Supply chain operations in the presence of a spot market: a review with discussion
暂无分享,去创建一个
[1] Yehuda Bassok,et al. Coordination and Flexibility in Supply Contracts with Options , 2002, Manuf. Serv. Oper. Manag..
[2] P. Jackson,et al. The Martingale Evolution of Price Forecasts in a market for Supply Chain Capacity , 2003 .
[3] Paul L. Joskow,et al. Vertical integration and long term contracts : the case of coal burning electric generating plants , 1985 .
[4] D. Simchi-Levi,et al. A Portfolio Approach to Procurement Contracts , 2005 .
[5] Genaro J. Gutierrez,et al. Integrating Spot and Futures Commodity Markets in the Optimal Procurement Policy of an Assemble-to-Order Manufacturer , 2004 .
[6] S. Seshadri,et al. Intermediation and Value Creation in an Incomplete Market: Implications for Securitization , 2005 .
[7] Nalin Kulatilaka,et al. Real Options: Managing Strategic Investment in an Uncertain World , 1998 .
[8] Srinagesh Gavirneni. Periodic review inventory control with fluctuating purchasing costs , 2004, Oper. Res. Lett..
[9] Eduardo S. Schwartz. The stochastic behavior of commodity prices: Implications for valuation and hedging , 1997 .
[10] J. Muth. Rational Expectations and the Theory of Price Movements , 1961 .
[11] Bryan R. Routledge,et al. Equilibrium Forward Curves for Commodities , 2000 .
[12] A. Dixit. Entry and Exit Decisions under Uncertainty , 1989, Journal of Political Economy.
[13] Vicky Henderson,et al. Valuing the option to invest in an incomplete market , 2006 .
[14] D. J. Wu,et al. Optimal bidding and contracting strategies for capital-intensive goods , 2002, Eur. J. Oper. Res..
[15] Srinagesh Gavirneni,et al. Inventory control under speculation: Myopic heuristics and exact procedures , 1999, Eur. J. Oper. Res..
[16] P. Pardalos,et al. Supply chain management : models, applications, and research directions , 2005 .
[17] F. Black. The pricing of commodity contracts , 1976 .
[18] E. Maskin,et al. Overview and quantity competition with large fixed costs , 1988 .
[19] J. Laffont,et al. Adverse Selection and Renegotiation in Procurement , 1990 .
[20] Chung-lun Li,et al. Flexible and Risk-Sharing Supply Contracts Under Price Uncertainty , 1999 .
[21] Ulrich Wilhelm Thonemann,et al. Optimal procurement strategies for online spot markets , 2004, Eur. J. Oper. Res..
[22] Peter H. Ritchken,et al. Option Pricing with Downward-Sloping Demand Curves: The Case of Supply Chain Options , 2005, Manag. Sci..
[23] Peter Lakner,et al. Perpetual call options with non‐tradability , 2004 .
[24] John G. Kemeny,et al. Mathematical models in the social sciences , 1964 .
[25] Natalia Golovachkina,et al. Supplier-Manufacturer Relationships Under Forced Compliance Contracts , 2003, Manuf. Serv. Oper. Manag..
[26] J. Hull. Options, Futures, and Other Derivatives , 1989 .
[27] Victor F. Araman,et al. B2B Markets: Procuremen and Supplier Risk Management in E-Business , 2002 .
[28] John G. Kemeny,et al. Mathematical models in the social sciences , 1964 .
[29] Eduardo S. Schwartz,et al. Evaluating Natural Resource Investments , 1985 .
[30] M. Kawai,et al. Spot and Futures Prices of Nonstorable Commodities Under Rational Expectations , 1983 .
[31] E. Prescott,et al. Investment Under Uncertainty , 1971 .
[32] Moshe Shaked,et al. Stochastic orders and their applications , 1994 .
[33] Erica L. Plambeck,et al. Implications of Breach Remedy and Renegotiation for Design of Supply Contracts , 2004 .
[34] A. Damodaran. Investment Valuation: Tools and Techniques for Determining the Value of Any Asset , 1995 .
[35] Leland L. Johnson,et al. The Theory of Hedging and Speculation in Commodity Futures , 1960 .
[36] Brian D. Wright,et al. Storage and Commodity Markets , 1991 .
[37] Panagiotis Kouvelis,et al. Exchange Rates and the Choice of Ownership Structure of Production Facilities , 2001, Manag. Sci..
[38] Hong Liu,et al. Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power , 2007, Oper. Res..
[39] Eduardo S. Schwartz,et al. Stochastic Convenience Yield and the Pricing of Oil Contingent Claims , 1990 .
[40] Charles S. Tapiero,et al. Contingent Claims Contracting for Purchasing Decisions in Inventory Management , 1986, Oper. Res..
[41] Sridhar Seshadri,et al. Monotone Forecasts , 2004, Oper. Res..
[42] S. Pliska. Introduction to Mathematical Finance: Discrete Time Models , 1997 .
[43] Guy Laroque,et al. On the Behaviour of Commodity Prices , 1992 .
[44] E. Fama,et al. Business Cycles and the Behavior of Metals Prices , 1988 .
[45] H. Scarf. THE OPTIMALITY OF (S,S) POLICIES IN THE DYNAMIC INVENTORY PROBLEM , 1959 .