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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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  3. Boum-Jong Choe, 1992. "The precautionary demand for commodity stocks," Policy Research Working Paper Series 935, The World Bank. [Downloadable!]
  4. Satyanarayan, Sudhakar & Somensatto, Eduardo, 1997. "Tradeoffs from hedging oil price risk in Ecuador," Policy Research Working Paper Series 1792, The World Bank. [Downloadable!]
  5. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Futures Exchange Innovations: Reinforcement versus Cannibalism," Finance 9905003, EconWPA. [Downloadable!]
  6. 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!]
  7. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Commodity Futures Contract Viability: A Multidisciplinary Approach," Finance 9905002, EconWPA. [Downloadable!]
  8. Larson, Donald F. & Varangis, Panos & Yabuki, Nanae, 1998. "Commodity risk management and development," Policy Research Working Paper Series 1963, The World Bank. [Downloadable!]
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  10. 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)
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  11. 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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  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!]
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