Hedging with price and output uncertainty

DOI10.1016/0165-1765(82)90117-3MaRDI QIDQ356561zbMATH OpenOpenAlexFDO

Authors Etienne Losq

Publication date 26 July 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(82)90117-3

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cited in

(12)

• Production decisions under joint price and production uncertainty
• Futures market equilibrium with heterogeneity and a spot market at harvest
• Robust pricing and hedging around the globe
• Almost-sure hedging with permanent price impact
• scientific article; zbMATH DE number 5802309 (Why is no real title available?)
• Hedging in Financial Markets
• FINANCIAL HEDGING OF OPERATIONAL FLEXIBILITY
• Hedging with temporary price impact
• HEDGING WITH ENERGY
• Hedging mean-reverting commodities
• Hedging decisions with price and output uncertainty
• Production and hedging decisions in futures and forward markets

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