Softening competition through forward trading

DOI10.1016/J.JET.2003.07.009zbMath1073.91053OpenAlexW2087487880MaRDI QIDQ1876646

P. Mahenc, François Salanié

Publication date: 20 August 2004

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

Full work available at URL: http://publications.ut-capitole.fr/2785/1/mahenc_salanie.pdf

zbMATH Keywords

Bertrand competitionForward market

Mathematics Subject Classification ID

Trade models (91B60) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (6)

Forward trading and collusion in oligopoly ⋮ Relaxing competition through speculation: committing to a negative supply slope ⋮ Increasing marginal costs are strategically beneficial in forward trading ⋮ Strategic procurement in spot and forward markets considering regulation and capacity constraints ⋮ Mathematical modeling of the forward contract market ⋮ Strategic advance sales, demand uncertainty and overcommitment

Cites Work

• Unnamed Item
• Cournot competition, forward markets and efficiency
• The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities

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