摘要
研究了一个两阶段供应链效率问题,其中零售商可以通过现货市场交易和期权合同购买产品.应用Stackelberg模型分两个阶段分析:第1阶段,零售商确定期权合同的采购决策,供应商进行产量决策;第2阶段,观察到市场实际需求、零售价和现货市场批发价后,零售商进行最优期权合同和现货合同采购组合决策.证明了在现货合同市场中增加了期权合同市场后,供应链可以实现收益共享、风险共担,提高供应链整体效率的目标.
This paper examines a Stackelberg model: In period 1, the retailer decides how many options to purchase, then the supplier decides how many products to produce; In period 2, after observing the real demand, retail price and wholesale price, the retailer makes the optimal portfolio decision of real options and spot procurement contracts, finally the supplier sells the remain to potential customers. We show that with the options market' s incorporation the supply chain can share profit and risk in its part- ners, and improve the efficiency even to the level of integrated supply chain.
出处
《系统工程学报》
CSCD
北大核心
2007年第4期401-406,共6页
Journal of Systems Engineering
基金
国家自然科学基金青年基金资助项目(70502008)
教育部人文社会科学一般项目青年基金资助项目(05JC630068)
国家自然科学基金重点资助项目(70432001)
关键词
实物期权
组合采购
供应链合同管理
采购合同
real option
portfolio procurement
supply chain contracting
procurement contract