| |
|
|
|
Registro Completo |
|
Biblioteca(s): |
Embrapa Pantanal. |
|
Data corrente: |
19/02/1997 |
|
Data da última atualização: |
19/02/1997 |
|
Autoria: |
BRITO, R. |
|
Título: |
The simultaneous determination of spot and futures prices in a simple model with production risk. |
|
Ano de publicação: |
1984 |
|
Fonte/Imprenta: |
Quartely Journal of Economics, v.99, n.2, p.351-365, May, 1984. |
|
Idioma: |
Inglês |
|
Conteúdo: |
This paper deals with properties of a rational expectations equilibrium when there is future trading. A simple two-good model is analyzed, where one of the goods is produced subject to production risk. Although the futures market provides insurance against price risk to producers, it is income risk that concerns them. Whether they hedge in equilibrium is shown to depend on the price and income elasticity of demand for their outputs as well as on the degree to which consumers - the other party in the futures transactions - are risk-averse. |
|
Palavras-Chave: |
Economy; Futures prices; Modelo simples; Production risk; Risco de producao; Simple model; Spot. |
|
Thesagro: |
Economia; Preço. |
|
Categoria do assunto: |
-- |
|
Marc: |
LEADER 01174naa a2200229 a 4500
001 1790680
005 1997-02-19
008 1984 bl --- 0-- u #d
100 1 $aBRITO, R.
245 $aThe simultaneous determination of spot and futures prices in a simple model with production risk.
260 $c1984
520 $aThis paper deals with properties of a rational expectations equilibrium when there is future trading. A simple two-good model is analyzed, where one of the goods is produced subject to production risk. Although the futures market provides insurance against price risk to producers, it is income risk that concerns them. Whether they hedge in equilibrium is shown to depend on the price and income elasticity of demand for their outputs as well as on the degree to which consumers - the other party in the futures transactions - are risk-averse.
650 $aEconomia
650 $aPreço
653 $aEconomy
653 $aFutures prices
653 $aModelo simples
653 $aProduction risk
653 $aRisco de producao
653 $aSimple model
653 $aSpot
773 $tQuartely Journal of Economics$gv.99, n.2, p.351-365, May, 1984.
Download
Esconder MarcMostrar Marc Completo |
|
Registro original: |
Embrapa Pantanal (CPAP) |
|
|
Biblioteca |
ID |
Origem |
Tipo/Formato |
Classificação |
Cutter |
Registro |
Volume |
Status |
URL |
Voltar
|
|
|
| Registros recuperados : 4 | |
| 3. |  | PACHER, G. C.; PIATTI, L.; SEVERO NETO, F.; MEIRA, M. A. A.; MAURO, R. de A.; KOLLER, W. W.; SOUZA, F. L. de. Diversidade de vertebrados de Áreas de Proteção Ambiental, município de Campo Grande, Mato Grosso do Sul. Campo Grande, MS: Embrapa Gado de Corte, 2020. (Embrapa Gado de Corte. Documentos, 274)| Biblioteca(s): Embrapa Gado de Corte. |
|    |
| 4. | | FERREIRA, V. L.; TERRA, J. de S.; PIATTI, L.; DELATORRE, M.; STRÜSSMANN, C.; BÉDA, A. F.; KAWASHITA-RIBEIRO, R. A.; LANDGREF-FILHO, P.; AOKI, C.; CAMPOS, Z.; SOUZA, F. L.; ÁVILA, R. W.; DULEBA, S.; MARTINS, K. S.; SANTA-RITA P. H.; ALBUQUERQUE, N. R. Répteis do Mato Grosso do Sul, Brasil. Iheringia, Série Zoologia, v. 107, supl., p. 1-13, 2017.| Tipo: Artigo em Periódico Indexado | Circulação/Nível: B - 1 |
| Biblioteca(s): Embrapa Pantanal. |
|  |
| Registros recuperados : 4 | |
|
| Nenhum registro encontrado para a expressão de busca informada. |
|
|
