International trade with forward-futures markets under exchange rate and price uncertainty

Masahiro Kawai*, Itzhak Zilcha

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

92 Scopus citations

Abstract

The paper examines a risk-averse firm's decisions on the level of trade, when the exchange rate and the commodity price are uncertain, and the extent of forward exchange and commodity futures commitments. First we verify the Separation Theorem and the Full Double Hedging Theorem. Second, we investigate the implications of the existence of both forward foreign exchange and commodity futures markets in comparison to the case where only one (or no) market is available to the firm. The second exercise enables us to focus on conditions under which establishing forward-futures arrangements promotes international trade.

Original languageEnglish
Pages (from-to)83-98
Number of pages16
JournalJournal of International Economics
Volume20
Issue number1-2
DOIs
StatePublished - Feb 1986
Externally publishedYes

Funding

FundersFunder number
Center for the Study of Futures Markets at Columbia University Business School

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