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From Hedging to Pure Speculation: A Micro Model of Optimal Futures and Cash Market Positions
2 references·6 citing·32 second hop
From Hedging to Pure Speculation: A Micro Model of Optimal Futures and Cash Market Positions (1971)From Hedging to Pure Speculation: A Micro…The Theory of Hedging and Speculation in Commodity Futures (1976)The Theory of Hedging and Spe…Safety First and Hedging (1955)Safety First and HedgingOptimal Hedging under Alternative Capital Structures and Risk Aversion: Reply (1992)Optimal Hedging under Alterna…Optimal Hedging under Alternative Capital Structures and Risk Aversion (1989)Optimal Hedging under Alterna…Combining price forecasting with hedging of hogs: An evaluation using alternative measures of risk (1985)Combining price forecasting w…The semi-strong form efficiency of the London Metal Exchange (1983)The semi-strong form efficien…HEDGING AND PRODUCTION DECISIONS UNDER A LINEAR MEAN-VARIANCE PREFERENCE FUNCTION (1982)HEDGING AND PRODUCTION DECISI…An alternative Theory of Hedging and Speculation (1979)An alternative Theory of Hedg…Estimates of the Elasticities of Supply of Selected Agricultural Commodities (1956)The Structure of Economics: A Mathematical Analysis (1978)Production Function Estimation and Related Risk Considerations (1979)FORWARD CONTRACTING OF INPUTS: A FARM-LEVEL ANALYSIS (1999)The Combination of Forecasts (1969)Choice among distributions (1977)Commodity Price Forecasting with Large‐Scale Econometric Models and the Futures Market (1981)A Generalized Stochastic Dominance Program for the IBM PC (1989)Essays in Empirical Economics on the Determination of Wine Prices (2017)Concepts of Business and Financial Risk (1980)Optimal hedging under nonlinear borrowing cost, progressive tax rates, and liquidity constraints (2000)The Semivariance-Minimizing Hedge Ratio (2003)Short-run deviations and time-varying hedge ratios: Evidence from agricultural futures markets (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)METALS PRICES, EFFICIENCY AND COINTEGRATION: SOME EVIDENCE FROM THE LONDON METAL EXCHANGE (1988)The Returns and Forecasting Ability of Large Traders in the Frozen Pork Bellies Futures Market (1993)Econometric modelling of non‐ferrous metal prices (2004)American Economic Review (2019)Rational Expectations and the Theory of Price Movements (1961)A Treatise on Money (1971)Review of Economic Studies (2010)The Theory of Hedging and Speculation in Commodity Futures (1960)The competitive firm's response to risk (1987)Estimation of the optimal hedge ratio, expected utility, and ordinary least squares regression (1991)Determinants of the Strength of Strategic Adjustments in Farm Capital Structure (2003)Behavioral Portfolio Theory (2000)Value-at-Risk-Based Risk Management: Optimal Policies and Asset Prices (2001)Channel Coordination with a Risk‐Neutral Supplier and a Downside‐Risk‐Averse Retailer (2005)Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums (1973)Hedging and the Competitive Firm under Price Uncertainty (1979)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)
this work references cited by second hop

References

  • 1976The Theory of Hedging and Speculation in Commodity Futures660 cited
  • 1955Safety First and Hedging341 cited

Cited by

  • 1983The semi-strong form efficiency of the London Metal Exchange42 cited
  • 1992Optimal Hedging under Alternative Capital Structures and Risk Aversion: Reply36 cited
  • 1982HEDGING AND PRODUCTION DECISIONS UNDER A LINEAR MEAN-VARIANCE PREFERENCE FUNCTION34 cited
  • 1985Combining price forecasting with hedging of hogs: An evaluation using alternative measures of risk27 cited
  • 1989Optimal Hedging under Alternative Capital Structures and Risk Aversion22 cited
  • 1979An alternative Theory of Hedging and Speculation0 cited

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