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Hedging and production decisions under uncertainty: A survey

  • Moawia Alghalith
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    This paper synthesizes and analyzes some important current and recent contributions to the theory of the firm under uncertainty. In so doing, it examines the production and hedging decisions of the competitive firm under a single source and multiple sources of uncertainty.

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    File URL: http://arxiv.org/pdf/0810.0917
    File Function: Latest version
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    Paper provided by arXiv.org in its series Papers with number 0810.0917.

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    Date of creation: Oct 2008
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    Handle: RePEc:arx:papers:0810.0917
    Contact details of provider: Web page: http://arxiv.org/

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    1. Pratt, John W, 1988. " Aversion to One Risk in the Presence of Others," Journal of Risk and Uncertainty, Springer, vol. 1(4), pages 395-413, December.
    2. Moawia Alghalith, 2006. "Hedging decisions with price and output uncertainty," Annals of Finance, Springer, vol. 2(2), pages 225-227, March.
    3. Mark J Machina, 1982. ""Expected Utility" Analysis without the Independence Axiom," Levine's Working Paper Archive 7650, David K. Levine.
    4. Paroush, Jacob & Wolf, Avner, 1992. "The Derived Demand with Hedging Cost Uncertainty in the Futures Markets," Economic Journal, Royal Economic Society, vol. 102(413), pages 831-44, July.
    5. Moawia Alghalith, 2006. "A note on output hedging with cost uncertainty," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 27(5), pages 387-389.
    6. 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.
    7. Alghalith, Moawia, 2006. "A note on hedging cost and basis risks," Economic Modelling, Elsevier, vol. 23(3), pages 534-537, May.
    8. Moawia Alghalith, 2007. "Input hedging: generalizations," Journal of Risk Finance, Emerald Group Publishing, vol. 8(3), pages 309-312, May.
    9. Moavia Alghalith, 2002. "The Derived Demand with Hedging Cost Uncertainty in the Futures Markets: Note and Extensions," CRIEFF Discussion Papers 0210, Centre for Research into Industry, Enterprise, Finance and the Firm.
    10. Viaene, Jean-Marie & Zilcha, Itzhak, 1998. "The Behavior of Competitive Exporting Firms under Multiple Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(3), pages 591-609, August.
    11. Moawia Alghalith, 2003. "Cost uncertainty with multiple variable inputs," Atlantic Economic Journal, International Atlantic Economic Society, vol. 31(3), pages 290-290, September.
    12. Gollier, Christian & Pratt, John W, 1996. "Risk Vulnerability and the Tempering Effect of Background Risk," Econometrica, Econometric Society, vol. 64(5), pages 1109-23, September.
    13. Moawia Alghalith, 2003. "Input Demand under Multiple Uncertainty," Discussion Paper Series, Department of Economics 200304, Department of Economics, University of St. Andrews.
    14. John Quiggin, 2003. "Background risk in generalized expected utility theory," Economic Theory, Springer, vol. 22(3), pages 607-611, October.
    15. repec:knz:cofedp:0305 is not listed on IDEAS
    16. Anderson, Ronald W & Danthine, Jean-Pierre, 1983. "Hedger Diversity in Futures Markets," Economic Journal, Royal Economic Society, vol. 93(37), pages 370-89, June.
    17. Holthausen, Duncan M, 1979. "Hedging and the Competitive Firm under Price Uncertainty," American Economic Review, American Economic Association, vol. 69(5), pages 989-95, December.
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