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Hedger Diversity in Futures Markets
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- repec:dau:papers:123456789/11382 is not listed on IDEAS
- 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.
- Adler, Michael & Qi, Rong, 2003. "Mexico's integration into the North American capital market," Emerging Markets Review, Elsevier, vol. 4(2), pages 91-120, June.
- ap Gwilym, Rhys & Ebrahim, M. Shahid, 2013. "Can position limits restrain ‘rogue’ trading?," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 824-836.
- Dionne, Georges & Santugini, Marc, 2014.
"Entry, imperfect competition, and futures market for the input,"
International Journal of Industrial Organization, Elsevier, vol. 35(C), pages 70-83.
- Georges Dionne & Marc Santugini, 2012. "Entry, Imperfect Competition, and Futures Market for the Input," Cahiers de recherche 1215, CIRPEE.
- Dionne, Georges & Santugini, Marc, 2013. "Entry, imperfect competition, and futures market for the input," Working Papers 12-5, HEC Montreal, Canada Research Chair in Risk Management.
- Junttila, Juha & Myllymäki, Valtteri & Raatikainen, Juhani, 2018. "Pricing of electricity futures based on locational price differences: The case of Finland," Energy Economics, Elsevier, vol. 71(C), pages 222-237.
- 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," Bank of Finland 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.
- Alghalith, Moawia, 2006. "A note on hedging cost and basis risks," Economic Modelling, Elsevier, vol. 23(3), pages 534-537, May.
- 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. & 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., 1990. "Empirical tests of a simple pricing model for sugar futures," Discussion Paper 1990-68, Tilburg University, 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.
- Rausser, Gordon C. & Just, Richard E., 1979. "Agricultural commodity price forecasting accuracy: futures markets versus commercial econometric models," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6k44c5zv, Department of Agricultural & Resource Economics, UC Berkeley.
- Ricome, Aymeric & Chaib, Karim & Ridier, Aude & Kephaliacos, Charilaos & Carpy-Goulard, Francoise, 2012. "The role of cash crop marketing contracts in the adoption of low-input practices in the presence of risk and income supports," 126th Seminar, June 27-29, 2012, Capri, Italy 126222, European Association of Agricultural Economists.
- Benoît Sévi, 2006. "Ederington's ratio with production flexibility," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-8.
- Ivar Ekeland & Delphine Lautier & Bertrand Villeneuve, 2019. "Hedging pressure and speculation in commodity markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 68(1), pages 83-123, July.
- ap Gwilym, Rhys & Ebrahim, M. Shahid & El Alaoui, Abdelkader O. & Rahman, Hamid & Taamouti, Abderrahim, 2020.
"Financial frictions and the futures pricing puzzle,"
Economic Modelling, Elsevier, vol. 87(C), pages 358-371.
- Rhys ap Gwilym & M. Shahid Ebrahim & Abdelkader O. El Alaoui & Hamid Rahman & Abderrahim Taamouti, 2019. "Financial Frictions and the Futures Pricing Puzzle," Department of Economics Working Papers 2019_07, Durham University, Department of Economics.
- 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.
- Acharya, Viral V. & Lochstoer, Lars A. & Ramadorai, Tarun, 2013.
"Limits to arbitrage and hedging: Evidence from commodity markets,"
Journal of Financial Economics, Elsevier, vol. 109(2), pages 441-465.
- Acharya, Viral & Lochstoer, Lars, 2009. "Limits to Arbitrage and Hedging: Evidence from Commodity Markets," CEPR Discussion Papers 7327, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Lars A. Lochstoer & Tarun Ramadorai, 2011. "Limits to Arbitrage and Hedging: Evidence from Commodity Markets," NBER Working Papers 16875, National Bureau of Economic Research, Inc.
- Shafiqur Rahman & M. Shahid Ebrahim, 2005. "The Futures Pricing Puzzle," Computing in Economics and Finance 2005 35, Society for Computational Economics.
- Ricome, Aymeric & Chaib, Karim & Ridier, Aude & Kephaliacos, Charilaos & Carpy-Goulard, Francoise, 2016.
"The Role of Marketing Contracts in the Adoption of Low-Input Production Practices in the Presence of Income Supports: An Application in Southwestern France,"
Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 41(3), pages 1-29.
- Aymeric Ricome & Karim Chaïb & Aude Ridier & Charilaos Kephaliacos & Françoise Carpy-Goulard, 2016. "The Role of Marketing Contracts in the Adoption of Low-Input Production Practices in the Presence of Income Supports: An Application in Southwestern France," Post-Print hal-01525411, HAL.
- 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).
- Xing, Liu & Pietola, Kyosti, 2005. "Forward Hedging Under Price and Production Risk of Wheat," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24467, European Association of Agricultural Economists.
- Georges Dionne & Marc Santugini, 2015.
"Production Flexibility and Hedging,"
Risks, MDPI, vol. 3(4), pages 1-10, December.
- Dionne, Georges & Santugini, Marc, 2014. "Production Flexibility and Hedging," Working Papers 14-3, HEC Montreal, Canada Research Chair in Risk Management.
- Georges Dionne & Marc Santugini, 2014. "Production Flexibility and Hedging," Cahiers de recherche 1417, CIRPEE.
- 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.
- Gemmill, Gordon, 1985. "Optimal hedging on futures markets for commodity-exporting nations," European Economic Review, Elsevier, vol. 27(2), pages 243-261, March.
- Michail Anthropelos & Michael Kupper & Antonis Papapantoleon, 2018.
"An Equilibrium Model for Spot and Forward Prices of Commodities,"
Mathematics of Operations Research, INFORMS, vol. 43(1), pages 152-180, February.
- Michail Anthropelos & Michael Kupper & Antonis Papapantoleon, 2015. "An equilibrium model for spot and forward prices of commodities," Papers 1502.00674, arXiv.org, revised Jan 2017.
- Moawia Alghalith, 2008. "Hedging and production decisions under uncertainty: A survey," Papers 0810.0917, arXiv.org.
- Kim, Jae-Gyeong, 1993. "Futures markets in an open economy," ISU General Staff Papers 1993010108000011461, Iowa State University, Department of Economics.
- Méndez Parra, Maximiliano, 2015. "Futures prices, trade and domestic supply of agricultural commodities," Economics PhD Theses 0115, Department of Economics, University of Sussex Business School.
- Batista Soares, David & Borocco, Etienne, 2022. "Rational destabilization in commodity markets," Journal of Commodity Markets, Elsevier, vol. 25(C).
- Juan Antonio Galán-Gutiérrez & Rodrigo Martín-García, 2022. "Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic," Mathematics, MDPI, vol. 10(4), pages 1-23, February.
- 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.
- 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.
- Yannick Le Pen & Benoît Sévi, 2013. "Futures Trading and the Excess Comovement of Commodity Prices," Working Papers halshs-00793724, HAL.
- 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.
- Jack Hirshleifer, 1984. "Two Models of Speculation and Information," UCLA Economics Working Papers 329, UCLA Department of Economics.
- Lei, Li-Fen, 1992. "Using futures and option contracts to manage price and quantity risk: A case of corn farmers in central Iowa," ISU General Staff Papers 1992010108000011326, Iowa State University, Department of Economics.
- 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.
- Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, February.
- repec:ipg:wpaper:2013-019 is not listed on IDEAS
- Miller, Stephen E., 1986. "Forward Contracting Versus Hedging Under Price And Yield Uncertainty," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(2), pages 1-8, December.
- Mahdavi, Mahnaz, 1997. "A Bayesian approach to foreign exchange forecasting," Global Finance Journal, Elsevier, vol. 8(1), pages 15-31.
- 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).
- 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.
- repec:zbw:bofrdp:1995_003 is not listed on IDEAS
- Boum-Jong Choe, 1992. "The precautionary demand for commodity stocks," Policy Research Working Paper Series 935, The World Bank.
- Röthig, Andreas, 2008. "The impact of backwardation on hedgers' demand for currency futures contracts: theory versus empirical evidence," Darmstadt Discussion Papers in Economics 190, Darmstadt University of Technology, Department of Law and Economics.
- repec:ebl:ecbull:v:4:y:2005:i:15:p:1-6 is not listed on IDEAS
- 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.
- repec:ipg:wpaper:19 is not listed on IDEAS
- 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.
- 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.
- Frestad, Dennis, 2012. "Liquidity and dirty hedging in the Nordic electricity market," Energy Economics, Elsevier, vol. 34(5), pages 1341-1355.
- Ruoyang Li & Alva Svoboda & Shmuel Oren, 2015. "Efficiency impact of convergence bidding in the california electricity market," Journal of Regulatory Economics, Springer, vol. 48(3), pages 245-284, December.
- Rausser, Gordon C., 1979. "Hedging and joint production: theory and illustrations," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt82t7q766, Department of Agricultural & Resource Economics, UC Berkeley.
- Augusto Castillo R. & Rafael Aguila, 2005. "Estrategias Optimas De Cobertura En Presencia De Incertidumbre En Costos Y Cantidad," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 8(2), pages 88-110.
- Mahenc, P. & Salanie, F., 2004. "Softening competition through forward trading," Journal of Economic Theory, Elsevier, vol. 116(2), pages 282-293, June.
- repec:ebl:ecbull:v:7:y:2006:i:1:p:1-8 is not listed on IDEAS
- 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.
- Haruna, Shoji, 1996. "Industry equilibrium, uncertainty, and futures markets," International Journal of Industrial Organization, Elsevier, vol. 14(1), pages 53-70.
- David Batista Soares & Etienne Borocco, 2022. "Rational destabilization in commodity markets [Déstabilisation rationnelle des marchés de matières premières]," Post-Print hal-03256534, HAL.
- 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.