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Production and hedging in futures markets with multiple delivery specifications
Kit, Pong Wong - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 2, pp. 413-421
Persistent link: https://www.econbiz.de/10010412427
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Hedging and the competitive firm under correlated price and background risk
Kit, Pong Wong - In: Decisions in economics and finance : DEF ; a journal of … 37 (2014) 2, pp. 329-340
Persistent link: https://www.econbiz.de/10010412449
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Comparative risk aversion with two risks
Kit, Pong Wong - In: Journal of mathematical economics 97 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10013183700
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Diversification and risk attitudes toward two risks
Kit, Pong Wong - In: Journal of mathematical economics 102 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10013539467
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The impact of inflation risk on forward trading and production
Broll, Udo; Kit, Pong Wong - 2014
This note examines the behavior of a competitive firm that faces joint price and inflation risk. Given that the price risk is negatively correlated with the inflation risk in the sense of expectation dependence, the firm optimally opts for an overhedge if the firm's coefficient of relative risk...
Persistent link: https://www.econbiz.de/10011521691
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The impact of inflation risk on forward trading and production
Broll, Udo; Kit, Pong Wong - In: Portuguese economic journal 14 (2015) 1/3, pp. 65-73
Persistent link: https://www.econbiz.de/10011446101
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Futures hedging with basis risk and expectation dependence
Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: International review of economics : journal of civil economy 62 (2015) 3, pp. 213-221
Persistent link: https://www.econbiz.de/10011391637
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Trade and cross hedging exchange rate risk
Broll, Udo; Kit, Pong Wong - In: International economics and economic policy : IEEP 12 (2015) 4, pp. 509-520
Persistent link: https://www.econbiz.de/10011376000
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The impact of inflation risk on forward trading and production
Broll, Udo; Wong, Kit Pong - 2014
This note examines the behavior of a competitive firm that faces joint price and inflation risk. Given that the price risk is negatively correlated with the inflation risk in the sense of expectation dependence, the firm optimally opts for an overhedge if the firm's coefficient of relative risk...
Persistent link: https://www.econbiz.de/10011521874