๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

RISK AND HEDGING BEHAVIOR: THE ROLE AND DETERMINANTS OF LATENT HETEROGENEITY

โœ Scribed by Joost M. E. Pennings; Philip Garcia


Book ID
111215610
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
177 KB
Volume
33
Category
Article
ISSN
0270-2592

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Delivery risk and the hedging role of op
โœ Donald Lien; Kit Pong Wong ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 157 KB ๐Ÿ‘ 1 views

## Abstract Multiple delivery specifications exist on nearly all commodity futures contracts. Sellers typically are allowed to deliver any of several grades of the underlying commodity and at any of several locations. On the delivery day, the futures price as such needs not converge to the spot pri

Liquidity risk and the hedging role of o
โœ Kit Pong Wong; Jianguo Xu ๐Ÿ“‚ Article ๐Ÿ“… 2006 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 171 KB ๐Ÿ‘ 2 views

This study examines the impact of liquidity risk on the behavior of the competitive firm under price uncertainty in a dynamic two-period setting. The firm has access to unbiased one-period futures and option contracts in each period for hedging purposes. A liquidity constraint is imposed on the firm