Similar Search Results

Price risk and risk management in agriculture

Broll, Udo; Welzel, Peter; Kit, Pong Wong - In: Contemporary economics 7 (2013) 2, pp. 17-20

This note studies the risk-management decisions of a risk-averse farmer. The farmer faces multiple sources of price uncertainty. He sells commodities to two markets at two prices, but only one of these markets has a futures market. We show that the farmer’s optimal commodity futures market...

Persistent link: https://www.econbiz.de/10009770293

Market risk, value-at-risk and exponential weighting

Broll, Udo; Förster, Andreas - In: Economics and business review 8/22 (2022) 2, pp. 80-91

Persistent link: https://www.econbiz.de/10013369763

Risiko, derivative Märkte und dynamische Optimierung

Broll, Udo; Gilroy, Bernard Michael; Lukas, Elmar - In: Das Wirtschaftsstudium : wisu ; Zeitschrift für … 33 (2004) 11, pp. 1385-1389

Persistent link: https://www.econbiz.de/10002413721

Risikomanagement und Risikocontrolling mit Hilfe der Hedging-Effektivität

Broll, Udo; Wahl, Jack E. - In: Zeitschrift für das gesamte Kreditwesen : Pflichtblatt … 57 (2004) 22, pp. 1291-1293

Persistent link: https://www.econbiz.de/10002432375

Managing revenue risk of the firm : commodity futures and options

Broll, Udo; Kit, Pong Wong - In: IMA journal of management mathematics 28 (2017) 2, pp. 245-258

Persistent link: https://www.econbiz.de/10011723267