Hedging under price and output uncertainty: revisited
This study is an empirical implementation of Alghalith's methodology. In doing so, it provides empirical comparative statics results for the hedging agents under simultaneous price and output uncertainty.
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Volume (Year): 2 (2006)
Issue (Month): 4 (July)
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References listed on IDEAS
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- Harvey Lapan & Giancarlo Moschini, 1994.
"Futures Hedging Under Price, Basis, and Production Risk,"
American Journal of Agricultural Economics,
Agricultural and Applied Economics Association, vol. 76(3), pages 465-477.
- Lapan, Harvey E. & Moschini, GianCarlo, 1994. "Futures Hedging Under Price, Basis and Production Risk," Staff General Research Papers Archive 10041, Iowa State University, Department of Economics.
- Moawia Alghalith, 2003. "Hedging Output Price and Cost Uncertainty," Discussion Paper Series, Department of Economics 200305, Department of Economics, University of St. Andrews.
- 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 329-335, May.
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