Hedging under price and output uncertainty: Revisited

Applied Financial Economics Letters

Volumn 2, Issue 4, 2006, Pages 243-245

  Alghalith, Moawia ^a  

^a UNIVERSITY OF ST ANDREWS   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33746265148     PISSN: 17446546     EISSN: 17446554     Source Type: Journal    
DOI: 10.1080/17446540500461794     Document Type: Article

References (6)

1. Alghalith, M. (2005) Hedging under price and output uncertainty: estimation methodology. Applied Financial Economics Letters, 1, 309-12.
2. Chavas, J. and Holt, M. (1996) Economic behavior under uncertainty: a joint analysis of risk and technology, Review of Economics and Statistics, 51, 329-35.
3. Holthausen, D. (1979) Hedging and the competitive firm under price uncertainty, American Economic Review, 69, 989-95.
4. Lapan, H. and Moschini, G. (1994) Futures hedging under price, basis, and production risk, American Journal of Agricultural Economics, 76, 456-77.
5. Li, D. and Vukina, T. (1998) Effectiveness of dual hedging with price and yield futures, Journal of Futures Markets, 18, 541-61.
6. Rolfo, J. (1980) Optimal hedging under price and quantity uncertainty, the case of cocoa producer, Journal of Political Economy, 88, 100-16.