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Hedging and production decisions under uncertainty: A survey


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  • Moawia Alghalith
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    This paper synthesizes and analyzes some important current and recent contributions to the theory of the firm under uncertainty. In so doing, it examines the production and hedging decisions of the competitive firm under a single source and multiple sources of uncertainty.

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    Bibliographic Info

    Paper provided by in its series Papers with number 0810.0917.

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    Date of creation: Oct 2008
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    Handle: RePEc:arx:papers:0810.0917

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    1. Alghalith, Moawia, 2006. "A note on hedging cost and basis risks," Economic Modelling, Elsevier, Elsevier, vol. 23(3), pages 534-537, May.
    2. Moawia Alghalith, 2003. "Input Demand under Multiple Uncertainty," Discussion Paper Series, Department of Economics, Department of Economics, University of St. Andrews 200304, Department of Economics, University of St. Andrews.
    3. Günter Franke & Harris Schlesinger & Richard C. Stapleton, 2003. "Multiplicative Background Risk," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 03-05, Center of Finance and Econometrics, University of Konstanz.
    4. Lapan, Harvey E. & Moschini, GianCarlo, 1994. "Futures Hedging Under Price, Basis and Production Risk," Staff General Research Papers, Iowa State University, Department of Economics 10041, Iowa State University, Department of Economics.
    5. Anderson, Ronald W & Danthine, Jean-Pierre, 1983. "Hedger Diversity in Futures Markets," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 93(37), pages 370-89, June.
    6. Holthausen, Duncan M, 1979. "Hedging and the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, American Economic Association, vol. 69(5), pages 989-95, December.
    7. Pratt, John W, 1988. " Aversion to One Risk in the Presence of Others," Journal of Risk and Uncertainty, Springer, Springer, vol. 1(4), pages 395-413, December.
    8. Mark J Machina, 1982. ""Expected Utility" Analysis without the Independence Axiom," Levine's Working Paper Archive 7650, David K. Levine.
    9. Moawia Alghalith, 2006. "Hedging decisions with price and output uncertainty," Annals of Finance, Springer, Springer, vol. 2(2), pages 225-227, March.
    10. Moawia Alghalith, 2003. "Cost uncertainty with multiple variable inputs," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 31(3), pages 290-290, September.
    11. John Quiggin, 2003. "Background risk in generalized expected utility theory," Economic Theory, Springer, Springer, vol. 22(3), pages 607-611, October.
    12. Viaene, Jean-Marie & Zilcha, Itzhak, 1998. "The Behavior of Competitive Exporting Firms under Multiple Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(3), pages 591-609, August.
    13. Moawia Alghalith, 2007. "Input hedging: generalizations," Journal of Risk Finance, Emerald Group Publishing, Emerald Group Publishing, vol. 8(3), pages 309-312, May.
    14. Gollier, Christian & Pratt, John W, 1996. "Risk Vulnerability and the Tempering Effect of Background Risk," Econometrica, Econometric Society, Econometric Society, vol. 64(5), pages 1109-23, September.
    15. Moavia Alghalith, 2002. "The Derived Demand with Hedging Cost Uncertainty in the Futures Markets: Note and Extensions," CRIEFF Discussion Papers, Centre for Research into Industry, Enterprise, Finance and the Firm 0210, Centre for Research into Industry, Enterprise, Finance and the Firm.
    16. Paroush, Jacob & Wolf, Avner, 1992. "The Derived Demand with Hedging Cost Uncertainty in the Futures Markets," Economic Journal, Royal Economic Society, Royal Economic Society, vol. 102(413), pages 831-44, July.
    17. Moawia Alghalith, 2006. "A note on output hedging with cost uncertainty," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(5), pages 387-389.
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    Cited by:
    1. Georges Dionne & Marc Santugini, 2012. "Entry, Imperfect Competition, and Futures Market for the Input," Cahiers de recherche, CIRPEE 1215, CIRPEE.


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