Futures markets, production and diversification of risk
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Publication:1067553
DOI10.1016/0022-247X(85)90373-7zbMATH Open0579.90004MaRDI QIDQ1067553FDOQ1067553
Authors: Michael J. P. Magill, Harrison H. C. Cheng 
Publication date: 1985
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
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Cites Work
- Some Concepts of Dependence
- On the optimality of equilibrium when the market structure is incomplete
- Title not available (Why is that?)
- Title not available (Why is that?)
- Information, futures prices, and stabilizing speculation
- Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis
- The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
- Price Uncertainty, Utility, and Industry Equilibrium in Pure Competition
- Price relations on futures markets for storable commodities
Cited In (8)
- Production and hedging decisions in futures and forward markets
- Divided governments and futures prices
- From hedging to speculation -- an explanation based on prospect theory
- Forward Exchange, Futures Trading, and Spot Price Variability: A General Equilibrium Approach
- Uncertainty risk, ex ante investment and futures transaction
- INTERNATIONAL PRODUCTION, INVESTMENT AND BORROWING WITH EXCHANGE RATE RISK AND FUTURES MARKETS
- On the qualitative properties of futures market equilibrium
- Futures market equilibrium with heterogeneity and a spot market at harvest
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