Weighted average price management of manufacturer sales with determined realization volume by the end of trade period on commodity exchanges

Konstantin S. Kuznetsov ()
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Konstantin S. Kuznetsov: Department of Applied Cybernetics, Faculty of Mathematics and Mechanics, St. Petersburg State University, Russia

International Journal of Financial Engineering (IJFE), 2019, vol. 06, issue 04, 1-15

Abstract: This paper proposed a method to control the weighted average price of manufacturer sales with the initially specified sales by the end of the trading interval on the commodity exchanges. The developed manufacturer sales strategy is proposed as a hedge against price slumps without the use of derivative financial instruments in commodity markets.

Keywords: Decision analysis; finance; risk management; stochastic processes; sales management (search for similar items in EconPapers)
Date: 2019
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DOI: 10.1142/S242478631950035X

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