基于变异系数的供应链风险传导分析

The Analysis of the Transmission of Supply Chain Risks Based on the Variation Coefficient

本文在分散化决策下,以批发价合同为基础,构造了一个由供应商、制造商和零售商组成的三级供应链模型。通过模型均衡,以变异系数表示供应链节点企业的单位业绩风险,研究了需求风险与汇率风险是如何在供应链中传导的,并讨论了需求风险与汇率风险是如何影响供应链节点企业单位业绩风险(变异系数)的大小。研究发现,(1)供应链节点企业之间的单位业绩风险(变异系数)相等,这表明供应链节点企业获得等同期望业绩所承担业绩风险大小相等;(2)供应链节点企业的单位业绩风险(变异系数)随市场需求波动程度和汇率变动程度的增加而增加,这表明需求风险和汇率风险可以通过供应链节点企业之间的策略性行为而在供应链中传导(引致节点企业的业绩波动性)。

A three stage game model including a retailer,a manufacturer and a supplier trade via the wholesale price contracts under the condition of decentralized decision-making.The equilibrium model is constructed,the variation coefficient is selected to represent the unit performance risk and then discuss how demand risk and exchange rate risk have influence on the unit performance risk of the enterprise in the supply chain.How demand risk and exchange rate risk affect the unit performance risk in the supply chain is discussed.The equilibrium results show that,(1) the unit performance risks of supply chain members are equal,indicating that the supply chain members to obtain the same expected profits bear the same unit performance risks;(2) the unit performance risks of supply chain members increase in the variance of the market demand and the variance of the exchange rate,revealing that the demand risk and the exchange rate risk can be transmitted in a supply chain via the members' strategic interactions.