Production and hedging under correlated price and background risks
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Publication:2145698
DOI10.1007/S10203-021-00362-7zbMATH Open1492.91417OpenAlexW3209194616MaRDI QIDQ2145698FDOQ2145698
Publication date: 17 June 2022
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-021-00362-7
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Cites Work
- Some Concepts of Dependence
- Expectation dependence of random variables, with an application in portfolio theory
- Risk apportionment via bivariate stochastic dominance
- The demand for a risky asset in the presence of a background risk
- Standard Risk Aversion
- Hedging and the competitive firm under correlated price and background risk
- Information, futures prices, and stabilizing speculation
- On the intensity of downside risk aversion
- Comparative risk aversion with two risks
- Financial risk taking in the presence of correlated non-financial background risk
Cited In (4)
- Production and hedging decisions in futures and forward markets
- Production under uncertainty with insurance or hedging
- Production phase and ultimate pit limit design under commodity price uncertainty
- Separability of stochastic production decisions from producer risk preferences in the presence of financial markets
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