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Weighted average price management of manufacturer sales on commodity exchanges

Author

Listed:
  • Sergey A. Vavilov

    (Department of Economic Cybernetics, Faculty of Economics, St. Petersburg State University, 62 Chaikovskogo St., St. Petersburg, 191123, Russia)

  • Konstantin S. Kuznetsov

    (Department of Applied Cybernetics, Faculty of Mathematics and Mechanics, St. Petersburg State University, 28 Universitetsky Prospekt, Peterhof, St. Petersburg, 198504, Russia)

Abstract

This paper proposed a method to control the weighted average price of manufacturer sales. The study of the posed problem is necessary to hedge manufacturer profits from price slumps in commodity markets. The elaborated method is applied to managing the trading process on real world commodity exchanges to prove its effectiveness.

Suggested Citation

  • Sergey A. Vavilov & Konstantin S. Kuznetsov, 2018. "Weighted average price management of manufacturer sales on commodity exchanges," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 1-17, September.
  • Handle: RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500299
    DOI: 10.1142/S2424786318500299
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    Cited by:

    1. Konstantin S. Kuznetsov, 2020. "Weighted average price management of manufacturer sales with determined realization volume by the end of trade period on commodity exchanges," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(04), pages 1-15, February.

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