Softening competition through forward trading

DOI10.1016/J.JET.2003.07.009zbMATH Open1073.91053OpenAlexW2087487880MaRDI QIDQ1876646FDOQ1876646

Authors: P. Mahenc, François Salanié 

Publication date: 20 August 2004

Published in: Journal of Economic Theory (Search for Journal in Brave)

Full work available at URL: http://publications.ut-capitole.fr/2785/1/mahenc_salanie.pdf

Recommendations

• Cournot competition, forward markets and efficiency
• Forward trading and collusion in oligopoly
• Forward trading and storage in a Cournot duopoly
• Increasing marginal costs are strategically beneficial in forward trading
• Capacity precommitment, price competition and forward markets

zbMATH Keywords

Bertrand competitionForward market

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Trade models (91B60)

Cites Work

• Cournot competition, forward markets and efficiency
• Title not available (Why is that?)
• The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities

Cited In (11)

• Increasing marginal costs are strategically beneficial in forward trading
• Relaxing competition through speculation: committing to a negative supply slope
• Strategic procurement in spot and forward markets considering regulation and capacity constraints
• Cournot competition, forward markets and efficiency
• Forward trading and collusion in oligopoly
• Forward commodity trading with private information
• On the inefficiency of forward markets in leader-follower competition
• Mathematical modeling of the forward contract market
• On the impact of forward markets on investments in oligopolistic markets with reference to electricity
• Strategic interaction between futures and spot markets
• Strategic advance sales, demand uncertainty and overcommitment

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