Futures markets, production and diversification of risk

DOI10.1016/0022-247X(85)90373-7zbMath0579.90004MaRDI QIDQ1067553

Michael J. P. Magill, Harrison H. C. Cheng

Publication date: 1985

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

speculatorsfutures marketsequilibrium risk premiumrisk transfer rolespot price

Mathematics Subject Classification ID

Cites Work

• Price relations on futures markets for storable commodities
• On the optimality of equilibrium when the market structure is incomplete
• Information, futures prices, and stabilizing speculation
• Futures Trading, Rational Expectations, and the Efficient Markets Hypothesis
• The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
• Some Concepts of Dependence
• Price Uncertainty, Utility, and Industry Equilibrium in Pure Competition
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