Assessing and hedging the cost of unseasonal weather: case of the apparel sector

DOI10.1016/j.ejor.2015.01.012zbMath1346.91260OpenAlexW1995879634MaRDI QIDQ319333

Xavier Brusset, Maxime Fortin, Jean-Louis Bertrand

Publication date: 6 October 2016

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.01.012

zbMATH Keywords

decision makingstatistical modelretail salesweather risk managementweather sensitivity

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Geostatistics (86A32) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (5)

Tactical sales forecasting using a very large set of macroeconomic indicators ⋮ Potential value of air: Effect of air pollution on retail store performance and customer behavior ⋮ Here comes the sun: fashion goods retailing under weather fluctuations ⋮ Rainfall option impact on profits of the hospitality industry through scenario correlation and copulas ⋮ Robust portfolio selection problem under temperature uncertainty

Cites Work

• Joint optimal ordering and weather hedging decisions: mean-CVaR model
• Order Quantity and Timing Flexibility in Supply Chains: The Role of Demand Characteristics
• Improving Supply Chain Performance and Managing Risk Under Weather-Related Demand Uncertainty
• Purchasing, Pricing, and Quick Response in the Presence of Strategic Consumers
• Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility
• Stochastic game theory: For playing games, not just for doing theory
• Theory & Methods: Residual Diagnostic Plots for Checking for Model Mis‐specification in Time Series Regression
• Pricing weather derivatives by marginal value

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