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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- 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. Full references (including those not matched with items on IDEAS)
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