Futures markets, production and diversification of risk
type: Item
instance of: scholarly article
title: Futures markets, production and diversification of risk
zbMATH Open document ID: 0579.90004
DOI: 10.1016/0022-247X(85)90373-7
author: Michael J. P. Magill
author: Harrison H. C. Cheng
published in: Journal of Mathematical Analysis and Applications
publication date: 1985-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 3928658
zbMATH Keywords: risk transfer role
zbMATH Keywords: speculators
zbMATH Keywords: futures markets
zbMATH Keywords: equilibrium risk premium
zbMATH Keywords: spot price
MaRDI profile type: Publication
cites work: Price Uncertainty, Utility, and Industry Equilibrium in Pure Competition
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cites work: Information, futures prices, and stabilizing speculation
cites work: The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities
cites work: On the optimality of equilibrium when the market structure is incomplete
cites work: Some Concepts of Dependence
cites work: Price relations on futures markets for storable commodities
cites work: Q5593890
description: scientific article; zbMATH DE number 3928658