Market structure and multiperiod hedging
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference8 articles.
1. Optimal international hedging in commodity and currency forward markets;Benninga;Journal of International Money and Finance,1985
2. Exports and indirect hedging of foreign currency risk;Broll;Japanese Economic Review,1999
3. Information, futures prices and stabilizing speculation;Danthine;Journal of Economic Theory,1978
4. Risk management;Froot;Journal of Finance,1993
5. International trade with forward-futures markets under exchange rate and price uncertainty;Kawai;Journal of International Economics,1986
Cited by 7 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. The optimal multi-period hedging model of currency futures and options with exponential utility;Journal of Computational and Applied Mathematics;2020-03
2. Production and hedging decisions under regret aversion;Economic Modelling;2015-12
3. Production and Hedging Decisions under Regret Aversion;SSRN Electronic Journal;2014
4. International trade and hedging under joint price and exchange rate uncertainty;International Review of Economics & Finance;2013-06
5. Production and futures hedging with state-dependent background risk;International Review of Economics & Finance;2012-10
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