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Abuse of forward contracts to semi-collude in volatile markets : conference paper
Aichele, Markus - 2013
I model the optimal semi-collusive strategy of firms using forward contracts in volatile markets. It has been shown that forward contracts can be used to stabilize a collusive agreement under deterministic (Liski and Montero, 2006) as well as under stochastic market conditions (Aichele, 2012)....
Persistent link: https://www.econbiz.de/10010342821
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Price and inventory dynamics in an oligopoly industry : a framework for commodity markets
Steinmetz, Alexander (contributor) - 2010
This paper analyzes the interaction between price and inventory decisions in an oligopoly industry and its implications … endogenous prices and strategic oligopoly competition. We show that the optimal decision rule is an (S, s) order policy and … markets and especially observed autocorrelation in price fluctuations. -- Inventory dynamics ; price competition ; oligopoly …
Persistent link: https://www.econbiz.de/10003961661
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Price and inventory dynamics in an oligopoly industry : a framework for commodity markets
Steinmetz, Alexander - 2010
This paper analyzes the interaction between price and inventory decisions in an oligopoly industry and its implications … endogenous prices and strategic oligopoly competition. We show that the optimal decision rule is an (S, s) order policy and … markets and especially observed autocorrelation in price fluctuations. -- inventory dynamics ; price competition ; oligopoly …
Persistent link: https://www.econbiz.de/10003965038
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The effect of exchange rate uncertainty on the prices and volume of international trade
Hooper, Peter; Kohlhagen, Steven W. - 1976
Persistent link: https://www.econbiz.de/10000780350
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Essays on exchange rates, prices and interest rates
Alexius, Annika - 1997
Persistent link: https://www.econbiz.de/10000961609
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On exchange rate regimes, exchange rate fluctuations, and fundamentals
Dedola, Luca; Leduc, Sylvain - 1999
Persistent link: https://www.econbiz.de/10001428398
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The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy - 2002 - Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
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Exchange Rate Volatility and International Prices
Feenstra, Robert C. - 1991
. Our theory implies a connection between the estimated risk premium equation, and the influence of exchange rate volatility …
Persistent link: https://www.econbiz.de/10012475370
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On Exchange Rate Regimes, Exchange Rate Fluctuations, and Fundamentals
Leduc, Sylvain - 2019
We develop a two-country, two-sector general equilibrium business cycle model with nominal rigidities featuring deviations from the law of one price. The paper shows that a model with these features can quantitatively account for the empirical fact that of the statistical properties of most...
Persistent link: https://www.econbiz.de/10014150163
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Exchange Rate Volatility and International Prices
Feenstra, Robert C.; Kendall, Jon D. - 2022
. Our theory implies a connection between the estimated risk premium equation, and the influence of exchange rate volatility …
Persistent link: https://www.econbiz.de/10013310814