Abstract
Most of the literature dedicated to futures or forward markets is built on the assumption that goods traded on these markets are produced by perfectly competitive firms, i.e. firms that act as price-takers. The results then focus on optimal rules for hedging or speculating.
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© 1991 Springer Science+Business Media Dordrecht
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Allaz, B. (1991). Duopoly, Inventories and Futures Markets. In: Phlips, L. (eds) Commodity, Futures and Financial Markets. Advanced Studies in Theoretical and Applied Econometrics, vol 21. Springer, Dordrecht. https://doi.org/10.1007/978-94-011-3354-8_9
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DOI: https://doi.org/10.1007/978-94-011-3354-8_9
Publisher Name: Springer, Dordrecht
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