Pages that link to "Item:Q3392063"
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The following pages link to Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power (Q3392063):
Displaying 13 items.
- More than a second channel? Supply chain strategies in B2B spot markets (Q297382) (← links)
- Demand information and spot price information: supply chains trading in spot markets (Q319879) (← links)
- Optimal speculative trade among large traders (Q934971) (← links)
- Supply option contracts with spot market and demand information updating (Q1754184) (← links)
- Market power and forward prices (Q1787510) (← links)
- Forward trading and storage in a Cournot duopoly (Q1853218) (← links)
- Optimal ordering and pricing strategies in the presence of a B2B spot market (Q1926822) (← links)
- A new two-party bargaining mechanism (Q1945697) (← links)
- Analysis of futures and spot electricity markets under risk aversion (Q2030684) (← links)
- Forward Commodity Trading with Private Information (Q4971577) (← links)
- Demand Information Sharing in the Presence of B2B Spot Market (Q5092553) (← links)
- Two‐echelon supply chain operations under dual channels with differentiated productivities (Q6067902) (← links)
- Optimal forward contract design in a supply chain with asymmetric cost information (Q6667335) (← links)