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Integrated commodity inventory management and financial hedging : a dynamic mean-variance analysis

Kouvelis, Panos; Pang, Zhan; Ding, Qing - In: Production and operations management : the flagship … 27 (2018) 6, pp. 1052-1073

Persistent link: https://www.econbiz.de/10011969988

Financial Hedging Decisions on Procurement Risk with Value-at-Risk Consideration

Chen, Jian - 2020

We study how to manage commodity risks (price and volume) via procurement and financial hedging for a value-at-risk (VaR) risk-averse newsvendor. Facing stochastic procurement cost from the commodity market, the firm decides on its financial hedging strategy contingent on the procurement cost...

Persistent link: https://www.econbiz.de/10012829942

OM forum-supply chain finance redefined : a supply chain-centric viewpoint of working capital, hedging, and risk management

Kouvelis, Panos - In: Manufacturing & service operations management : M & SOM 25 (2023) 6, pp. 2074-2084

Persistent link: https://www.econbiz.de/10014437594

Introduction to the special issue on research at the interface of finance, operations, and risk management (iFORM) : recent contributions and future directions

Babich, Volodymyr; Kouvelis, Panos - In: Manufacturing & service operations management : M & SOM 20 (2018) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10011820056

Integrated risk management for newsvendors with value-at-risk constraints

Kouvelis, Panos; Li, Rong - In: Manufacturing & service operations management : M & SOM 21 (2019) 4, pp. 816-832

Persistent link: https://www.econbiz.de/10012147038