change and technology adoption under uncertainty," ISU General Staff Papers 1989010108000010138, Iowa State University, Department of Economics.
- Galán-Gutiérrez, Juan Antonio & Labeaga, José M. & Martín-García, Rodrigo, 2023. "Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle," Resources Policy, Elsevier, vol. 81(C).
- Antonovitz, Frances & Nelson, Ray D., 1987. "Forward And Futures Markets And The Competitive Firm Under Price Uncertainty," Regional Research Projects > 1987: S-180 Annual Meeting, March 22-25, 1987, San Antonio, Texas 272341, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
More about this item
Keywords
future trading; risk; Social and Behavioral Sciences;All these keywords.
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:cdl:agrebk:qt82t7q766. 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: Lisa Schiff (email available below). General contact details of provider: https://edirc.repec.org/data/dabrkus.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.