Strategic interaction between futures and spot markets

DOI10.1016/S0022-0531(02)00012-1zbMath1031.91036MaRDI QIDQ1810429

José Luis Ferreira

Publication date: 9 June 2003

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

Cournot competitionCollusionFutures markets

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (4)

Relaxing competition through speculation: committing to a negative supply slope ⋮ Increasing marginal costs are strategically beneficial in forward trading ⋮ Capacity precommitment, price competition and forward markets ⋮ Strategic advance sales, demand uncertainty and overcommitment

Cites Work

• Collective dynamic consistency in repeated games
• Renegotiation in repeated games
• Cournot competition, forward markets and efficiency
• Unnamed Item

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