✦ LIBER ✦

A note on output hedging with cost uncertainty

✍ Scribed by Moawia Alghalith

Publisher: John Wiley and Sons
Year: 2006
Tongue: English
Weight: 94 KB
Volume: 27
Category: Article
ISSN: 0143-6570
DOI: 10.1002/mde.1299

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✦ Synopsis

Abstract

Using a general framework and a multiple‐input technology, we thoroughly investigate the hedging and production decisions under cost uncertainty. In doing so, we show the impact of the cost risk on the optimal output, hedge and hedge ratio. Copyright © 2006 John Wiley & Sons, Ltd.

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