New economics of risk and uncertainty: theory and applications
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York
Nova Science Publishers
2007
|
| Subjects: | |
| Online Access: | Table of contents Inhaltsverzeichnis |
| Item Description: | Includes bibliographical references and index |
| Physical Description: | ii, 111 p. 27 cm |
| ISBN: | 9781600217456 1600217451 |
Staff View
MARC
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Record in the Search Index
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| adam_text | NEW ECONOMICS OF RISK AND UNCERTAINTY: THEORY AND APPLICATIONS CONTENTS
INTRODUCTION VII I SOME EXTENSIONS OF THE EXISTING THEORY 1 1. INPUT
DEMAND 3 1.1. THE TWO-INPUT CASE 4 1.2. THE MULTIPLE-INPUT CASE 8 1.3.
CONCLUSION 11 2. MULTIPLE COST UNCERTAINTY 15 3. HEDGING 19 3.1. HEDGING
WITH BASIS RISK 19 3.2. HEDGING WITH PRICE AND OUTPUT UNCERTAINTY 22
3.3. HEDGING WITH COST UNCERTAINTY . 23 3.4. INPUT HEDGING 24 II
METHODOLOGY AND APPLICATIONS 29 4. INTRODUCTION 31 4.1. THE BASIC MODEL
31 5. ESTIMATION UNDER PRODUCTION AND PRICE UNCERTAINTY 37 5.1.
INTRODUCTION 37 5.2. ADDITIVE OUTPUT UNCERTAINTY 38 5.2.1. ESTIMATING
EQUATIONS 38 5.2.2. HYPOTHESIS TESTING . 41 5.3. MULTIPLICATIVE OUTPUT
UNCERTAINTY 42 5.3.1. COMPARATIVE STATICS . . . 43 5.4. RELAXING THE
INDEPENDENCE ASSUMPTION 44 5.4.1. EMPIRICAL EXAMPLE 45 5.5. THE
JUST-POPE SPECIFICATION 46 5.6. TECHNICAL INEFFICIENCY 47 II MOAWIA
ALGHALITH 6. NEW GENERALIZED PRODUCTION FUNCTION 51 7. MULTIPLE
UNCERTAINTY 59 8. HEDGING: EMPIRICAL ANALYSIS 63 8.1. HEDGING WITH PRICE
AND OUTPUT UNCERTAINTY . . . 63 8.1.1. EMPIRICAL EXAMPLE 66 8.2. HEDGING
WITH COST AND BASIS RISKS 66 III NEW THEORY 73 9. ALTERNATIVE THEORY I
75 9.1. INTRODUCTION . 75 9.2. THEORY 75 9.3. MULTIPLE UNCERTAINTY 77
10. ALTERNATIVE THEORY II: ENDOGENOUS THEORY 81 10.1. INTRODUCTION 81
10.2. THEORY 81 10.3. MULTIPLE UNCERTAINTY 82 11. ALTERNATIVE THEORIES
OF HEDGING 87 11.1. INTRODUCTION 87 11.2. THEORY 87 11.3. FIXED OUTPUT
88 11.4. SPECULATION 89 12. A NEW RISK AVERSION DEFINITION 93 12.1.
INTRODUCTION 93 12.2. THEORY 93 12.3. MULTIPLE UNCERTAINTY 94 13. A NEW
RISK AVERSION DEFINITION WITH HEDGING 99 13.1. THEORY 99 13.2. HEDGING
WITH BASIS RISK 100 14. MULTIPLE ALTERNATIVE THEORY 105 INDEX 109
|
| adam_txt |
NEW ECONOMICS OF RISK AND UNCERTAINTY: THEORY AND APPLICATIONS CONTENTS
INTRODUCTION VII I SOME EXTENSIONS OF THE EXISTING THEORY 1 1. INPUT
DEMAND 3 1.1. THE TWO-INPUT CASE 4 1.2. THE MULTIPLE-INPUT CASE 8 1.3.
CONCLUSION 11 2. MULTIPLE COST UNCERTAINTY 15 3. HEDGING 19 3.1. HEDGING
WITH BASIS RISK 19 3.2. HEDGING WITH PRICE AND OUTPUT UNCERTAINTY 22
3.3. HEDGING WITH COST UNCERTAINTY . 23 3.4. INPUT HEDGING 24 II
METHODOLOGY AND APPLICATIONS 29 4. INTRODUCTION 31 4.1. THE BASIC MODEL
31 5. ESTIMATION UNDER PRODUCTION AND PRICE UNCERTAINTY 37 5.1.
INTRODUCTION 37 5.2. ADDITIVE OUTPUT UNCERTAINTY 38 5.2.1. ESTIMATING
EQUATIONS 38 5.2.2. HYPOTHESIS TESTING . 41 5.3. MULTIPLICATIVE OUTPUT
UNCERTAINTY 42 5.3.1. COMPARATIVE STATICS . . . 43 5.4. RELAXING THE
INDEPENDENCE ASSUMPTION 44 5.4.1. EMPIRICAL EXAMPLE 45 5.5. THE
JUST-POPE SPECIFICATION 46 5.6. TECHNICAL INEFFICIENCY 47 II MOAWIA
ALGHALITH 6. NEW GENERALIZED PRODUCTION FUNCTION 51 7. MULTIPLE
UNCERTAINTY 59 8. HEDGING: EMPIRICAL ANALYSIS 63 8.1. HEDGING WITH PRICE
AND OUTPUT UNCERTAINTY . . . 63 8.1.1. EMPIRICAL EXAMPLE 66 8.2. HEDGING
WITH COST AND BASIS RISKS 66 III NEW THEORY 73 9. ALTERNATIVE THEORY I
75 9.1. INTRODUCTION . 75 9.2. THEORY 75 9.3. MULTIPLE UNCERTAINTY 77
10. ALTERNATIVE THEORY II: ENDOGENOUS THEORY 81 10.1. INTRODUCTION 81
10.2. THEORY 81 10.3. MULTIPLE UNCERTAINTY 82 11. ALTERNATIVE THEORIES
OF HEDGING 87 11.1. INTRODUCTION 87 11.2. THEORY 87 11.3. FIXED OUTPUT
88 11.4. SPECULATION 89 12. A NEW RISK AVERSION DEFINITION 93 12.1.
INTRODUCTION 93 12.2. THEORY 93 12.3. MULTIPLE UNCERTAINTY 94 13. A NEW
RISK AVERSION DEFINITION WITH HEDGING 99 13.1. THEORY 99 13.2. HEDGING
WITH BASIS RISK 100 14. MULTIPLE ALTERNATIVE THEORY 105 INDEX 109 |
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| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
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| illustrated | Not Illustrated |
| index_date | 2024-07-02T21:19:23Z |
| indexdate | 2024-07-09T21:17:31Z |
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| isbn | 9781600217456 1600217451 |
| language | English |
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| physical | ii, 111 p. 27 cm |
| publishDate | 2007 |
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| spelling | Alghalith, Moawia Verfasser aut New economics of risk and uncertainty theory and applications Moawia Alghalith New York Nova Science Publishers 2007 ii, 111 p. 27 cm txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index Mathematisches Modell Risk assessment Mathematical models Risk Mathematical models Uncertainty Mathematical models Unsicherheit (DE-588)4186957-6 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Risikoanalyse (DE-588)4137042-9 s Unsicherheit (DE-588)4186957-6 s Mathematisches Modell (DE-588)4114528-8 s DE-604 http://www.loc.gov/catdir/toc/fy0802/2007016288.html Table of contents GBV Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016572793&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Alghalith, Moawia New economics of risk and uncertainty theory and applications Mathematisches Modell Risk assessment Mathematical models Risk Mathematical models Uncertainty Mathematical models Unsicherheit (DE-588)4186957-6 gnd Risikoanalyse (DE-588)4137042-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| subject_GND | (DE-588)4186957-6 (DE-588)4137042-9 (DE-588)4114528-8 |
| title | New economics of risk and uncertainty theory and applications |
| title_auth | New economics of risk and uncertainty theory and applications |
| title_exact_search | New economics of risk and uncertainty theory and applications |
| title_exact_search_txtP | New economics of risk and uncertainty theory and applications |
| title_full | New economics of risk and uncertainty theory and applications Moawia Alghalith |
| title_fullStr | New economics of risk and uncertainty theory and applications Moawia Alghalith |
| title_full_unstemmed | New economics of risk and uncertainty theory and applications Moawia Alghalith |
| title_short | New economics of risk and uncertainty |
| title_sort | new economics of risk and uncertainty theory and applications |
| title_sub | theory and applications |
| topic | Mathematisches Modell Risk assessment Mathematical models Risk Mathematical models Uncertainty Mathematical models Unsicherheit (DE-588)4186957-6 gnd Risikoanalyse (DE-588)4137042-9 gnd Mathematisches Modell (DE-588)4114528-8 gnd |
| topic_facet | Mathematisches Modell Risk assessment Mathematical models Risk Mathematical models Uncertainty Mathematical models Unsicherheit Risikoanalyse |
| url | http://www.loc.gov/catdir/toc/fy0802/2007016288.html http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016572793&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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