基于供应链风险与平台特征的关联性研究

Research on the Relevance Between Supply Chain Risk and Platform Characteristics

供应链面向企业网络所产生的风险会传染到整个平台,进而衍生出更高的风险水平,通过供应链平台特征识别风险并建立更高效的风险防御机制,有助于降低风险传染的负面影响。在准确界定供应链风险内涵及平台特征的前提下,采用基于Copula函数的供应链风险度量模型对供应链风险进行测度,并在该模型中同时纳入Probit模型进行风险信息评级。采用2010—2018年A股上市公司的数据,通过灰色关联分析比较供应链风险与平台特征的关联性,发现供应链风险与平台的传递性特征、博弈性特征和信息性特征的关联度分别为0.7127、0.6719和0.9201。在分行业分析中,传递性特征和信息性特征是影响商贸流通相关行业最重要的两个因素。

The risk generated by the supply chain facing the enterprise network will spread to the whole platform,and thenthe higher risk will be derived.The risk identification through the characteristics of the supply chain platform and the establishment of a more efficient risk defense mechanism will help reduce the negative impact of risk contagion.On the premise of accurately defining the connotation of supply chain risk and platform characteristics,this study estimates the risk of supply chain with the model based on Copula function,and probit model was also included in the model for risk information rating.By using the data of A-share listed companies from 2010 to 2018 and comparing the correlation between supply chain risk and platform characteristics through grey correlation analysis,it is found that the correlation degrees of supply chain risk and platform transitivity,game and information characteristics are 0.7127,0.6719 and 0.9201 respectively.In the analysis of sub-industry,risk transmission characteristics and information characteristics are the two most important factors affecting the commercial circulation industry and the like.