Exclusion Through Speculation

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Abstract

Many commodities are traded on both a spot market and a derivative market. We show that an incumbent producer may use financial derivatives to extract rent from a potential entrant. The incumbent can indeed sell insurance to a large buyer to commit himself to compete aggressively in the spot market and drive the price down for the entrant. It can do so by selling derivatives for more than his expected production level, i.e. by taking a speculative position. This comes at the cost of inefficiently deterring entry.
Original languageEnglish
Place of PublicationTilburg
PublisherMicroeconomics
Number of pages28
Volume2010-83
Publication statusPublished - 2010

Publication series

NameCentER Discussion Paper
Volume2010-83

Keywords

  • exclusion
  • monopolization
  • contracts
  • financial contracts
  • derivatives
  • risk aversion
  • speculation

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