Integrated Financial and Operational Risk Management of Foreign Exchange Risk, Input Commodity Price Risk and Demand Uncertainty

被引：3
作者：
Bandaly, D. [1 ]
Shanker, L. [2 ]
Satir, A. [3 ]
机构：
[1] Lebanese Amer Univ, Adnan Kassar Sch Business, Dept Informat Technol & Operat Management, Byblos, Lebanon
[2] Concordia Univ, John Molson Sch Business, Dept Finance, Montreal, PQ, Canada
[3] Concordia Univ, John Molson Sch Business, Dept Supply Chain & Business Technol Management, Montreal, PQ, Canada
来源：
IFAC PAPERSONLINE | 2018年 / 51卷 / 11期
关键词：
integrated risk management model; foreign exchange risk; commodity price risk; demand uncertainty; beer supply chain; FLEXIBILITY;
D O I：
10.1016/j.ifacol.2018.08.484
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
In this paper, we study the risk management performance of a supply chain which is exposed to foreign exchange risk, commodity price risk and demand uncertainty. We develop an integrated risk management model which uses both financial derivatives and operational methods to hedge the supply chain risks Findings are discussed for the cases of exchange rate risk with and without hedging. (C) 2018, IFAC (International Federation of Automatic Control) Hosting by Elsevier Ltd. All rights reserved.
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页码：957 / 962
页数：6
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