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Hedging and production decisions under uncertainty: A survey

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  • Moawia Alghalith
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    Abstract

    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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    File URL: http://arxiv.org/pdf/0810.0917
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    Bibliographic Info

    Paper provided by arXiv.org 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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    Web page: http://arxiv.org/

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    References

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Moawia Alghalith, 2006. "Hedging decisions with price and output uncertainty," Annals of Finance, Springer, vol. 2(2), pages 225-227, March.
    2. Paroush, Jacob & Wolf, Avner, 1992. "The Derived Demand with Hedging Cost Uncertainty in the Futures Markets," Economic Journal, Royal Economic Society, vol. 102(413), pages 831-44, July.
    3. Alghalith, Moawia, 2006. "A note on hedging cost and basis risks," Economic Modelling, Elsevier, vol. 23(3), pages 534-537, May.
    4. Moawia Alghalith, 2007. "Input hedging: generalizations," Journal of Risk Finance, Emerald Group Publishing, vol. 8(3), pages 309-312, May.
    5. 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, vol. 39(3), pages 591-609, August.
    6. Mark J Machina, 1982. ""Expected Utility" Analysis without the Independence Axiom," Levine's Working Paper Archive 7650, David K. Levine.
    7. Franke, Günter & Schlesinger, Harris & Stapleton, Richard C., 2002. "Multiplicative background risk," Discussion Papers, various Research Units FS IV 02-06, Social Science Research Center Berlin (WZB).
    8. Moawia Alghalith, 2003. "Input Demand under Multiple Uncertainty," Discussion Paper Series, Department of Economics 200304, Department of Economics, University of St. Andrews.
    9. Gollier, Christian & Pratt, John W, 1996. "Risk Vulnerability and the Tempering Effect of Background Risk," Econometrica, Econometric Society, vol. 64(5), pages 1109-23, September.
    10. John Quiggin, 2003. "Background risk in generalized expected utility theory," Economic Theory, Springer, vol. 22(3), pages 607-611, October.
    11. Moavia Alghalith, 2002. "The Derived Demand with Hedging Cost Uncertainty in the Futures Markets: Note and Extensions," CRIEFF Discussion Papers 0210, Centre for Research into Industry, Enterprise, Finance and the Firm.
    12. Anderson, Ronald W & Danthine, Jean-Pierre, 1983. "Hedger Diversity in Futures Markets," Economic Journal, Royal Economic Society, vol. 93(37), pages 370-89, June.
    13. Pratt, John W, 1988. " Aversion to One Risk in the Presence of Others," Journal of Risk and Uncertainty, Springer, vol. 1(4), pages 395-413, December.
    14. 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.
    15. Moawia Alghalith, 2003. "Cost uncertainty with multiple variable inputs," Atlantic Economic Journal, International Atlantic Economic Society, vol. 31(3), pages 290-290, September.
    16. Lapan, Harvey E. & Moschini, GianCarlo, 1994. "Futures Hedging Under Price, Basis and Production Risk," Staff General Research Papers 10041, Iowa State University, Department of Economics.
    17. Holthausen, Duncan M, 1979. "Hedging and the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 69(5), pages 989-95, December.
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    Cited by:
    1. Georges Dionne & Marc Santugini, 2012. "Entry, Imperfect Competition, and Futures Market for the Input," Cahiers de recherche 1215, CIRPEE.

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