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

by Holthausen, Duncan M

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  1. Rausser, Gordon C. & Carter, Colin A., 1982. "Futures market efficiency in the soybean complex," Department of Agricultural & Resource Economics, UC Berkeley, Working Paper Series qt7d48x9qc, Department of Agricultural & Resource Economics, UC Berkeley.
  2. Lence, Sergio H., 1995. "On the optimal hedge under unbiased futures prices," Economics Letters, Elsevier, vol. 47(3-4), pages 385-388, March.
  3. 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.
  4. Udo Broll & Jack E. Wahl & Wing-Keung Wong, 2005. "Elasticity of risk aversion and international trade," Development Research Unit Working Paper Series 07/05, Monash University, Department of Economics.
  5. 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.
  6. 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.
  7. Gerda Dewit, 1996. "Export Insurance Subsidisation: Risk Coverage, Strategic Export Promotion or Aid?," Working Papers 9614, Business School - Economics, University of Glasgow.
  8. Hennessy, David A., 1998. "Risk Market Innovations and Choice," International Review of Economics & Finance, Elsevier, vol. 7(3), pages 331-341.
  9. 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).
  10. Hennessy, David A., 2006. "Multi-output firm under price uncertainty," Journal of Economics and Business, Elsevier, vol. 58(3), pages 181-201.
  11. 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.
  12. 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.
  13. 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).
  14. Robert G. Chambers & John Quiggin, 2003. "Separability of stochastic production decisions from producer risk preferences in the presence of financial markets," Risk & Uncertainty Working Papers WPR03_4, Risk and Sustainable Management Group, University of Queensland.
  15. 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.
  16. 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.
  17. 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.
  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. Moawia Alghalith, 2006. "Hedging decisions with price and output uncertainty," Annals of Finance, Springer, vol. 2(2), pages 225-227, March.
  20. 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.
  21. 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.
  22. 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.
  23. Boum-Jong Choe, 1992. "The precautionary demand for commodity stocks," Policy Research Working Paper Series 935, The World Bank.
  24. 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.
  25. 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.
  26. Holland, Stephen P. & Moore, Michael R., 2013. "Market design in cap and trade programs: Permit validity and compliance timing," Journal of Environmental Economics and Management, Elsevier, vol. 66(3), pages 671-687.
  27. 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.
  28. 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.
  29. 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.
  30. 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).
  31. A. Mitchell Polinsky, 1986. "Fixed Price Versus Spot Price Contracts: A Study in Risk Allocation," NBER Working Papers 1817, National Bureau of Economic Research, Inc.
  32. Chambers, Robert G. & Quiggin, John C., 2002. "Resource Allocation And Asset Pricing," Working Papers 28594, University of Maryland, Department of Agricultural and Resource Economics.
  33. 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.
  34. Simon GB Cowan & Simon Cowan, 2002. "Utility Regulation and Risk Allocation: The Roles of Marginal Cost Pricing and Futures Markets," Economics Series Working Papers 100, University of Oxford, Department of Economics.
  35. 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.
  36. Eldor, Rafael & Zilcha, Itzhak, 2002. "Tax asymmetry, production and hedging," Journal of Economics and Business, Elsevier, vol. 54(3), pages 345-356.
  37. Meng, Rujing & Wong, Kit Pong, 2010. "Multinationals and futures hedging: An optimal stopping approach," Global Finance Journal, Elsevier, vol. 21(1), pages 13-25.
  38. Wong, Kit Pong, 2007. "Operational and financial hedging for exporting firms," International Review of Economics & Finance, Elsevier, vol. 16(4), pages 459-470.
  39. 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.
  40. Benoît Sévi, 2006. "Ederington's ratio with production flexibility," Economics Bulletin, AccessEcon, vol. 7(1), pages 1-8.
  41. 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.
  42. 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.
  43. 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.
  44. Feinerman, Eli & Finkelshtain, Israel, 1996. "Introducing socioeconomic characteristics into production analysis under risk," Agricultural Economics: The Journal of the International Association of Agricultural Economists, International Association of Agricultural Economists, vol. 13(3), February.
  45. 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.
  46. Gerda Dewit, 1998. "Risky Business: Intra-Firm Trade with Foreign Commercial Risk and Asymmetric Insurance," Working Papers 9808, Business School - Economics, University of Glasgow.
  47. 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.
  48. repec:ebl:ecbull:v:7:y:2006:i:1:p:1-8 is not listed on IDEAS
  49. Hildreth, Clifford, 1983. "Qualitative Analysis Of Production And Hedging," Staff Papers 13765, University of Minnesota, Department of Applied Economics.
  50. Lapan, Harvey E. & Moschini, GianCarlo, 1996. "Optimal Price Policy and the Futures Market," Staff General Research Papers 5114, Iowa State University, Department of Economics.
  51. Feinerman, Eli & Finkelshtain, Israel, 1996. "Introducing socioeconomic characteristics into production analysis under risk," Agricultural Economics, Blackwell, vol. 13(3), pages 149-161, February.
  52. 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.
  53. Rao, Vadhindran K., 2000. "Preference-free optimal hedging using futures," Economics Letters, Elsevier, vol. 66(2), pages 223-228, February.
  54. 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.
  55. 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.
  56. 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.
  57. Haruna, Shoji, 1996. "Industry equilibrium, uncertainty, and futures markets," International Journal of Industrial Organization, Elsevier, vol. 14(1), pages 53-70.
  58. Lien, Donald & Wong, Kit Pong, 2005. "Multinationals and futures hedging under liquidity constraints," Global Finance Journal, Elsevier, vol. 16(2), pages 210-220, December.
  59. 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.
  60. repec:dgr:uvatin:2010058 is not listed on IDEAS
  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. Moawia Alghalith, 2008. "Hedging and production decisions under uncertainty: A survey," Papers 0810.0917, arXiv.org.
  63. Eyal Sulganik & Itzhak Zilcha, 1994. "The Value of Information: Disadvantageous Risk-Sharing Markets," Microeconomics 9405001, EconWPA, revised 19 May 1994.
  64. 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.
  65. 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.
  66. 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.
  67. 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.
  68. 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.
  69. 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.
  70. Joost M.E. Pennings & Raymond M. Leuthold, 1999. "Commodity Futures Contract Viability: A Multidisciplinary Approach," Finance 9905002, EconWPA.
  71. 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.
  72. 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.
  73. Günter Franke, 2004. "Präferenzfreie Strategien zum Absichern von Wechselkursrisiken," CoFE Discussion Paper 04-07, Center of Finance and Econometrics, University of Konstanz.
  74. 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.
  75. 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.