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Futures Markets and the Theory of the Firm under Price Uncertainty

Citations

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Cited by:

  1. 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.
  2. Scheitrum, Daniel Paul & Carter, Colin A. & Jaffe, Amy Myers, 2017. "Testing substitution between private and public storage in the U.S. oil market: A study on the U.S. Strategic Petroleum Reserve," Energy Economics, Elsevier, vol. 64(C), pages 483-493.
  3. Allan J. Taub, 1981. "Futures Markets and the Cooperative Firm Under Price Uncertainty," Eastern Economic Journal, Eastern Economic Association, vol. 7(3-4), pages 157-161, Jul-Oct.
  4. Meng, Rujing & Wong, Kit Pong, 2010. "Multinationals and futures hedging: An optimal stopping approach," Global Finance Journal, Elsevier, vol. 21(1), pages 13-25.
  5. Park, Timothy A. & Antonovitz, Frances, 1991. "Econometric Tests Of Firm Decision Making Under Uncertainty: Optimal Output And Hedging Decisions," 1991 Annual Meeting, August 4-7, Manhattan, Kansas 271264, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  6. Just, Richard E. & Rausser, Gordon C., 1985. "Determination of the predominance of various expectations patterns in commodity futures and spot markets," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt9wv9s614, Department of Agricultural & Resource Economics, UC Berkeley.
  7. Christophe Gouel, 2012. "Agricultural Price Instability: A Survey Of Competing Explanations And Remedies," Journal of Economic Surveys, Wiley Blackwell, vol. 26(1), pages 129-156, February.
  8. Atanu Saha & C. Richard Shumway, 1998. "Refutable implications of the firm model under risk," Applied Economics, Taylor & Francis Journals, vol. 30(4), pages 441-448.
  9. 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.
  10. Larry S. Karp, 1987. "Methods for Selecting the Optimal Dynamic Hedge When Production is Stochastic," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 69(3), pages 647-657.
  11. Frank Lehrbass, 1994. "Optimal hedging with currency forwards, calls, and calls on forwards for the competitive exporting firm facing exchange rate uncertainty," Journal of Economics, Springer, vol. 59(1), pages 51-70, February.
  12. 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".
  13. Chambers, Robert G. & Quiggin, John, 1992. "On Separation Results in Forward and Futures Markets," Working Papers 197790, University of Maryland, Department of Agricultural and Resource Economics.
  14. Eldor, Rafael & Zilcha, Itzhak, 1987. "Discriminating Monopoly, Forward Markets and International Trade," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 28(2), pages 459-468, June.
  15. 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.
  16. Koziol, Philipp, 2014. "Inflation and interest rate derivatives for FX risk management: Implications for exporting firms under real wealth," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 459-472.
  17. Udo Broll & Peter Welzel & Kit Pong Wong, 2024. "Hedging and the regret theory of the firm," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 47(1), pages 259-273, June.
  18. Rausser, Gordon C & Carter, Colin, 1983. "Futures Market Efficiency in the Soybean Complex," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-478, August.
  19. Lien, Donald & Yu, Chia-Feng (Jeffrey), 2017. "Production and hedging with optimism and pessimism under ambiguity," International Review of Economics & Finance, Elsevier, vol. 50(C), pages 122-135.
  20. Broll, Udo & Egozcue, Martín & Wong, Wing-Keung & Zitikis, Ričardas, 2010. "Prospect theory and hedging risks," Dresden Discussion Paper Series in Economics 05/10, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  21. Felipe Aldunate & Jaime Casassus, 2010. "Consumption and Hedging in Oil Importing Developing Countries," Documentos de Trabajo 376, Instituto de Economia. Pontificia Universidad Católica de Chile..
  22. Eldor, Rafael & Zilcha, Itzhak, 1997. "Firms Under Tax Asymmetry: Price Uncertainty and Hedging," Foerder Institute for Economic Research Working Papers 275625, Tel-Aviv University > Foerder Institute for Economic Research.
  23. Just, Richard E. & Rausser, Gordon C., 1983. "Expectations and intertemporal pricing in commodity futures and spot markets," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt6655w709, Department of Agricultural & Resource Economics, UC Berkeley.
  24. Blank, Steven C., 1989. "Hedging Objectives, Hedging Markets, And The Relevant Range Of Hedge Ratios," Working Papers 225826, University of California, Davis, Department of Agricultural and Resource Economics.
  25. Kim, Jae-Gyeong, 1993. "Futures markets in an open economy," ISU General Staff Papers 1993010108000011461, Iowa State University, Department of Economics.
  26. Hanson, Steven D. & Myers, Robert J. & Hilker, James H., 1999. "Hedging With Futures And Options Under A Truncated Cash Price Distribution," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(3), pages 1-11, December.
  27. David J. Pannell & Getu Hailu & Alfons Weersink & Amanda Burt, 2008. "More reasons why farmers have so little interest in futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 39(1), pages 41-50, July.
  28. Eyal Sulganik & Itzhak Zilcha, 1994. "The Value of Information: Disadvantageous Risk-Sharing Markets," Microeconomics 9405001, University Library of Munich, Germany, revised 19 May 1994.
  29. 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).
  30. 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.
  31. 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.
  32. Eldor, Rafael & Zilcha, Itzhak, 1990. "Oligopoly, uncertain demand, and forward markets," Journal of Economics and Business, Elsevier, vol. 42(1), pages 17-26, February.
  33. Sergio H. Lence & Dermot J. Hayes & Yong Sakong, 1994. "Multiperiod Production with Forward and Option Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 76(2), pages 286-295.
  34. Fishelson, Gideon, 1988. "Imperfect Competition Under Uncertainty," Foerder Institute for Economic Research Working Papers 275451, Tel-Aviv University > Foerder Institute for Economic Research.
  35. Eldor, Rafael & Zilcha, Itzhak, 2002. "Tax asymmetry, production and hedging," Journal of Economics and Business, Elsevier, vol. 54(3), pages 345-356.
  36. 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.
  37. Safra, Zvi & Zilcha, Itzhak, 1986. "Firm's hedging behavior without the expected utility hypothesis," Economics Letters, Elsevier, vol. 21(2), pages 145-148.
  38. Kit Pong Wong, 2022. "Production and hedging under correlated price and background risks," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 45(1), pages 241-256, June.
  39. Falatoonzadeh, Hamid & Conner, J. Richard & Pope, Rulon D., 1985. "Risk Management Strategies To Reduce Net Income Variability For Farmers," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 17(1), pages 1-14, July.
  40. Robison, Lindon J. & Hanson, Steven D., 1995. "Analyzing Firm Response to Risk Using Mean-Variance Models," Staff Paper Series 201207, Michigan State University, Department of Agricultural, Food, and Resource Economics.
  41. Nakashima, Takahiro, 2006. "Linear Structural Models of Production under Price Uncertainty: A Mean-Standard Deviation Approach," Japanese Journal of Agricultural Economics (formerly Japanese Journal of Rural Economics), Agricultural Economics Society of Japan (AESJ), vol. 8, pages 1-11.
  42. Huffman, Wallace E & Just, Richard E, 2004. "Implications of Agency Theory for Optimal Land Tenure Contracts," Economic Development and Cultural Change, University of Chicago Press, vol. 52(3), pages 617-642, April.
  43. Arthur Snow, 2000. "LeChatelier Effects for the Competitive Firm under Price Uncertainty," Southern Economic Journal, John Wiley & Sons, vol. 66(3), pages 715-728, January.
  44. Korn, Olaf & Rieger, Marc Oliver, 2016. "Hedging with regret," CFR Working Papers 16-06, University of Cologne, Centre for Financial Research (CFR).
  45. Bell, Peter N, 2014. "The variance-minimizing hedge with put options," MPRA Paper 62156, University Library of Munich, Germany.
  46. 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.
  47. Wong, Kit Pong, 2007. "Operational and financial hedging for exporting firms," International Review of Economics & Finance, Elsevier, vol. 16(4), pages 459-470.
  48. Rodt, Marc & Schäfer, Klaus, 2005. "Absicherung von Strompreisrisiken mit Futures: Theorie und Empirie," Freiberg Working Papers 2005/18, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
  49. Hennessy, David A., 1998. "Risk Market Innovations and Choice," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 331-341.
  50. Blank, Steven C., 1991. "The Robustness Of Single Index Models In Crop Markets: A Multiple Index Model Test," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 16(2), pages 1-9, December.
  51. Ardian Harri & John Michael Riley & John D. Anderson & Keith H. Coble, 2009. "Managing economic risk in value‐based marketing of fed cattle," Agricultural Economics, International Association of Agricultural Economists, vol. 40(3), pages 295-306, May.
  52. Georges Dionne & Marc Santugini, 2015. "Production Flexibility and Hedging," Risks, MDPI, vol. 3(4), pages 1-10, December.
  53. 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.
  54. Campbell, Robert B. & Turnovsky, Stephen J., 1985. "An analysis of the stabilizing and welfare effects of intervention in spot and futures markets," Journal of Public Economics, Elsevier, vol. 28(2), pages 165-209, November.
  55. Christian Koziol & Tilo Treuter, 2019. "How do speculators in agricultural commodity markets impact production decisions and commodity prices? A theoretical analysis," European Financial Management, European Financial Management Association, vol. 25(3), pages 718-743, June.
  56. Broll, Udo & Wahl, Jack E. & Zilcha, Itzhak, 1995. "Indirect hedging of exchange rate risk," Journal of International Money and Finance, Elsevier, vol. 14(5), pages 667-678, October.
  57. Hennessy, David A., 1997. "Equilibrium in production and futures markets," Journal of Economics and Business, Elsevier, vol. 49(5), pages 399-418.
  58. Hermelingmeier, Christian, 2010. "The competitive firm and the role of information about uncertain factor prices," Economic Modelling, Elsevier, vol. 27(2), pages 547-552, March.
  59. Just, Richard E., 1993. "Discovering Production and Supply Relationships: Present Status and Future Opportunities," Review of Marketing and Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 61(01), pages 1-30, April.
  60. Arshanapalli, Bala G. & Gupta, Omprakash K., 1996. "Optimal hedging under output price uncertainty," European Journal of Operational Research, Elsevier, vol. 95(3), pages 522-536, December.
  61. Vasavada, Uptal & Fu, T.T., 1986. "The Role of Anticipated and Unanticipated Prices in Explaining Agricultural Supply Response," 1986 Annual Meeting, July 27-30, Reno, Nevada 278401, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  62. Naik, Gopal & Leuthold, Raymond M., 1991. "A Note On The Factors Affecting Corn Basis Relationships," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 23(1), pages 1-7, July.
  63. Smith, Rodney B.W. & Gardner, Bruce L., 1989. "Expectations, Futures Prices, and Feedlot Operator Behavior," Working Papers 197622, University of Maryland, Department of Agricultural and Resource Economics.
  64. Just, Richard E., 1992. "Discovering Microeconomic Relationships in Agriculture," 1992 Conference (36th), February 10-13, 1992, Canberra, Australia 146530, Australian Agricultural and Resource Economics Society.
  65. Wong, Kit Pong, 2012. "Production and futures hedging with state-dependent background risk," International Review of Economics & Finance, Elsevier, vol. 24(C), pages 177-184.
  66. Broll, Udo & Wahl, Jack E., 1990. "The effect of forward markets and currency options on international trade," Discussion Papers, Series II 114, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
  67. Meyer, Jack, 1988. "Two Moment Decision Models And Expected Utility Maximization: Some Implications For Applied Research," Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia 272846, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
  68. Gerda Dewit, 1998. "Risky Business: Intra-Firm Trade with Foreign Commercial Risk and Asymmetric Insurance," Working Papers 9808, Business School - Economics, University of Glasgow.
  69. Rausser, Gordon C & Walraven, Nicholas A, 1990. "Linkages among Commodity Futures Markets and Dynamic Welfare Analysis," The Review of Economics and Statistics, MIT Press, vol. 72(4), pages 631-639, November.
  70. 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.
  71. Lence, Sergio Horacio, 1991. "Dynamic firm behavior under uncertainty," ISU General Staff Papers 1991010108000010656, Iowa State University, Department of Economics.
  72. Alexander, Vickie J. & Musser, Wesley N. & Mason, George, 1986. "Futures Markets and Firm Decisions Under Price, Production, and Financial Uncertainty," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 18(2), pages 39-50, December.
  73. Polinsky, A Mitchell, 1987. "Fixed Price versus Spot Price Contracts: A Study in Risk Allocation," The Journal of Law, Economics, and Organization, Oxford University Press, vol. 3(1), pages 27-46, Spring.
  74. Blank, Steven C., 1985. "Price Dependence And Futures Price Theory," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 14(2), pages 1-8, October.
  75. Kit Pong Wong, 2003. "Forward Markets and the Behaviour of the Competitive Firm with Production Flexibility," Bulletin of Economic Research, Wiley Blackwell, vol. 55(3), pages 303-310, July.
  76. Schmitz Andrew, 2020. "Commodity Storage, Price Stabilization, and Food Security," Journal of Agricultural & Food Industrial Organization, De Gruyter, vol. 18(1), pages 1-2, January.
  77. Wong, Kit Pong, 2002. "Production decisions in the presence of options: A note," International Review of Economics & Finance, Elsevier, vol. 11(1), pages 17-25, April.
  78. Robison, Lindon J., 1994. "Expanding The Set Of Expected Utility And Mean Standard Deviation Consistent Models," 1994 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses Risk, Technical Committee Meeting, March 24-26, 1994, Gulf Shores State Park, Alabama 271676, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
  79. Kit Wong, 2014. "Hedging and the competitive firm under correlated price and background risk," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 329-340, October.
  80. 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.
  81. Robert Edelstein & Peng Liu & Fang Wu, 2012. "The Market for Real Estate Presales: A Theoretical Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 30-48, June.
  82. Marcus Schulmerich & Yves-Michel Leporcher & Ching-Hwa Eu, 2015. "Stock Market Anomalies," Management for Professionals, in: Applied Asset and Risk Management, edition 127, chapter 3, pages 175-244, Springer.
  83. Pope, Rulon D. & Just, Richard E., 1996. "Empirical implementation of ex ante cost functions," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 231-249.
  84. 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.
  85. Arzu Uluc, 2018. "Stabilising House Prices: the Role of Housing Futures Trading," The Journal of Real Estate Finance and Economics, Springer, vol. 56(4), pages 587-621, May.
  86. Kit Wong, 2014. "Production and hedging in futures markets with multiple delivery specifications," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 37(2), pages 413-421, October.
  87. Lien, Donald & Wong, Kit Pong, 2005. "Multinationals and futures hedging under liquidity constraints," Global Finance Journal, Elsevier, vol. 16(2), pages 210-220, December.
  88. Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, February.
  89. George Emir Morgan & Stephen D. Smith, 1987. "The Role Of Capital Adequacy Regulation In The Hedging Decisions Of Financial Intermediaries," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 10(1), pages 33-46, March.
  90. MacMinn Richard D., 2005. "On Corporate Risk Management and Insurance," Asia-Pacific Journal of Risk and Insurance, De Gruyter, vol. 1(1), pages 1-24, June.
  91. repec:zbw:bofrdp:1995_003 is not listed on IDEAS
  92. Boum-Jong Choe, 1992. "The precautionary demand for commodity stocks," Policy Research Working Paper Series 935, The World Bank.
  93. Felipe Aldunate & Jaime Casassus, 2012. "Consumption and Hedging in Oil†Importing Developing Countries," European Financial Management, European Financial Management Association, vol. 18(5), pages 896-928, November.
  94. Lapan, Harvey & Moschini, Giancarlo, 1996. "Optimal price policy and the futures markets," Economics Letters, Elsevier, vol. 53(2), pages 175-182, November.
  95. Broll, Udo & Pelster, Matthias & Kit, Pong Wong, 2021. "Export under risk and expectation dependence," CEPIE Working Papers 02/21, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
  96. Udo Broll & Peter Welzel & Kit Wong, 2015. "Futures hedging with basis risk and expectation dependence," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 62(3), pages 213-221, September.
  97. Bullock, David William, 1989. "Options and market information: a mean-variance portfolio approach," ISU General Staff Papers 1989010108000010107, Iowa State University, Department of Economics.
  98. Feinerman, Eli & Finkelshtain, Israel, 1996. "Introducing socioeconomic characteristics into production analysis under risk," Agricultural Economics, Blackwell, vol. 13(3), pages 149-161, February.
  99. Tomek, William G. & Peterson, Hikaru Hanawa, 2000. "Risk Management In Agricultural Markets: A Survey," 2000 Producer Marketing and Risk Management Conference, January 13-14, Orlando, FL 19580, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  100. 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.
  101. 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.
  102. Timothy Park & Frances Antonovitz, 1990. "Basis risk and optimal decision making for California feedlots," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 10(3), pages 259-271, June.
  103. Broll, Udo & Welzel, Peter & Wong, Kit Pong, 2019. "Hedging and the regret theory of the competitive firm," CEPIE Working Papers 05/19, Technische Universität Dresden, Center of Public and International Economics (CEPIE).
  104. Carter, Colin A., 1999. "Commodity futures markets: a survey," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 43(2), pages 1-39, June.
  105. Sarris, Alexander, 1982. "A Theory of the Bias in Futures Markets of Storable Commodities," CUDARE Working Papers 198223, University of California, Berkeley, Department of Agricultural and Resource Economics.
  106. Korn, Olaf & Rieger, Marc Oliver, 2019. "Hedging with regret," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 192-205.
  107. 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".
  108. Smith, Rodney B.W. & Gardner, Bruce L., 1993. "Expectations, Futures Prices, And Feedlot Behavior," Staff Papers 13444, University of Minnesota, Department of Applied Economics.
  109. repec:ebl:ecbull:v:7:y:2006:i:1:p:1-8 is not listed on IDEAS
  110. Yumi Oum & Shmuel S. Oren, 2010. "Optimal Static Hedging of Volumetric Risk in a Competitive Wholesale Electricity Market," Decision Analysis, INFORMS, vol. 7(1), pages 107-122, March.
  111. 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".
  112. Broll, Udo & Egozcue, Martín & Wong, Wing-Keung, 2009. "Prospect theory and two moment model: the firm under price uncertainty," Dresden Discussion Paper Series in Economics 01/09, Technische Universität Dresden, Faculty of Business and Economics, Department of Economics.
  113. Haruna, Shoji, 1996. "Industry equilibrium, uncertainty, and futures markets," International Journal of Industrial Organization, Elsevier, vol. 14(1), pages 53-70.
  114. Caleb Cox & Arzé Karam & Matthias Pelster, 2022. "Two-Period Duopolies with Forward Markets," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 60(1), pages 29-62, February.
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