Commodity supply chain network equilibrium under bilateral risk hedging

DOI10.1016/J.EJOR.2025.09.025MaRDI QIDQ7233768zbMATH OpenFDO

Authors Xiaoyang Zhou, Nana Zhao, Pingping Feng, Ding Zhang, Benjamin Lev

Publication date 27 April 2026

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.EJOR.2025.09.025

zbMATH Keywords

bilateral hedgingcommodity supply chain networkcompetitionprice correlationrisk management

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Cites work

• A data-driven approach for optimal operational and financial commodity hedging
• Buy now and price later: supply contracts with time-consistent mean-variance financial hedging
• Dynamical systems and variational inequalities
• Financial hedging in two-stage sustainable commodity supply chains
• Integrated operational and financial hedging with capacity reshoring
• Reducing transaction costs for interest rate risk hedging with stochastic programming
• Supply chain network equilibrium with strategic financial hedging using futures
• The demand for hedging of oil producers: a tale of risk and regret

Cited in

(1)

• Dynamic capacity allocation under service-dependent demand and market exit risk

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