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Hedging and the Competitive Firm under Price Uncertainty
4 references·16 citing·43 second hop
Hedging and the Competitive Firm under Price Uncertainty (1979)Hedging and the Competitive Firm under Pr…The Theory of Hedging and Speculation in Commodity Futures (1976)The Theory of Hedging and Spe…Risk Aversion in the Small and in the Large (1976)Risk Aversion in the Small an…Essays in the Theory of Risk-Bearing. (1972)Essays in the Theory of Risk-…On the theory of the competitive firm under price uncertainty (1971)On the theory of the competit…Policy Uncertainty, Political Capital, and Firm Risk-Taking (2016)Policy Uncertainty, Political…Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals (2012)Price determination in the EU…Elasticity of risk aversion and international trade (2006)Elasticity of risk aversion a…A selected review of agricultural commodity futures and options markets (2004)A selected review of agricult…Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity (2003)Hedging behavior in small and…Asset storability and price discovery in commodity futures markets: A new look (2001)Asset storability and price d…International Commodity Agreements: An obituary notice (1996)International Commodity Agree…Oligopoly, uncertainty and strategic forward transactions (1992)Oligopoly, uncertainty and st…International trade and exchange rate volatility (1992)International trade and excha…Price variability and the maturity effect in futures markets (1986)Price variability and the mat…International trade with forward-futures markets under exchange rate and price uncertainty (1986)International trade with forw…The Time Pattern of Hedging and the Volatility of Futures Prices (1983)The Time Pattern of Hedging a…The Determination of Spot and Futures Prices with Storable Commodities (1983)The Determination of Spot and…Hedger Diversity in Futures Markets (1983)Hedger Diversity in Futures M…Issues in futures markets: A survey (1982)Issues in futures markets: A …Managerial Risk Preferences for Below-Target Returns (1980)Managerial Risk Preferences f…The Theory of Industrial Organization (1988)The theory of industrial organization (1990)On the Behaviour of Commodity Prices (1992)Corporate Social Responsibility in the Coffee Sector: (2005)Coffee Boom, Coffee Bust and Smallholder Response in Vietnam’s Central Highlands (2007)Linking Globalization to Local Land Uses: How Eco-Consumers and Gourmands are Changing the Colombian Coffee Landscapes (2012)An Intertemporal Capital Asset Pricing Model (1973)Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Some determinants of the volatility of futures prices (1985)Equilibrium Forward Curves for Commodities (2000)Some Recent Developments in Futures Hedging (2002)The Utility Analysis of Choices Involving Risk (1948)Moral Hazard and Observability (1979)Prospect theory: An analysis of decision under risk (1988)Characteristics of Risk Taking Executives (1990)Violence, aggression, & coercive actions (1995)Explorative Versus Exploitative Business Model Change: The Cognitive Antecedents of Firm‐Level Responses to Disruptive Innovation (2015)Macroeconomics and Reality (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)The dynamic volatility spillover between European carbon trading market and fossil energy market (2015)The dynamic spillover between carbon and energy markets: New evidence (2018)Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020)The effect of exchange rate uncertainty on the prices and volume of international trade (1978)Bilateral Trade Flows, the Linder Hypothesis, and Exchange Risk (1987)Real-Financial Linkages Among Open Economies (1987)Real Exchange Rate Volatility and International Trade: A Reexamination of the Theory (1993)Nonlinear effects of exchange rate volatility on the volume of bilateral exports (2003)Effect of exchange rate volatility on trade in Sub-Saharan Africa☆ (2018)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Price Dynamics in the International Wheat Market: Modeling with Error Correction and Directed Acyclic Graphs (2003)Modelling and measuring price discovery in commodity markets (2010)Contemporaneous causality among price indices of ten major steel products (2024)Stochastic specification of production functions and economic implications (1978)Cash Crop Production, Food Price Volatility, and Rural Market Integration in the Third World (1992)Rising Food Prices, Food Price Volatility, and Social Unrest (2014)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Crude oil hedging strategies using dynamic multivariate GARCH (2011)The New Institutional Economics: Taking Stock, Looking Ahead (2000)Financial Intermediation and Delegated Monitoring (1984)Well-being : the foundations of hedonic psychology (1999)
this work references cited by second hop

References

  • 1976Risk Aversion in the Small and in the Large4,655 cited
  • 1972Essays in the Theory of Risk-Bearing.3,991 cited
  • 1971On the theory of the competitive firm under price uncertainty1,450 cited
  • 1976The Theory of Hedging and Speculation in Commodity Futures660 cited

Cited by

  • 2012Price determination in the EU ETS market: Theory and econometric analysis with market fundamentals295 cited
  • 1992International trade and exchange rate volatility259 cited
  • 1980Managerial Risk Preferences for Below-Target Returns244 cited
  • 1996International Commodity Agreements: An obituary notice239 cited
  • 1983The Time Pattern of Hedging and the Volatility of Futures Prices226 cited
  • 2001Asset storability and price discovery in commodity futures markets: A new look224 cited
  • 1992Oligopoly, uncertainty and strategic forward transactions170 cited
  • 1986International trade with forward-futures markets under exchange rate and price uncertainty161 cited
  • 1983The Determination of Spot and Futures Prices with Storable Commodities157 cited
  • 1983Hedger Diversity in Futures Markets139 cited
  • 1986Price variability and the maturity effect in futures markets

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

134 cited
  • 2004A selected review of agricultural commodity futures and options markets128 cited
  • 2016Policy Uncertainty, Political Capital, and Firm Risk-Taking122 cited
  • 1982Issues in futures markets: A survey111 cited
  • 2003Hedging behavior in small and medium-sized enterprises: The role of unobserved heterogeneity106 cited
  • 2006Elasticity of risk aversion and international trade100 cited