IDEAS home Printed from https://ideas.repec.org/a/eee/proeco/v88y2004i1p29-49.html
   My bibliography  Save this article

The procurement of strategic parts. Analysis of a portfolio of contracts with suppliers using a system dynamics simulation model

Author

Listed:
  • Crespo Marquez, Adolfo
  • Blanchar, Carol

Abstract

No abstract is available for this item.

Suggested Citation

  • Crespo Marquez, Adolfo & Blanchar, Carol, 2004. "The procurement of strategic parts. Analysis of a portfolio of contracts with suppliers using a system dynamics simulation model," International Journal of Production Economics, Elsevier, vol. 88(1), pages 29-49, March.
    • Handle: RePEc:eee:proeco:v:88:y:2004:i:1:p:29-49
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0925-5273(03)00177-4
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Virolainen, Veli-Matti, 1998. "A survey of procurement strategy development in industrial companies," International Journal of Production Economics, Elsevier, vol. 56(1), pages 677-688, September.
    2. Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Pournader, Mehrdokht & Ghaderi, Hadi & Hassanzadegan, Amir & Fahimnia, Behnam, 2021. "Artificial intelligence applications in supply chain management," International Journal of Production Economics, Elsevier, vol. 241(C).
    2. J. He & K. S. Chin & J. B. Yang & D. L. Zhu, 2006. "Return Policy Model of Supply Chain Management for Single-Period Products," Journal of Optimization Theory and Applications, Springer, vol. 129(2), pages 293-308, May.
    3. Lin, Tyrone T., 2009. "The determinant of production entry and exit model on financing behavior," European Journal of Operational Research, Elsevier, vol. 196(1), pages 258-265, July.
    4. Céline Bérard & Marie Perez, 2014. "Alliance Dynamics through Real Options: The Case of an Alliance between Competing Pharmaceutical Companies," Post-Print hal-04010373, HAL.
    5. Li, Gang & Yang, Hongjiao & Sun, Linyan & Ji, Ping & Feng, Lei, 2010. "The evolutionary complexity of complex adaptive supply networks: A simulation and case study," International Journal of Production Economics, Elsevier, vol. 124(2), pages 310-330, April.
    6. Takezawa, Naoya & Rajasekera, Jay & So, Kut C., 2007. "Risk hedging through forward supply contract and equity ownership in a spin-off decision," International Journal of Production Economics, Elsevier, vol. 106(2), pages 532-543, April.
    7. Bérard, Céline & Perez, Marie, 2014. "Alliance dynamics through real options: The case of an alliance between competing pharmaceutical companies," European Management Journal, Elsevier, vol. 32(2), pages 337-349.
    8. Gomez_Padilla, A. & Mishina, T., 2009. "Supply contract with options," International Journal of Production Economics, Elsevier, vol. 122(1), pages 312-318, November.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Chiarella, Carl & Kang, Boda & Nikitopoulos, Christina Sklibosios & Tô, Thuy-Duong, 2013. "Humps in the volatility structure of the crude oil futures market: New evidence," Energy Economics, Elsevier, vol. 40(C), pages 989-1000.
    2. Guillermo Llorente & Jiang Wang, 2020. "Trading and information in futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(8), pages 1231-1263, August.
    3. Gallear, David & Ghobadian, Abby & Chen, Weifeng, 2012. "Corporate responsibility, supply chain partnership and performance: An empirical examination," International Journal of Production Economics, Elsevier, vol. 140(1), pages 83-91.
    4. Bjork, Tomas, 2009. "Arbitrage Theory in Continuous Time," OUP Catalogue, Oxford University Press, edition 3, number 9780199574742, Decembrie.
    5. Gustavo Silva Araujo & Ricardo Alves Carmo Ribeiro, 2018. "Is Petrobras Options Market Efficient? A Study Using The Delta-Gamma Neutral Strategy," Anais do XLIV Encontro Nacional de Economia [Proceedings of the 44th Brazilian Economics Meeting] 126, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    6. Frank De Jong & Joost Driessen & Antoon Pelsser, 2001. "Libor Market Models versus Swap Market Models for Pricing Interest Rate Derivatives: An Empirical Analysis," Review of Finance, European Finance Association, vol. 5(3), pages 201-237.
    7. Dana, Julie & Gilbert, Christopher L. & Shim, Euna, 2006. "Hedging grain price risk in the SADC: Case studies of Malawi and Zambia," Food Policy, Elsevier, vol. 31(4), pages 357-371, August.
    8. F. Gonzalez Miranda & N. Burgess, 1997. "Modelling market volatilities: the neural network perspective," The European Journal of Finance, Taylor & Francis Journals, vol. 3(2), pages 137-157.
    9. McMillan, David G. & Speight, Alan E. H., 2001. "Non-ferrous metals price volatility: a component analysis," Resources Policy, Elsevier, vol. 27(3), pages 199-207, September.
    10. Rodriguez, Ricardo J., 2002. "Lognormal option pricing for arbitrary underlying assets: a synthesis," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(3), pages 577-586.
    11. Martin T. Bohl & Alexander Pütz & Pierre L. Siklos & Christoph Sulewski, 2018. "Information Transmission under Increasing Political Tension – Evidence for the Berlin Produce Exchange 1887-1896," CQE Working Papers 7618, Center for Quantitative Economics (CQE), University of Muenster.
    12. Radosław Puka & Bartosz Łamasz & Marek Michalski, 2021. "Effectiveness of Artificial Neural Networks in Hedging against WTI Crude Oil Price Risk," Energies, MDPI, vol. 14(11), pages 1-26, June.
    13. Nigatu, Getachew & Adjemian, Michael K., 2016. "The U.S. Role in the Price Determination of Major Agricultural Commodities," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 236045, Agricultural and Applied Economics Association.
    14. Robert McDonald & Daniel Siegel, 1981. "Option Pricing When the Underlying Asset is Non-Stored," Discussion Papers 512, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    15. Ben Hunt, 1991. "A Forecasting Model of Option Pricing Volatility," Working Paper Series 10, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    16. Łamasz Bartosz & Iwaszczuk Natalia & Ivashchuk Oleksandr, 2018. "Selected methods of securing the refining sector against crude oil price fluctuations," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 54(3), pages 197-209, September.
    17. Urcola, Hernan A. & Irwin, Scott H., 2006. "Has the Performance of the Hog Options Market Changed?," 2006 Annual meeting, July 23-26, Long Beach, CA 21479, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    18. Roberto Baviera, 2019. "Back-Of-The-Envelope Swaptions In A Very Parsimonious Multi-Curve Interest Rate Model," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-24, August.
    19. Jarno Talponen, 2013. "Matching distributions: Asset pricing with density shape correction," Papers 1312.4227, arXiv.org, revised Mar 2018.
    20. Szakmary, Andrew & Ors, Evren & Kyoung Kim, Jin & Davidson, Wallace III, 2003. "The predictive power of implied volatility: Evidence from 35 futures markets," Journal of Banking & Finance, Elsevier, vol. 27(11), pages 2151-2175, November.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:proeco:v:88:y:2004:i:1:p:29-49. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/ijpe .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.