Title: Hedging under production and price uncertainty: a decision analysis

Authors: Moawia Alghalith

Addresses: Econ Department, UWI, St Augustine, Trinidad, Trinidad and Tobago

Abstract: Without adopting restrictive assumptions, we show the impact of the output risk on the optimal hedge, output and the hedge ratio.

Keywords: hedging; output uncertainty; price uncertainty; output risk; hedge ratio.

DOI: 10.1504/IJFMD.2009.028941

International Journal of Financial Markets and Derivatives, 2009 Vol.1 No.1, pp.1 - 4

Published online: 14 Oct 2009 *

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