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Citations for "Hedging and the Competitive Firm under Price Uncertainty"

by Holthausen, Duncan M

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  1. Adam-Muller, Axel F. A., 2000. "Hedging price risk when real wealth matters," Journal of International Money and Finance, Elsevier, vol. 19(4), pages 549-560, August.
  2. Chambers, Robert G. & Quiggin, John C., 2002. "Resource Allocation And Asset Pricing," Working Papers 28571, University of Maryland, Department of Agricultural and Resource Economics.
  3. Gerda Dewit, 1996. "Export Insurance Subsidisation: Risk Coverage, Strategic Export Promotion or Aid?," Working Papers 9614, Business School - Economics, University of Glasgow.
  4. Axel F. A. Adam-Müller, 1999. "Hedging Price Risk When Real Wealth Matters," CoFE Discussion Paper 99-12, Center of Finance and Econometrics, University of Konstanz.
  5. Fluet, Claude, 1987. "Fraude fiscale et offre de travail au noir," L'Actualité Economique, Société Canadienne de Science Economique, vol. 63(2), pages 225-242, juin et s.
  6. Gerda Dewit, 1998. "Risky Business: Intra-Firm Trade with Foreign Commercial Risk and Asymmetric Insurance," Working Papers 9808, Business School - Economics, University of Glasgow.
  7. Moawia Alghalith, 2006. "Hedging decisions with price and output uncertainty," Annals of Finance, Springer, vol. 2(2), pages 225-227, March.
  8. Udo Broll & Kit Wong, 2006. "Multinationals, Hedging, and Capital Structure under Exchange Rate Uncertainty," Open Economies Review, Springer, vol. 17(1), pages 103-114, January.
  9. Lence, Sergio H., 1995. "On the optimal hedge under unbiased futures prices," Economics Letters, Elsevier, vol. 47(3-4), pages 385-388, March.
  10. Anton, Jesus & Giner, Celine, 2005. "Can Risk Reducing Policies Reduce Farmer's Risk and Improve Their Welfare?," 2005 International Congress, August 23-27, 2005, Copenhagen, Denmark 24578, European Association of Agricultural Economists.
  11. Eldor, Rafael & Zilcha, Itzhak, 2002. "Tax asymmetry, production and hedging," Journal of Economics and Business, Elsevier, vol. 54(3), pages 345-356.
  12. Broll, Udo & Wahl, Jack E. & Wessel, Christoph, 2008. "Export production, hedging exchange rate risk: the duopoly case," Dresden Discussion Paper Series in Economics 06/08, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
  13. Moawia Alghalith, 2008. "Hedging and production decisions under uncertainty: A survey," Papers 0810.0917, arXiv.org.
  14. Broll, Udo & Egozcue, Martín & Wong, Wing-Keung & Zitikis, Ričardas, 2010. "Prospect theory and hedging risks," Dresden Discussion Paper Series in Economics 05/10, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
  15. 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.
  16. Wong, Kit Pong, 2002. "Production decisions in the presence of options: A note," International Review of Economics & Finance, Elsevier, vol. 11(1), pages 17-25, April.
  17. Ariane Breitfelder & Udo Broll & Kit Pong Wong, 2008. "Wages, Employment and Futures Markets," Finnish Economic Papers, Finnish Economic Association, vol. 21(2), pages 118-123, Autumn.
  18. Hunter, Kevin & Sreepathi, Sarat & DeCarolis, Joseph F., 2013. "Modeling for insight using Tools for Energy Model Optimization and Analysis (Temoa)," Energy Economics, Elsevier, vol. 40(C), pages 339-349.
  19. Haruna, Shoji, 1996. "Industry equilibrium, uncertainty, and futures markets," International Journal of Industrial Organization, Elsevier, vol. 14(1), pages 53-70.
  20. Adam-Müller, Axel F.A. & Nolte, Ingmar, 2011. "Cross hedging under multiplicative basis risk," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2956-2964, November.
  21. Rausser, Gordon C & Carter, Colin, 1983. "Futures Market Efficiency in the Soybean Complex," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 469-78, August.
  22. Stephen P. Holland & Michael R. Moore, 2012. "Market Design in Cap and Trade Programs: Permit Validity and Compliance Timing," NBER Working Papers 18098, National Bureau of Economic Research, Inc.
  23. Broll, Udo & Egozcue, Martín & Wong, Wing-Keung, 2009. "Prospect theory and two moment model: the firm under price uncertainty," Dresden Discussion Paper Series in Economics 01/09, Dresden University of Technology, Faculty of Business and Economics, Department of Economics.
  24. Allan J. Taub, 1981. "Futures Markets and the Cooperative Firm Under Price Uncertainty," Eastern Economic Journal, Eastern Economic Association, vol. 7(3-4), pages 157-161, Jul-Oct.
  25. Boum-Jong Choe, 1992. "The precautionary demand for commodity stocks," Policy Research Working Paper Series 935, The World Bank.
  26. Wong, Kit Pong, 2006. "The effects of abandonment options on operating leverage and forward hedging," International Review of Economics & Finance, Elsevier, vol. 15(1), pages 72-86.
  27. Simon Cowan, 2004. "Utility Regulation and Risk Allocation: The Roles of Marginal Cost Pricing and Futures Markets," Journal of Regulatory Economics, Springer, vol. 26(1), pages 23-40, 07.
  28. Röthig, Andreas, 2008. "The Impact of Backwardation on Hedgers' Demand for Currency Futures Contracts: Theory versus Empirical Evidence," Darmstadt Discussion Papers in Economics 35698, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute of Economics (VWL).
  29. Chambers, Robert G., 2006. "Some Empirical Implications of State-Contingent Production Models," 2006 Conference (50th), February 8-10, 2006, Sydney, Australia 137789, Australian Agricultural and Resource Economics Society.
  30. Hennessy, David A., 1998. "Risk Market Innovations and Choice," Staff General Research Papers 1205, Iowa State University, Department of Economics.
  31. Lapan, Harvey E. & Moschini, GianCarlo, 1996. "Optimal Price Policy and the Futures Market," Staff General Research Papers 5114, Iowa State University, Department of Economics.
  32. Broll, Udo & Wong, Kit Pong, 2002. "Optimal full-hedging under state-dependent preferences," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(5), pages 937-943.
  33. Antonovitz, Frances & Roe, Terry L., 1982. "A Measure Of The Value Of Information For The Competitive Firm Under Price Uncertainty," Staff Papers 13702, University of Minnesota, Department of Applied Economics.
  34. Axel F. A. Adam-Müller, 2001. "What to Do if Dollar is Not a Dollar? The Impact of Inflation Risk on Production and Risk Management," CoFE Discussion Paper 01-06, Center of Finance and Econometrics, University of Konstanz.
  35. Chambers, Robert G. & Quiggin, John C., 2002. "Separability Of Stochastic Production Decisions From Producer Risk Preferences In The Presence Of Financial Markets," Working Papers 28561, University of Maryland, Department of Agricultural and Resource Economics.
  36. Lutz Hahnenstein & Klaus Röder, 2007. "Who hedges more when leverage is endogenous? A testable theory of corporate risk management under general distributional conditions," Review of Quantitative Finance and Accounting, Springer, vol. 28(4), pages 353-391, May.
  37. Udo Broll & Jack E. Wahl & Wing-Keung Wong, 2005. "Elasticity of risk aversion and international trade," Departmental Working Papers wp0510, National University of Singapore, Department of Economics.
  38. Polinsky, A Mitchell, 1987. "Fixed Price versus Spot Price Contracts: A Study in Risk Allocation," Journal of Law, Economics and Organization, Oxford University Press, vol. 3(1), pages 27-46, Spring.
  39. Benoît Sévi, 2006. "Ederington's ratio with production flexibility," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-8.
  40. Pennings, Joost M. E., 2004. "A marketing-finance approach towards industrial channel contract relationships: a model and application," Journal of Business Research, Elsevier, vol. 57(6), pages 601-609, June.
  41. Wong, Kit Pong, 2007. "Operational and financial hedging for exporting firms," International Review of Economics & Finance, Elsevier, vol. 16(4), pages 459-470.
  42. Sergio H. Lence & Yong Sakong & Dermot J. Hayes, 1993. "Multiperiod Production with Forward and Options Markets," Center for Agricultural and Rural Development (CARD) Publications 93-wp112, Center for Agricultural and Rural Development (CARD) at Iowa State University.
  43. Feinerman, Eli & Finkelshtain, Israel, 1996. "Introducing socioeconomic characteristics into production analysis under risk," Agricultural Economics, Blackwell, vol. 13(3), pages 149-161, February.
  44. David J. Pannell & Getu Hailu & Alfons Weersink & Amanda Burt, 2008. "More reasons why farmers have so little interest in futures markets," Agricultural Economics, International Association of Agricultural Economists, vol. 39(1), pages 41-50, 07.
  45. Adam-Muller, Axel F. A., 1997. "Export and hedging decisions under revenue and exchange rate risk: A note," European Economic Review, Elsevier, vol. 41(7), pages 1421-1426, July.
  46. Hennessy, David A., 2006. "Multi-Output Firm Under Price Uncertainty," Staff General Research Papers 12408, Iowa State University, Department of Economics.
  47. Paul W. Gallagher, 2009. "Roles for evolving markets, policies, and technology improvements in U.S. corn ethanol industry development," Regional Economic Development, Federal Reserve Bank of St. Louis, issue Apr, pages 12-33.
  48. Hildreth, Clifford, 1983. "Qualitative Analysis Of Production And Hedging," Staff Papers 13765, University of Minnesota, Department of Applied Economics.
  49. Eyal Sulganik & Itzhak Zilcha, 1994. "The Value of Information: Disadvantageous Risk-Sharing Markets," Microeconomics 9405001, EconWPA, revised 19 May 1994.
  50. Lien, Donald & Wong, Kit Pong, 2005. "Multinationals and futures hedging under liquidity constraints," Global Finance Journal, Elsevier, vol. 16(2), pages 210-220, December.
  51. Lappi, Pauli & Ollikka, Kimmo & Ollikainen, Markku, 2010. "Optimal fuel-mix in CHP plants under a stochastic permit price: Risk-neutrality versus risk-aversion," Energy Policy, Elsevier, vol. 38(2), pages 1079-1086, February.
  52. repec:dgr:uvatin:2010058 is not listed on IDEAS
  53. repec:ebl:ecbull:v:7:y:2006:i:1:p:1-8 is not listed on IDEAS
  54. Benninga, Simon Z. & Oosterhof, Casper M., 2004. "Hedging with forwards and puts in complete and incomplete markets," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 1-17, January.
  55. Axel F. A. Adam-Müller & Kit Pong Wong, 2002. "The impact of delivery risk on optimal production and futures hedging," CoFE Discussion Paper 02-08, Center of Finance and Econometrics, University of Konstanz.
  56. Chang Eric C. & Moon-Whoan Rhee & Kit Pong Wong, 1995. "A note on the spread between the rates of fixed and variable rate loans," Journal of Banking & Finance, Elsevier, vol. 19(8), pages 1479-1487, November.
  57. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Commodity Futures Contract Viability: A Multidisciplinary Approach," Finance 9905002, EconWPA.
  58. Kofman, Paul & Viaene, Jean-Marie, 2000. "The demise of commodity price agreements: the role of exchange rates and special interests," European Journal of Political Economy, Elsevier, vol. 16(4), pages 775-805, November.
  59. Hahnenstein, Lutz & Roder, Klaus, 2003. "The minimum variance hedge and the bankruptcy risk of the firm," Review of Financial Economics, Elsevier, vol. 12(3), pages 315-326.
  60. Arshanapalli, Bala G. & Gupta, Omprakash K., 1996. "Optimal hedging under output price uncertainty," European Journal of Operational Research, Elsevier, vol. 95(3), pages 522-536, December.
  61. Olivier Rousse & Benoît Sévi, 2005. "Behavioral Heterogeneity in the US Sulfur Dioxide Emissions Allowance Trading Program," ERSA conference papers ersa05p550, European Regional Science Association.
  62. Kim, Yun-Shik & Sumner, Daniel A., 2005. "Measuring Research Benefits With Import Ban Restrictions, Quality Changes, Non-Market Influences On Adoption And Food Security Incentives," 2005 Annual meeting, July 24-27, Providence, RI 19148, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  63. Rao, Vadhindran K., 2000. "Preference-free optimal hedging using futures," Economics Letters, Elsevier, vol. 66(2), pages 223-228, February.
  64. Paul Reding & Jean-Marie Viaene, 1995. "Capital controls and international trade finance in a dual exchange rate regime: The Belgian experience post-mortem," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 131(1), pages 1-27, March.
  65. Günter Franke, 2004. "Präferenzfreie Strategien zum Absichern von Wechselkursrisiken," CoFE Discussion Paper 04-07, Center of Finance and Econometrics, University of Konstanz.
  66. 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).
  67. Meng, Rujing & Wong, Kit Pong, 2010. "Multinationals and futures hedging: An optimal stopping approach," Global Finance Journal, Elsevier, vol. 21(1), pages 13-25.
  68. Rodt, Marc & Schäfer, Klaus, 2005. "Absicherung von Strompreisrisiken mit Futures: Theorie und Empirie," Freiberg Working Papers 2005,18, TU Bergakademie Freiberg, Faculty of Economics and Business Administration.
  69. Cornaggia, Jess, 2013. "Does risk management matter? Evidence from the U.S. agricultural industry," Journal of Financial Economics, Elsevier, vol. 109(2), pages 419-440.
  70. Pope, Rulon D. & Just, Richard E., 1996. "Empirical implementation of ex ante cost functions," Journal of Econometrics, Elsevier, vol. 72(1-2), pages 231-249.
  71. Wojciechowski, Jan & Ames, Glenn C.W. & Turner, Steven C. & Miller, Bill R., 2000. "Marketing Of Cotton Fiber In The Presence Of Yield And Price Risk," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 32(03), December.
  72. Pennings, Joost M. E. & Garcia, Philip, 2004. "Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 951-978, May.
  73. Ricome, Aymeric & Chaib, Karim & Ridier, Aude & Kephaliacos, Charilaos & Carpy-Goulard, Francoise, 2012. "The role of cash crop marketing contracts in the adoption of low-input practices in the presence of risk and income supports," 126th Seminar, June 27-29, 2012, Capri, Italy 126222, European Association of Agricultural Economists.
  74. Kit Wong, 2000. "Insurance and the behavior of competitive firms under revenue risks: a note," Journal of Economics, Springer, vol. 71(3), pages 305-314, October.