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Optimal Hedging under Price and Quantity Uncertainty: The Case of a Cocoa Producer

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Rolfo, Jacques
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Article provided by University of Chicago Press in its journal Journal of Political Economy.

Volume (Year): 88 (1980)
Issue (Month): 1 (February)
Pages: 100-116
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Handle: RePEc:ucp:jpolec:v:88:y:1980:i:1:p:100-116

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  1. Pennings, Joost M.E. & Garcia, Philip & Irwin, Scott H. & Good, Darrel L., 2003. "How To Group Market Participants? Heterogeneity In Hedging Behavior," 2003 Annual meeting, July 27-30, Montreal, Canada 21963, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
  2. Wilson, William W. & Wagner, Robert & Nganje, William, 2003. "Strategic Hedging For Grain Processors," Agribusiness & Applied Economics Report 23637, North Dakota State University, Department of Agribusiness and Applied Economics. [Downloadable!]
  3. Satyanarayan, Sudhakar & Somensatto, Eduardo, 1997. "Tradeoffs from hedging oil pricerisk in Ecuador," Policy Research Working Paper Series 1792, The World Bank. [Downloadable!]
  4. Mahul, Olivier, 2002. "Hedging Price Risk In The Presence Of Crop Yield And Revenue Insurance," 2002 Conference, April 22-23, 2002, St. Louis, Missouri 19070, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
  5. Mahul, Olivier, 2002. "Hedging Price Risk in the Presence of Crop Yield and Revenue Insurance," 2002 International Congress, August 28-31, 2002, Zaragoza, Spain 24881, European Association of Agricultural Economists. [Downloadable!]
  6. Xing, Liu & Pietola, Kyosti, 2005. "Forward Hedging Under Price and Production Risk of Wheat," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24467, European Association of Agricultural Economists. [Downloadable!]
  7. Dubman, Robert W., 1988. "Establishing Peanut Purchasing Contract Terms With Uncertain Market Prices And Input Supplies," Journal of Food Distribution Research, Food Distribution Research Society, vol. 19(1), February. [Downloadable!]
  8. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Commodity Futures Contract Viability: A Multidisciplinary Approach," Finance 9905002, EconWPA. [Downloadable!]
  9. Wilson, William W., 1982. "Hedging Effectiveness of U.S. Wheat Futures Markets," Agricultural Economics Reports 23215, North Dakota State University, Department of Agribusiness and Applied Economics. [Downloadable!]
  10. Larson, Donald F. & Varangis, Panos & Yabuki, Nanae, 1998. "Commodity risk management and development," Policy Research Working Paper Series 1963, The World Bank. [Downloadable!]
  11. Robert B. Campbell & Stephen J. Turnovsky, 1986. "An Analysis of the Stabilizing and Welfare Effects of Intervention in Spot and Futures Markets," NBER Working Papers 1698, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  12. Moavia Alghalith, 2003. "Estimation and Econometric Tests Under Simultaneous Price and Output Uncertainty," CRIEFF Discussion Papers 0302, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
  13. Nat, M. van der & Brouwer, F., 1995. "Hedging with stock index futures: downside risk versus the variance," Serie Research Memoranda 0023, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics. [Downloadable!]
  14. Augusto Castillo R. & Rafael Aguila, 2005. "Estrategias Optimas De Cobertura En Presencia De Incertidumbre En Costos Y Cantidad," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 8(2), pages 88-110. [Downloadable!]
  15. Du, Xiaodong & Hennessy, David A., 2008. "The Planting Real Option in Cash Rent Valuation," Staff General Research Papers 12874, Iowa State University, Department of Economics. [Downloadable!]
  16. C. W. Morgan & A. J. Rayner & C. Vaillant, 1999. "Agricultural futures markets in LDCs: a policy response to price volatility?," Journal of International Development, John Wiley & Sons, Ltd., vol. 11(6), pages 893-910.
  17. Boum-Jong Choe, 1992. "The precautionary demand for commodity stocks," Policy Research Working Paper Series 935, The World Bank. [Downloadable!]
  18. Xiaodong Du & David A. Hennessy, 2008. "Planting Real Option in Cash Rent Valuation, The," Center for Agricultural and Rural Development (CARD) Publications 08-wp463, Center for Agricultural and Rural Development (CARD) at Iowa State University. [Downloadable!]
  19. Bond, Gary E. & Thompson, Stanley R. & Geldard, Jane M., 1985. "Basis Risk And Hedging Strategies For Australian Wheat Exports," Australian Journal of Agricultural Economics, Australian Agricultural and Resource Economics Society, vol. 29(03), December. [Downloadable!]
  20. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Futures Exchange Innovations: Reinforcement versus Cannibalism," Finance 9905003, EconWPA. [Downloadable!]
  21. Varangis, Panos & Thigpen, Elton & Satyanarayan, Sudhakar & DEC, 1994. "The use of New York cotton futures contracts to hedge cotton price risk in developing countries," Policy Research Working Paper Series 1328, The World Bank. [Downloadable!]
  22. Moavia Alghalith, 2003. "Empirical Analysis under Additive/Multiplicative Output Uncertainty," CRIEFF Discussion Papers 0301, Centre for Research into Industry, Enterprise, Finance and the Firm. [Downloadable!]
    Other versions:
  23. Shafiqur Rahman & M. Shahid Ebrahim, 2005. "The Futures Pricing Puzzle," Computing in Economics and Finance 2005 35, Society for Computational Economics. [Downloadable!]
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