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Estimation and Econometric Tests Under Simultaneous Price and Output Uncertainty

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  • Moavia Alghalith

Abstract

This paper extends the existing estimation methods to allow empirical estimation and hypothesis testing under simultaneous price and output uncertainty.

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File URL: http://www.st-andrews.ac.uk/crieff/dp0302.pdf
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Bibliographic Info

Paper provided by Centre for Research into Industry, Enterprise, Finance and the Firm in its series CRIEFF Discussion Papers with number 0302.

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Date of creation: Feb 2003
Date of revision:
Handle: RePEc:san:crieff:0302

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Related research

Keywords: Estimestimating equations; hypotheses testing; output uncertainty; price uncertainty; utility.;

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References

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  1. Rolfo, Jacques, 1980. "Optimal Hedging under Price and Quantity Uncertainty: The Case of a Cocoa Producer," Journal of Political Economy, University of Chicago Press, vol. 88(1), pages 100-116, February.
  2. Pope, Rulon D, 1980. "The Generalized Envelope Theorem and Price Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 21(1), pages 75-86, February.
  3. Satyanarayan, Sudhakar, 1999. "Econometric tests of firm decision making under dual sources of uncertainty," Journal of Economics and Business, Elsevier, vol. 51(4), pages 315-325, July.
  4. 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.
  5. Chavas, Jean-Paul & Holt, Matthew T, 1996. "Economic Behavior under Uncertainty: A Joint Analysis of Risk Preferences and Technology," The Review of Economics and Statistics, MIT Press, vol. 78(2), pages 329-35, May.
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Citations

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Cited by:
  1. Moawia Alghalith & Ricardo Lalloob, 2012. "A General Empirical Model of Hedging," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 5(1), pages 1-19, December.
  2. Alghalith, Moawia & Guo, Xu & Wong, Wing-Keung & Zhu, Lixing, 2013. "Input Demand under Joint Energy and Output Prices Uncertainties," MPRA Paper 52368, University Library of Munich, Germany.
  3. Alghalith, Moawia & Dalal, Ardeshir, 2009. "The choice between multiplicative and additive production uncertainty," Economic Modelling, Elsevier, vol. 26(5), pages 1129-1133, September.
  4. Qiujie Zheng & C. Richard Shumway, 2008. "Washington Biofuel Feedstock Crop Supply Analysis," Working Papers 2008-24, School of Economic Sciences, Washington State University.
  5. Elie Appelbaum & Aman Ullah, 1996. "Estimation of moments and production decisions under uncertainty," Working Papers 1996_9, York University, Department of Economics.
  6. Alghalith, Moawia, 2006. "Risk preferences under price uncertainties and production risk: A note," Economic Modelling, Elsevier, vol. 23(3), pages 387-390, May.
  7. repec:ebl:ecbull:v:4:y:2005:i:15:p:1-6 is not listed on IDEAS

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