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Risk Management in the Oil Supply Chain: A CVaR Approach
9 references·13 citing·39 second hop
Risk Management in the Oil Supply Chain: A CVaR Approach (2010)Risk Management in the Oil Supply Chain: …Product variety arising from hedging in the fashion supply chains (2008)Product variety arising from …Conditional value-at-risk for general loss distributions (2002)Conditional value-at-risk for…Portfolio optimization with conditional value-at-risk objective and constraints (2001)Portfolio optimization with c…Financial Risk Manager Handbook (2001)Financial Risk Manager Handbo…Value At Risk: The New Benchmark for Managing Financial Risk (2000)Value At Risk: The New Benchm…Planning logistics operations in the oil industry (2000)Planning logistics operations…Optimization of conditional value-at-risk (2000)Optimization of conditional v…Coherent Measures of Risk (1999)Coherent Measures of RiskMean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market (1991)Mean-Absolute Deviation Portf…Optimal supply chain design using machine learning, risk assessment and optimisation applied to coal distribution (2025)Optimal supply chain design u…Review of mathematical models for production planning under uncertainty due to lack of homogeneity: proposal of a conceptual model (2019)Review of mathematical models…Conditional value‐at‐risk beyond finance: a survey (2019)Conditional value‐at‐risk bey…Third Party Logistics Outsourcing: An Exploratory Study of the Oil and Gas Industry in Nigeria (2017)Third Party Logistics Outsour…Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous (2017)Minimizing Risk Exposure When…The Impact of Manufacturer’s Direct Sales and Cost Information Asymmetry in a Dual-Channel Supply Chain with a Risk-Averse Retailer (2016)The Impact of Manufacturer’s …A system dynamics simulation model of chemical supply chain transportation risk management systems (2016)A system dynamics simulation …Optimal crude oil procurement under fluctuating price in an oil refinery (2015)Optimal crude oil procurement…Integrating financial risk measures into the design and planning of closed-loop supply chains (2015)Integrating financial risk me…Crude oil supply chain risk management with DEMATEL–ANP (2015)Crude oil supply chain risk m…Process Supply Chains Management – Where are We? Where to Go Next? (2014)Process Supply Chains Managem…Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum product supply chain (2014)Accelerating Benders stochast…Disruptions in tightly coupled supply chain networks: the case of the US offshore oil industry (2012)Disruptions in tightly couple…Managerial Perspectives on Risk and Risk Taking (1987)Decision making with dependence and feedback : the analytic network process (1996)From a literature review to a conceptual framework for sustainable supply chain management (2008)A hybrid approach for quantifying supply chain risk and prioritizing the risk drivers (2018)Strategic Mapping of Youth Unemployment With Interval-Valued Intuitionistic Hesitant Fuzzy DEMATEL Based on 2-Tuple Linguistic Values (2020)A causality analysis of risks to perishable product supply chain networks during the COVID-19 outbreak era: An extended DEMATEL method under Pythagorean fuzzy environment (2022)Numerical Techniques for Stochastic Optimization (1988)Global Asset Liability Management (2003)Genetic Algorithm based technique for solving Chance Constrained Problems (2006)Stochastic Programming (2010)Introduction to Stochastic Programming (2011)A structuring review on multi-stage optimization under uncertainty: Aligning concepts from theory and practice (2019)Portfolio Selection: Efficient Diversification of Investments (1959)Principles of Marketing (1972)Discrete Choice Analysis: Theory and Application to Travel Demand. (1987)An optimal policy for a single-vendor single-buyer integrated production–distribution model with both deteriorating and defective items (2013)A two-stage stochastic programming approach for identifying optimal postponement strategies in supply chains with uncertain demand (2018)Fuzzy cognitive maps approach for analysing the domino effect of factors affecting supply chain resilience: a fashion industry case study (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Modern Portfolio Theory and Investment Analysis. (1982)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Heuristics for cardinality constrained portfolio optimisation (2000)PORTFOLIO SELECTION* (1952)On the coherence of expected shortfall (2002)Spectral measures of risk: A coherent representation of subjective risk aversion (2002)Making and Evaluating Point Forecasts (2011)An intraday market risk management approach based on textual analysis (2010)What is the best risk measure in practice? A comparison of standard measures (2015)Bank green lending and credit risk: an empirical analysis of China's Green Credit Policy (2022)Backtesting Value-at-Risk: A Duration-Based Approach (2004)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Machine Learning in Banking Risk Management: A Literature Review (2019)Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems (2010)Data-Driven Distributionally Robust Optimization Using the Wasserstein Metric: Performance Guarantees and Tractable Reformulations (2015)Modeling and Forecasting Realized Volatility (2003)Theory and Applications of Robust Optimization (2010)Conditional value-at-risk: optimization algorithms and applications (2002)A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model (2004)Monte Carlo sampling-based methods for stochastic optimization (2014)
this work references cited by second hop

References

  • 1999Coherent Measures of Risk8,849 cited
  • 2000Optimization of conditional value-at-risk6,711 cited
  • 2002Conditional value-at-risk for general loss distributions3,847 cited
  • 2000Value At Risk: The New Benchmark for Managing Financial Risk2,478 cited
  • 1991Mean-Absolute Deviation Portfolio Optimization Model and Its Applications to Tokyo Stock Market1,516 cited
  • 2001Portfolio optimization with conditional value-at-risk objective and constraints781 cited
  • 2001Financial Risk Manager Handbook215 cited
  • 2000Planning logistics operations in the oil industry113 cited
  • 2008Product variety arising from hedging in the fashion supply chains108 cited

Cited by

  • 2015Crude oil supply chain risk management with DEMATEL–ANP101 cited
  • 2019Conditional value‐at‐risk beyond finance: a survey98 cited
  • 2014Accelerating Benders stochastic decomposition for the optimization under uncertainty of the petroleum product supply chain83 cited
  • 2016A system dynamics simulation model of chemical supply chain transportation risk management systems72 cited
  • 2015Integrating financial risk measures into the design and planning of closed-loop supply chains68 cited
  • 2014

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Process Supply Chains Management – Where are We? Where to Go Next?
50 cited
  • 2012Disruptions in tightly coupled supply chain networks: the case of the US offshore oil industry42 cited
  • 2017Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous37 cited
  • 2019Review of mathematical models for production planning under uncertainty due to lack of homogeneity: proposal of a conceptual model36 cited
  • 2025Optimal supply chain design using machine learning, risk assessment and optimisation applied to coal distribution35 cited
  • 2016The Impact of Manufacturer’s Direct Sales and Cost Information Asymmetry in a Dual-Channel Supply Chain with a Risk-Averse Retailer35 cited
  • 2015Optimal crude oil procurement under fluctuating price in an oil refinery30 cited
  • 2017Third Party Logistics Outsourcing: An Exploratory Study of the Oil and Gas Industry in Nigeria17 cited