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Production and hedging under state-dependent preferences and background risk
Kit, Pong Wong - In: International review of economics & finance : IREF 51 (2017), pp. 527-534
Persistent link: https://www.econbiz.de/10011754581
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Hedging of exchange rate risk and regression dependence
Broll, Udo; Kit, Pong Wong - 1997
essential in analyzing optimal hedging and export decisions. When the spot exchange rate and the futures exchange rate are …
Persistent link: https://www.econbiz.de/10009623408
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Export under risk and expectation dependence
Broll, Udo; Pelster, Matthias; Kit, Pong Wong - 2021
achieved from the existence of risk sharing markets are the separationtheorem and the and full-hedging theorem. This note … examines the optimalproduction for exports and hedging decisions of a risk-averse rm facing bothhedgeable exchange rate risk … and non-hedgeable (background) risk. While theseparation property holds in this context, the full-hedging property does …
Persistent link: https://www.econbiz.de/10012518032
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Banking firm and hedging over the business cycle
Broll, Udo; Kit, Pong Wong - In: Portuguese economic journal 9 (2010) 1, pp. 29-33
Persistent link: https://www.econbiz.de/10003952132
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Hedging mismatched currencies with options and futures
Lien, Da-hsiang Donald; Tse, Maurice Kwok-Sang; Kit, … - In: Risk management, (pp. 345-357). 2010
Persistent link: https://www.econbiz.de/10003988281
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Export and strategic currency hedging
Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: Open economies review 20 (2009) 5, pp. 717-732
Persistent link: https://www.econbiz.de/10003894218
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Cross-hedging of correlated exchange rates
Broll, Udo; Kit, Pong Wong - 2011
dependence. -- Correlated exchange rates ; Cross-hedging ; Exports ; Production …
Persistent link: https://www.econbiz.de/10009310879
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Price risk and risk management in agriculture
Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: Contemporary economics 7 (2013) 2, pp. 17-20
This note studies the risk-management decisions of a risk-averse farmer. The farmer faces multiple sources of price uncertainty. He sells commodities to two markets at two prices, but only one of these markets has a futures market. We show that the farmer’s optimal commodity futures market...
Persistent link: https://www.econbiz.de/10009770293
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A note on exports and hedging exchange rate risks : the multi-country case
Kit, Pong Wong - In: The journal of futures markets 33 (2013) 12, pp. 1191-1196
Persistent link: https://www.econbiz.de/10010209065
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International trade and the role of market transparency
Broll, Udo; Eckwert, Bernhard; Kit, Pong Wong - 2010
; information system ; transparency ; hedging ; international trade …
Persistent link: https://www.econbiz.de/10009229027