Information, futures prices, and stabilizing speculation
From MaRDI portal
(Redirected from Publication:1248447)
Cites work
Cited in
(21)- Separability of stochastic production decisions from producer risk preferences in the presence of financial markets
- Price relations on futures markets for storable commodities
- Futures markets, production and diversification of risk
- On the qualitative properties of futures market equilibrium
- Further results on the informational efficiency of competitive stock markets
- Capital markets, the separation property and hedging
- Insurance and the behavior of competitive firms under revenue risks: a note.
- Empirical implementation of ex ante cost functions
- Production and hedging under correlated price and background risks
- Hedging pressure and speculation in commodity markets
- Hedging and the competitive firm under correlated price and background risk
- Production and hedging in futures markets with multiple delivery specifications
- Production uncertainty and the input decision of the competitive firm facing the futures market
- Hedging and the competitive firm under price, output and quality uncertainties
- INTERNATIONAL PRODUCTION, INVESTMENT AND BORROWING WITH EXCHANGE RATE RISK AND FUTURES MARKETS
- Price discovery and spillover dynamics in the Chinese stock index futures market: a natural experiment on trading volume restriction
- Hedging and the regret theory of the firm
- Futures markets and commodity options: Hedging and optimality in incomplete markets
- Multinationals, hedging, and capital structure under exchange rate uncertainty
- Production and hedging decisions in futures and forward markets
- Firm's hedging behavior without the expected utility hypothesis
This page was built for publication: Information, futures prices, and stabilizing speculation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1248447)
