The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk
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Publication:4883151
DOI10.2307/2527271zbMATH Open0848.90015MaRDI QIDQ4883151FDOQ4883151
Authors: GianCarlo Moschini, Harvey E. Lapan 
Publication date: 1 July 1996
Published in: International Economic Review (Search for Journal in Brave)
Recommendations
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- Production and hedging decisions in futures and forward markets
- Combined custom hedging: optimal design, noninsurable exposure, and operational risk management
- The preferred hedge instrument
- Hedging and the competitive firm under ambiguous price and background risk
- Solving the liquidity constraint by options on futures
- Hedging decisions with price and output uncertainty
- Hedging of crop harvest with derivatives on temperature
- The Impact of Delivery Risk on Optimal Production and Futures Hedging *
- Trade and currency options hedging model
- Dynamic optimal hedge ratio design when price and production are stochastic with jump
- Dynamic currency futures and options hedging model
- Production with risk hedging -- optimal policy and efficient frontier
- Production and hedging in futures markets with multiple delivery specifications
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