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.
Volume (Year): 2 (2006)
Issue (Month): 4 (July)
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- Moawia Alghalith, 2003. "Hedging Output Price and Cost Uncertainty," Discussion Paper Series, Department of Economics 200305, Department of Economics, University of St. Andrews.
- 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.
- 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.
- 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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