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Hedging of exchange rate risk and regression dependence

Broll, Udo; Kit, Pong Wong - 1997

Persistent link: https://www.econbiz.de/10000646869

Hedging of exchange rate risk and regression dependence

Broll, Udo; Kit, Pong Wong - 1997

The paper presents a model of a risk-averse exporting firm under exchange rate risk. We focus on the economic implications of basis risk. It is shown that the regression dependence assumptions between spot and futures exchange rates are essential in analyzing optimal hedging and export...

Persistent link: https://www.econbiz.de/10009623408

Spatial allocation of capital : the role of risk preferences

Broll, Udo; Roldán-Ponce, Antonio; Wahl, Jack E. - In: Spatial economic analysis : the journal of the Regional … 5 (2010) 4, pp. 389-398

Persistent link: https://www.econbiz.de/10009159594

Spatial allocation of capital : the role of risk preferences

Broll, Udo; Roldán-Ponce, Antoni; Wahl, Jack E. - 2010

This paper considers a model of spatial allocation of investment capital under uncertainty. We demonstrate that the …

Persistent link: https://www.econbiz.de/10003971025

The firm under regret aversion

Broll, Udo; Welzel, Peter; Wong, Kit Pong - 2017

We examine the economic behavior of the regret-averse firm under price uncertainty. We show that the global and … marginal effects of price uncertainty on production are both positive (negative) when regret aversion prevails if the random …

Persistent link: https://www.econbiz.de/10011610383