A note on hedging cost and basis risks

Author:

Alghalith Moawia

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference5 articles.

1. Hedger diversity in futures markets;Anderson;Economic Journal,1983

2. Futures hedging under price, basis, and production risk;Lapan;American Journal of Agricultural Economics,1994

3. The derived demand with hedging cost uncertainty in the futures markets;Paroush;Economic Journal,1992

4. Optimal hedging under price and quantity uncertainty, the case of cocoa producer;Rolfo;Journal of Political Economy,1980

5. The behavior of competitive exporting firms under multiple uncertainty;Viaene;International Economic Review,1998

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. HEDGING UNDER PRICE, OUTPUT AND BASIS RISKS: EMPIRICAL ANALYSIS;Annals of Financial Economics;2020-06

2. Trade and currency options hedging model;Journal of Computational and Applied Mathematics;2018-12

3. A note on dynamic hedging;The Journal of Risk Finance;2015-03-16

4. A General Empirical Model of Hedging;Journal of Risk and Financial Management;2012-12-31

5. Simultaneous output and input hedging: a decision analysis;The Journal of Risk Finance;2008-02-29

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