A Short Note on Sovereign Commodity Risk Management

I investigate sovereign risk management using expected utility theory. A proposition is derived under which conditions which degree of hedging is optimal. An application to the case of Russia shows that a risk-acceptant attitude can serve as an explanation of the decisions to bail out Rosneft and to leave some oil exposure unhedged

MoreLess

Year of publication:	2015
Authors:	Lehrbass, Frank
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Risikomanagement \| Risk management \| Entwicklungsländer \| Developing countries \| Rohstoffderivat \| Commodity derivative

freely available

Full text |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	1 Online-Ressource (6 p)
Series:	USAEE Working Paper ; No. 14-198
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 18, 2015 erstellt
Other identifiers:	10.2139/ssrn.2551480 [DOI]
Classification:	C00 - Mathematical and Quantitative Methods. General ; d07 ; f05 ; h03 ; h07 ; n04
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013030164