Keyword

forward contracts

Description: Forward contracts are agreements between parties to buy or sell an asset at a specified future date for a price agreed upon today.

Primary topic: Risk Management in Financial Firms (33%)

Wikidata ID: wiki/Q744762

OpenAlex ID: keywords/forward-contracts

The pricing of commodity contracts

1976 · Fischer Black · Journal of Financial Economics · 2,848

Deviations from Covered Interest Rate Parity

2018 · WENXIN DU, ALEXANDER TEPPER, et al. · The Journal of Finance · 684

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Cournot Competition, Forward Markets and Efficiency

1993 · Blaise Allaz, Jean-Luc Vila · Journal of Economic Theory · 571

Optimal control theory with economic applications

1988 · Richard F. Hartl · European Journal of Operational Research · 566

Forward Contracts and Firm Value: Investment Incentive and Contracting Effects

1991 · Hendrik Bessembinder · Journal of Financial and Quantitative Analysis · 454

Merchant Transmission Investment*

2003 · Paul Joskow, Jean Tirole · Journal of Industrial Economics · 406

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Hedging and the Competitive Firm under Price Uncertainty

1979 · Duncan McC. Holthausen · American Economic Review · 389

Exchange Rate Uncertainty, Forward Contracts, and International Portfolio Selection

1988 · CHEOL S. EUN, BRUCE G. RESNICK · The Journal of Finance · 360

Currency Hedging for International Portfolios

1993 · JACK GLEN, PHILIPPE JORION · The Journal of Finance · 313

Optimal Production Planning with Emissions Trading

2013 · Xiting Gong, Sean X. Zhou · Operations Research · 276

The empirical evidence on the efficiency of forward and futures foreign exchange markets

1988 · Charles Engel · Journal of International Economics · 235

Forward contracts and futures contracts

1981 · Robert A. Jarrow, George S. Oldfield · Journal of Financial Economics · 233

Competitive Options, Supply Contracting, and Electronic Markets

2005 · D. J. Wu, Paul R. Kleindorfer · Management Science · 224

Optimal procurement strategies for online spot markets

2003 · Ralf W. Seifert, Ulrich W. Thonemann, et al. · European Journal of Operational Research · 211

Pricing Options On Risky Assets In A Stochastic Interest Rate Economy1

1992 · Kaushik I. Amin, Robert A. Jarrow · Mathematical Finance · 186

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A Stochastic-Based Decision-Making Framework for an Electricity Retailer: Time-of-Use Pricing and Electricity Portfolio Optimization

2011 · Alireza Hatami, Hossein Seifi, et al. · IEEE Transactions on Power Systems · 185

Organized Futures Markets: Costs and Benefits

1977 · Lester G. Telser, Harlow N. Higinbotham · Journal of Political Economy · 163

Pricing forward contracts in power markets by the certainty equivalence principle: Explaining the sign of the market risk premium

2008 · Fred Espen Benth, Álvaro Cartea, et al. · Journal of Banking & Finance · 150

Corporate Risk Management for Multinational Corporations: Financial and Operational Hedging Policies

1999 · Bhagwan Chowdhry, Jonathan T. B. Howe · European Finance Review · 146

Forward trading and collusion in oligopoly

2005 · Matti Liski, Juan-Pablo Montero · Journal of Economic Theory · 142

Optimal selling price and energy procurement strategies for a retailer in an electricity market

2008 · A.R. Hatami, H. Seifi, et al. · Electric Power Systems Research · 140

Managing financial risk : a guide to derivative products, financial engineering, and value maximization

1995 · Charles W. Smithson, Clifford W. Smith, et al. · University of Maribor digital library (University of Maribor) · 140

Softening competition through forward trading

2003 · P. Mahenc, F. Salanié · Journal of Economic Theory · 137

A Stochastic Bilevel Model for the Energy Hub Manager Problem

2016 · Arsalan Najafi, Hamid Falaghi, et al. · IEEE Transactions on Smart Grid · 132

The extralegal development of securities trading in seventeenth-century Amsterdam

2003 · Edward Stringham · The Quarterly Review of Economics and Finance · 132

Works count: 2,897

Citation count: 21,910