Hedging Pressure and Futures Price Movements in a General Equilibrium Model

DOI10.2307/2938209MaRDI QIDQ3354561zbMATH OpenOpenAlexFDO

Authors David Hirshleifer

Publication date 1990

Published in Econometrica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2938209

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

Cited in

(12)

• Futures market equilibrium with heterogeneity and a spot market at harvest
• Dynamics of the price behavior in stock markets: a statistical physics approach
• Fat tails arise endogenously from supply/demand, with or without jump processes
• A McKean-Vlasov game of commodity production, consumption and trading
• Variance disparity and market frictions
• Evaluating sets of objects in characteristics space
• Commodity price dynamics and derivative valuation: a review
• Evaluating Multivariate GARCH Models in the Nordic Electricity Markets
• Statistical Decision Problems and Bayesian Nonparametric Methods
• SHACKLE AND MODERN DECISION THEORY
• A martingale approach for asset allocation with derivative security and hidden economic risk
• Determinants of oil futures prices and convenience yields

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