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Managing Storable Commodity Risks: The Role of Inventory and Financial Hedge
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Cited by:
- Jiao Wang & Lima Zhao & Arnd Huchzermeier, 2021. "Operations‐Finance Interface in Risk Management: Research Evolution and Opportunities," Production and Operations Management, Production and Operations Management Society, vol. 30(2), pages 355-389, February.
- Anna Maria Gambaro & Nicola Secomandi, 2021. "A Discussion of Non‐Gaussian Price Processes for Energy and Commodity Operations," Production and Operations Management, Production and Operations Management Society, vol. 30(1), pages 47-67, January.
- Beatrice Marchi & Lucio Enrico Zavanella & Simone Zanoni, 2020. "Joint economic lot size models with warehouse financing and financial contracts for hedging stocks under different coordination policies," Journal of Business Economics, Springer, vol. 90(8), pages 1147-1169, September.
- Xing, Wei & Liu, Liming & Wang, Shouyang, 2014. "More than a second channel? Supply chain strategies in B2B spot markets," European Journal of Operational Research, Elsevier, vol. 239(3), pages 699-710.
- Chiu, Mei Choi & Wong, Hoi Ying & Zhao, Jing, 2015. "Commodity derivatives pricing with cointegration and stochastic covariances," European Journal of Operational Research, Elsevier, vol. 246(2), pages 476-486.
- Bolandifar, Ehsan & Chen, Zhong, 2020. "Hedging through index-based price contracts in commodity-based supply chains," Omega, Elsevier, vol. 90(C).
- Onur Boyabatlı & Jason Nguyen & Tong Wang, 2017. "Capacity Management in Agricultural Commodity Processing and Application in the Palm Industry," Manufacturing & Service Operations Management, INFORMS, vol. 19(4), pages 551-567, October.
- Yuan Jiang & Xu Guan & Yao Tang & Simiao Chen, 2022. "Strategic stocking for new products to signal quality information," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(1), pages 65-83, January.
- Karl Inderfurth & Peter Kelle & Rainer Kleber, 2018. "Inventory control in dual sourcing commodity procurement with price correlation," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 26(1), pages 93-119, March.
- Panos Kouvelis & Rong Li, 2019. "Integrated Risk Management for Newsvendors with Value-at-Risk Constraints," Manufacturing & Service Operations Management, INFORMS, vol. 21(4), pages 816-832, October.
- Lin Gao & Biying Shou & Ying-Ju Chen & Jianwei Huang, 2016. "Combining Spot and Futures Markets: A Hybrid Market Approach to Dynamic Spectrum Access," Operations Research, INFORMS, vol. 64(4), pages 794-821, August.
- Canyakmaz, Caner & Özekici, Süleyman & Karaesmen, Fikri, 2024. "Risk management through financial hedging in inventory systems with stochastic price processes," International Journal of Production Economics, Elsevier, vol. 270(C).
- Sripad K. Devalkar & Ravi Anupindi & Amitabh Sinha, 2018. "Dynamic Risk Management of Commodity Operations: Model and Analysis," Manufacturing & Service Operations Management, INFORMS, vol. 20(2), pages 317-332, May.
- Volodymyr Babich & Panos Kouvelis, 2018. "Introduction to the Special Issue on Research at the Interface of Finance, Operations, and Risk Management (iFORM): Recent Contributions and Future Directions," Manufacturing & Service Operations Management, INFORMS, vol. 20(1), pages 1-18, February.
- Nicola Secomandi & Guoming Lai & François Margot & Alan Scheller-Wolf & Duane J. Seppi, 2015. "Merchant Commodity Storage and Term-Structure Model Error," Manufacturing & Service Operations Management, INFORMS, vol. 17(3), pages 302-320, July.
- Weiwei Chen & Benjamin Melamed & Oleg Sokolinskiy & Ben Sopranzetti, 2017. "Cash Conversion Systems in Corporate Subsidiaries," Manufacturing & Service Operations Management, INFORMS, vol. 19(4), pages 604-619, October.
- Xu, Jinpeng & Feng, Gengzhong & Jiang, Wei & Wang, Shouyang, 2015. "Optimal procurement of long-term contracts in the presence of imperfect spot market," Omega, Elsevier, vol. 52(C), pages 42-52.
- John R. Birge, 2015. "OM Forum—Operations and Finance Interactions," Manufacturing & Service Operations Management, INFORMS, vol. 17(1), pages 4-15, February.
- Onur Boyabatlı, 2015. "Supply Management in Multiproduct Firms with Fixed Proportions Technology," Management Science, INFORMS, vol. 61(12), pages 3013-3031, December.
- Liu, Zhongyi & Hua, Shengya & Zhai, Xin, 2020. "Supply chain coordination with risk-averse retailer and option contract: Supplier-led vs. Retailer-led," International Journal of Production Economics, Elsevier, vol. 223(C).
- Niu, Baozhuang & Chu, Lap-Keung & Ni, Jian & Wang, Junwei, 2018. "Buy now and price later: Supply contracts with time-consistent mean–variance financial hedgingAuthor-Name: Li, Qiang," European Journal of Operational Research, Elsevier, vol. 268(2), pages 582-595.
- Secomandi, Nicola & Seppi, Duane J., 2014. "Real Options and Merchant Operations of Energy and Other Commodities," Foundations and Trends(R) in Technology, Information and Operations Management, now publishers, vol. 6(3-4), pages 161-331, July.
- Liu, Zugang & Wang, Jia, 2019. "Supply chain network equilibrium with strategic financial hedging using futures," European Journal of Operational Research, Elsevier, vol. 272(3), pages 962-978.
- Sillanpää, Ville & Liesiö, Juuso & Käki, Anssi, 2021. "Procurement decisions over multiple periods under piecewise-linear shortage costs and fixed capacity commitments," Omega, Elsevier, vol. 100(C).
- Guang Xiao & Nan Yang & Renyu Zhang, 2015. "Dynamic Pricing and Inventory Management Under Fluctuating Procurement Costs," Manufacturing & Service Operations Management, INFORMS, vol. 17(3), pages 321-334, July.
- Panos Markou & Daniel Corsten, 2021. "Financial and Operational Risk Management: Inventory Effects in the Gold Mining Industry," Production and Operations Management, Production and Operations Management Society, vol. 30(12), pages 4635-4655, December.
- Alavi Fard, Farzad & He, Jian & Ivanov, Dmitry & Jie, Ferry, 2019. "A utility adjusted newsvendor model with stochastic demand," International Journal of Production Economics, Elsevier, vol. 211(C), pages 154-165.
- Wei Xing & Shanshan Ma & Xuan Zhao & Liming Liu, 2022. "Operational hedging or financial hedging? Strategic risk management in commodity procurement," Production and Operations Management, Production and Operations Management Society, vol. 31(8), pages 3233-3263, August.