Managing commodity risks in highway contracts: quantifying premiums, accounting for correlations among risk factors, and designing optimal price-adjustment contracts

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Description

Report on a study investigating the impact of commodity price risk on construction cost and the optimal risk hedging of such risks using price adjustment clauses.

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xiv, 160 p. : ill. ; 28 cm.

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Damnjanovic, Ivan & Zhou, Xue September 2011.

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  • Main Title: Managing commodity risks in highway contracts: quantifying premiums, accounting for correlations among risk factors, and designing optimal price-adjustment contracts
  • Added Title: Research report (Southwest Region University Transportation Center (U.S.))

Description

Report on a study investigating the impact of commodity price risk on construction cost and the optimal risk hedging of such risks using price adjustment clauses.

Physical Description

xiv, 160 p. : ill. ; 28 cm.

Notes

"September 2011."

Includes bibliographical references (p. 105-115).

"SWUTC/11/161104-1."

"Performing organization report no. report 161105-1"--Technical report documentation p.

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  • Accession or Local Control No: txca-0074
  • OCLC: 781309106
  • TxDoc Number: Z TA505.7 R299SW NO.11/161104-1
  • Report No.: SWUTC/11/161104-1
  • Archival Resource Key: ark:/67531/metapth303462

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  • September 2011

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  • April 6, 2013, 9:58 a.m.

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Damnjanovic, Ivan & Zhou, Xue. Managing commodity risks in highway contracts: quantifying premiums, accounting for correlations among risk factors, and designing optimal price-adjustment contracts, report, September 2011; College Station, Texas. (https://texashistory.unt.edu/ark:/67531/metapth303462/: accessed May 25, 2024), University of North Texas Libraries, The Portal to Texas History, https://texashistory.unt.edu; crediting UNT Libraries Government Documents Department.

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