Search Results - subject:"Option Contracts"

Relaxing competition through speculation: Committing to a negative supply slope

Holmberg, P.; Willems, B. - Faculty of Economics, University of Cambridge - 2012

We demonstrate how suppliers can take strategic speculative positions in derivatives markets to soften competition in the spot market. In our game, suppliers first choose a portfolio of call options and then compete with supply functions. In equilibrium firms sell forward contracts and buy call...

Persistent link: https://www.econbiz.de/10010699805

Relaxing Competition through Speculation : Committing to a Negative Supply Slope

Holmberg, P.; Willems, Bert - Tilburg University, Center for Economic Research - 2012

Abstract: We demonstrate how suppliers can take strategic speculative positions in derivatives markets to soften competition in the spot market. In our game, suppliers first choose a portfolio of call options and then compete with supply functions. In equilibrium firms sell forward contracts and...

Persistent link: https://www.econbiz.de/10011092737

Relaxing Competition through Speculation : Committing to a Negative Supply Slope

Holmberg, P.; Willems, Bert - Tilburg University, Tilburg Law and Economic Center - 2012

Persistent link: https://www.econbiz.de/10011093275

Flexibility and coordination in a supply chain with bidirectional option contracts and service requirement

Chen, Xu; Wan, Nana; Wang, Xiaojun - In: International journal of production economics 193 (2017), pp. 183-192

Persistent link: https://www.econbiz.de/10011758321

Pricing and order decisions with option contracts in the presence of customer returns

Wang, Chong; Chen, Jing; Chen, Xu - In: International journal of production economics 193 (2017), pp. 422-436

Persistent link: https://www.econbiz.de/10011758471

The Effectiveness of Capital Controls and Prudential Policies in Managing Large Inflows

Habermeier, Karl Friedrich; Kokenyne, Annamaria; Baba, … - International Monetary Fund (IMF) - 2011

Staff Discussion Notes showcase the latest policy-related analysis and research being developed by individual IMF staff and are published to elicit comment and to further debate. These papers are generally brief and written in nontechnical language, and so are aimed at a broad audience...

Persistent link: https://www.econbiz.de/10010790486

United Kingdom; Stress Testing the Banking Sector Technical Note

International Monetary Fund (IMF); International … - 2011

In recent years, the IMF has released a growing number of reports and other documents covering economic and financial developments and trends in member countries. Each report, prepared by a staff team after discussions with government officials, is published at the option of the member country.

Persistent link: https://www.econbiz.de/10011243481

Coordinate the Express Delivery Supply Chain with Option Contracts

Zhang, Mengying; Qin, Jin - In: International Journal of Information Systems and Supply … 9 (2016) 4, pp. 1-21

problem, the authors investigate the capacity coordination issue in this service supply chain using option contracts. By … newsvendor model, option contracts can coordinate the delivery service supply chain. The authors also figure out the feasible … option contracts that improve member's expected profit and show the degree of improvement that could be achieved. …

Persistent link: https://www.econbiz.de/10012045796

Coordinate the express delivery supply chain with option contracts

Zhang, Mengying; Qin, Jin - In: International journal of information systems and supply … 9 (2016) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10011593150

A Comparative Analysis of the Options trading on the Romanian Capital Market and Central and Eastern Europe Emerging Capital Markets during the Global Financial Crisis

Silvia, Ghita-Mitrescu; Cristina, Duhnea; Corina, … - In: Ovidius University Annals, Economic Sciences Series X (2010) 2, pp. 274-279

evolution of option contracts on capital markets in Romania and other emerging capital markets within the region as well as on …

Persistent link: https://www.econbiz.de/10010925992