Production and futures hedging with state-dependent background risk
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference30 articles.
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3. Optimal hedging in a futures market with background noise and basis risk;Briys;European Economic Review,1993
4. Optimal hedging when preferences are state dependent;Briys;Journal of Futures Markets,1993
5. Export and hedging decision with state-dependent utility;Broll;International Review of Economics and Finance,1998
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3. Confidence band for expectation dependence with applications;Insurance: Mathematics and Economics;2016-05
4. Ambiguity and the multinational firm;International Review of Economics & Finance;2016-05
5. International trade and hedging under joint price and exchange rate uncertainty;International Review of Economics & Finance;2013-06
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