Integrated Hedging Strategies for Exchange Rate and Commodity Price Risks
Published in Major Revision at Management Science, 2025
Optimal hedging of joint FX and commodity price risk under monopoly and duopoly competition.
Recommended citation: Bin, Z., Kouvelis, P., Wu, X., & Xiao, Y. (2025). Integrated Hedging Strategies for Exchange Rate and Commodity Price Risks. SSRN Working Paper No. 5559558. Major revision at Management Science.
Download Paper | Download Slides