Planungsansätze an einem Beispiel illustriert und bewertet. Das taktische Supply Chain Planning bestimmt auf Basis einer prognostizierten Nachfrage die jeweiligen Produktmengen übergreifend von den Lieferanten über die Produktionsstandorte und Distributionslager bis hin zu den Kunden mit...

With increasing wind power penetration more and more volatile and weather dependent energy is fed into the German electricity system. To manage the risk of windless days and transfer revenue risk from wind turbine owners to investors wind power derivatives were introduced. These insurance-like...

In the class of univariate conditional volatility models, the three most popular are the generalized autoregressive conditional heteroskedasticity (GARCH) model of Engle (1982) and Bollerslev (1986), the GJR (or threshold GARCH) model of Glosten, Jagannathan and Runkle (1992), and the...

This article generalises the results of Sadi and Zakoian (2006) to a considerably larger class of nonlinear ARCH models with discontinuities, leverage e ects and robust news impact curves. We propose a new method of proof for the existence of a strictly stationary and phi-mixing solution....

Nowadays, most consumable goods are produced and transported in batches. Within the globalized environment, the flow of these batches is raising dramatically to satisfy the recurrent demands of the increasing population. Planning the flow of these batches from suppliers to customers, through...