Optimal hedging in the futures market under price uncertainty
- 1 January 1983
- journal article
- Published by Elsevier in Economics Letters
- Vol. 13 (2-3) , 141-145
- https://doi.org/10.1016/0165-1765(83)90076-9
Abstract
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This publication has 7 references indexed in Scilit:
- Optimal Hedging under Price and Quantity Uncertainty: The Case of a Cocoa ProducerJournal of Political Economy, 1980
- The Hedging Performance of the New Futures MarketsThe Journal of Finance, 1979
- Empirical Contributions to Basis Theory: The Case of Citrus FuturesAmerican Journal of Agricultural Economics, 1977
- A Framework for Comparing the Efficiency of Futures MarketsAmerican Journal of Agricultural Economics, 1973
- Temporal Relationships Among Prices on Commodity Futures Markets: Their Allocative and Stabilizing RolesAmerican Journal of Agricultural Economics, 1970
- The Theory of Hedging and Speculation in Commodity FuturesThe Review of Economic Studies, 1960
- Theory of the Inverse Carrying Charge in Futures MarketsJournal of Farm Economics, 1948