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Risk hedging via options contracts for physical delivery
9 references·16 citing·45 second hop
Risk hedging via options contracts for physical delivery (2003)Risk hedging via options contracts for ph…“Options, Futures, and Other Derivatives” (2016)“Options, Futures, and Other …Supply Chain Coordination with Contracts (2003)Supply Chain Coordination wit…The Impact of the Secondary Market on the Supply Chain (2002)The Impact of the Secondary M…Optimal bidding and contracting strategies for capital-intensive goods (2002)Optimal bidding and contracti…Hedging with futures contracts in a deregulated electricity industry (2002)Hedging with futures contract…Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets (2002)Equilibrium Pricing and Optim…Supply Chain Contracting and Coordination with Stochastic Demand (1999)Supply Chain Contracting and …Modeling Supply Chain Contracts: A Review (1999)Modeling Supply Chain Contrac…Cournot Competition, Forward Markets and Efficiency (1993)Cournot Competition, Forward …Financial hedging in two-stage sustainable commodity supply chains (2022)Financial hedging in two-stag…Channel coordination using options contract under simultaneous price and inventory competition (2019)Channel coordination using op…The impact of customer returns and bidirectional option contract on refund price and order decisions (2018)The impact of customer return…Dynamic discrete choice model for railway ticket cancellation and exchange decisions (2017)Dynamic discrete choice model…Promotion Planning and Supply Chain Contracting in a High–Low Pricing Environment (2014)Promotion Planning and Supply…Optimal procurement of long-term contracts in the presence of imperfect spot market (2014)Optimal procurement of long-t…Horizontal Coordinating Contracts in the Semiconductor Industry (2014)Horizontal Coordinating Contr…Procurement risk management using capacitated option contracts with fixed ordering costs (2013)Procurement risk management u…A decision support system for procurement risk management in the presence of spot market (2013)A decision support system for…Solutions for flexible container leasing contracts with options under capacity and order constraints (2012)Solutions for flexible contai…Revenue Management with Partially Refundable Fares (2010)Revenue Management with Parti…A portfolio approach to managing procurement risk using multi-stage stochastic programming (2010)A portfolio approach to manag…Using risk-management tools on B2Bs: An exploratory investigation (2007)Using risk-management tools o…Operations Risk Management: Overview of Paul Kleindorfer's Contributions (2007)Operations Risk Management: O…Inventory, Speculation, and Sourcing Strategies in the Presence of Online Exchanges (2007)Inventory, Speculation, and S…Codifiability, Relationship-Specific Information Technology Investment, and Optimal Contracting (2003)Codifiability, Relationship-S…Optimal Policies for a Multi-Echelon Inventory Problem (1960)Managing Channel Profits (1983)Quantity Flexibility Contracts and Supply Chain Performance (1999)Coordination Mechanisms for a Distribution System with One Supplier and Multiple Retailers (2001)Optimal Policies for a Multi-Echelon Inventory Problem (2004)Perspectives in supply chain risk management (2006)Information Distortion in a Supply Chain: The Bullwhip Effect (1997)Ericsson's proactive supply chain risk management approach after a serious sub‐supplier accident (2004)Channel Selection and Coordination in Dual-Channel Supply Chains (2010)Risk as feelings. (2001)The Affect Heuristic (2002)Supply chain risk management – I: Conceptualization, framework and planning process (2012)The Perception of Risk (2016)A structural model for investigating the driving and dependence power of supply chain risks in the readymade garment industry (2019)Bayesian network based decision support for predicting and mitigating delay risk in TBM tunnel projects (2021)The Pricing of Options and Corporate Liabilities (1973)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)Proceedings of the 2002 Winter Simulation Conference (2002)Managing Capacity in the High-Tech Industry: A Review of Literature (2005)OPTIMAL DESIGN OF CROWDSOURCING CONTESTS (2009)A Theory of Auctions and Competitive Bidding (1982)Optimal Pricing and Return Policies for Perishable Commodities (1985)50th Anniversary Article: The Evolution of Research on Information Systems: A Fiftieth-Year Survey of the Literature in Management Science (2004)Modularity and Commonality Research: Past Developments and Future Opportunities (2007)Design for the Environment: Life‐Cycle Approach Using a Newsvendor Model (2013)Inventory management and production planning and scheduling (1999)The Value of Information Sharing in a Two-Level Supply Chain (2000)Managing Disruption Risks in Supply Chains (2005)Supply Chain Coordination with Revenue-Sharing Contracts: Strengths and Limitations (2005)The Hedging Performance of the New Futures Markets (1979)Cross Hedging (1981)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)The Determinants of Firms' Hedging Policies (1985)Managerial discretion and optimal financing policies (1990)Risk Management: Coordinating Corporate Investment and Financing Policies (1993)Measuring Duopoly Power in the British Electricity Spot Market (1999)A spot market model for pricing derivatives in electricity markets (2004)Limits to arbitrage and hedging: Evidence from commodity markets (2013)An Engine, Not a Camera (2006)Facts and Fantasies about Commodity Futures (2006)Introductory Econometrics for Finance (2008)Competitive Options, Supply Contracting, and Electronic Markets (2005)Oligopoly equilibria in electricity contract markets (2007)Incomplete Environmental Regulation, Imperfect Competition, and Emissions Leakage (2009)
this work references cited by second hop

References

  • 2016“Options, Futures, and Other Derivatives”5,007 cited
  • 2003Supply Chain Coordination with Contracts2,737 cited
  • 2002Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets726 cited
  • 1993Cournot Competition, Forward Markets and Efficiency678 cited
  • 1999Modeling Supply Chain Contracts: A Review626 cited
  • 1999Supply Chain Contracting and Coordination with Stochastic Demand431 cited
  • 2002The Impact of the Secondary Market on the Supply Chain217 cited
  • 2002Optimal bidding and contracting strategies for capital-intensive goods208 cited
  • 2002Hedging with futures contracts in a deregulated electricity industry111 cited

Cited by

  • 2007Operations Risk Management: Overview of Paul Kleindorfer's Contributions114 cited
  • 2010Revenue Management with Partially Refundable Fares70 cited
  • 2013A decision support system for procurement risk management in the presence of spot market56 cited
  • 2018The impact of customer returns and bidirectional option contract on refund price and order decisions52 cited
  • 2013Procurement risk management using capacitated option contracts with fixed ordering costs44 cited
  • 2019Channel coordination using options contract under simultaneous price and inventory competition

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

43 cited
  • 2012Solutions for flexible container leasing contracts with options under capacity and order constraints43 cited
  • 2010A portfolio approach to managing procurement risk using multi-stage stochastic programming41 cited
  • 2003Codifiability, Relationship-Specific Information Technology Investment, and Optimal Contracting40 cited
  • 2014Horizontal Coordinating Contracts in the Semiconductor Industry38 cited
  • 2007Inventory, Speculation, and Sourcing Strategies in the Presence of Online Exchanges37 cited
  • 2014Optimal procurement of long-term contracts in the presence of imperfect spot market36 cited
  • 2022Financial hedging in two-stage sustainable commodity supply chains29 cited
  • 2007Using risk-management tools on B2Bs: An exploratory investigation26 cited
  • 2014Promotion Planning and Supply Chain Contracting in a High–Low Pricing Environment23 cited
  • 2017Dynamic discrete choice model for railway ticket cancellation and exchange decisions23 cited