期刊文献+

基于实物期权的林浆纸供应链博弈模型研究 被引量:1

Research on Game Model of Pulp & Paper Supply Chain Based on Real Options
下载PDF
导出
摘要 针对林浆纸供应链中原材料供应不稳定、价格存在波动的情况,基于实物期权理论对营林企业原材料的期权定价决策、制浆造纸企业的原材料期权购买决策和期权执行决策进行探讨。通过构建Stackelberg博弈模型,分析营林企业与制浆造纸企业间的博弈过程,得到各决策变量间的相互影响。通过数值算例验证实物期权契约优于传统契约,为企业的实际运作提供管理启示。 In the pulp and paper supply chain, the supply and price of raw materials are uncertainty. Based on the real options theory, the paper analyzes the options pricing decisions of forest enterprises, decisions of raw material options purchase and execution of options for the pulp & paper industry. The paper also proposes a Stackelberg Game Model and studies the relationship between forest enterprises and the pulp & paper making in- dustry. We discuss how the parameters affect each other. The numerical example verifies that the real options contract is better than the traditional contract. It is hoped that the research would provide implications for the management operations.
作者 王虹 张智光
出处 《南京工业大学学报(社会科学版)》 CSSCI 2013年第4期66-72,共7页 Journal of Nanjing Tech University:Social Science Edition
基金 国家自然科学基金项目(70873059) 国家自然科学基金项目(71071075) "十一五"国家科技支撑计划(2006BAD32B08) 教育部人文社会科学青年基金项目(12YJC630180) 江苏省教育厅高校哲学社会科学基金项目(2011SJB630033) 中国博士后科学基金(2011M500932) 江苏省博士后科研资助计划项目(1101105C)
关键词 林业供应链 林浆纸产业 期权博弈 实物期权 forest supply chain pulp and paper industry options game real options
  • 相关文献

参考文献16

  • 1张智光.绿色供应链视角下的林纸一体化共生机制[J].林业科学,2011,47(2):111-117. 被引量:32
  • 2Cachon G P. Supply chain coordination with contracts[M].North Holland:Handbooks in Operations Research and Management Science,2004.
  • 3赵麟,李卫红.两级供应链中的通道费契约研究[J].南京工业大学学报(社会科学版),2011,10(4):64-68. 被引量:1
  • 4Philpott A,Everett G. Supply chain optimization in the paper industry[J].{H}Annals of Operations Research,2001,(1/2/3/4):225-237.
  • 5R(o)nnqvist M. Optimization in forestry[J].Mathematics Program (Series B),2003,(1-2):267-284.
  • 6Carlsson D,R(o)nnqvist M. Supply chain management in forestry-case studies at S(o)dra Cell AB[J].{H}European Journal of Operational Research,2005,(03):589-616.
  • 7Niquidet K,O' Kelly G. Forest-mill integration:a transaction cost perspective[J].{H}Forestry Policy and Economics,2010,(03):207-212.
  • 8Yin R,Izlar B. Supply contract and portfolio insurance:engineering to institutional timberland investment[J].{H}JOURNAL OF FORESTRY,2001,(05):39-44.
  • 9Jones P C,Ohlmann J W. Long-range timber supply planning for a vertically integrated paper mill[J].{H}European Journal of Operational Research,2008,(02):558-571.
  • 10张浩,张智光.林业供应链管理研究评述[J].林业经济问题,2010,30(5):452-457. 被引量:13

共引文献75

同被引文献19

引证文献1

二级引证文献2

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部