Joint optimal ordering and weather hedging decisions: mean-CVaR model
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Publication:539482
DOI10.1007/S10696-011-9078-3zbMATH Open1213.90049OpenAlexW2036867385MaRDI QIDQ539482FDOQ539482
Authors: Fei Gao, Xiuli Chao, Youhua (Frank) Chen 
Publication date: 30 May 2011
Published in: Flexible Services and Manufacturing Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10696-011-9078-3
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Derivative securities (option pricing, hedging, etc.) (91G20) Inventory, storage, reservoirs (90B05) Actuarial science and mathematical finance (91G99)
Cites Work
- Coherent measures of risk
- Title not available (Why is that?)
- Optimal dynamic portfolio selection: multiperiod mean-variance formulation
- The Newsboy Problem under Alternative Optimization Objectives
- Improving supply chain performance and managing risk under weather-related demand uncertainty
- Risk Aversion in Inventory Management
- The Risk-Averse (and Prudent) Newsboy
- Optimal Control and Hedging of Operations in the Presence of Financial Markets
- Optimal procurement strategies for online spot markets.
- A risk-averse newsvendor model under the CVaR criterion
- Operational flexibility and financial hedging: complements or substitutes?
- On the Integration of Production and Financial Hedging Decisions in Global Markets
- Newsvendor solutions via conditional value-at-risk minimization
- Coherent risk measures in inventory problems
- Inventory Control with an Exponential Utility Criterion
- Hedging quantity risks with standard power options in a competitive wholesale electricity market
Cited In (9)
- Order allocation model in logistics service supply chain with demand updating and inequity aversion: a perspective of two option contracts comparison
- Joint optimal pricing and ordering decisions for seasonal products with weather-sensitive demand
- Optimal decisions for contract farming under weather risk
- Here comes the sun: fashion goods retailing under weather fluctuations
- Coordinating Supply Chain with Buy-Back Contracts in the Presence of Risk Aversion
- Weather rebate contracts for different risk attitudes of supply chain members
- Assessing and hedging the cost of unseasonal weather: case of the apparel sector
- Improving supply chain performance and managing risk under weather-related demand uncertainty
- Replenishment decisions for complementary components with supply capacity uncertainty under the CVaR criterion
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