The Impact of Price-Induced Hedging Behavior on Commodity Market Volatility
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- Choe, Chongwoo & Lien, Donald & Yu, Chia-Feng (Jeffrey), 2015. "Optimal managerial hedging and contracting with self-esteem concerns," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 354-367.
- Jacobs, Keri & Li, Ziran & Hayes, Dermot, 2016. "Price responses in forward contracting: do we limit the upside and expose the downside?," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235539, Agricultural and Applied Economics Association.
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Keywordsfutures markets; hedging; prospect theory; risk preferences; Agribusiness; Institutional and Behavioral Economics; Risk and Uncertainty; D03; D81; G11; Q13;
- D03 - Microeconomics - - General - - - Behavioral Microeconomics: Underlying Principles
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- Q13 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Markets and Marketing; Cooperatives; Agribusiness
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2011-05-07 (Agricultural Economics)
- NEP-ALL-2011-05-07 (All new papers)
- NEP-CMP-2011-05-07 (Computational Economics)
- NEP-EVO-2011-05-07 (Evolutionary Economics)
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