[1]计晓静,赵自强,沙 莎.供应链竞争下的需求风险和汇率风险传导研究——基于古诺模型[J].南京师范大学学报(工程技术版),2015,15(04):082.
 Ji Xiaojing,Zhao Ziqiang,Sha Sha.Transmission Analysis of Demand and Exchange RateRisks in the Supply Chain——Based on Cournot Model[J].Journal of Nanjing Normal University(Engineering and Technology),2015,15(04):082.
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供应链竞争下的需求风险和汇率风险传导研究——基于古诺模型
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南京师范大学学报(工程技术版)[ISSN:1006-6977/CN:61-1281/TN]

卷:
15卷
期数:
2015年04期
页码:
082
栏目:
金融工程
出版日期:
2015-12-20

文章信息/Info

Title:
Transmission Analysis of Demand and Exchange RateRisks in the Supply Chain——Based on Cournot Model
作者:
计晓静赵自强沙 莎
南京师范大学计算机科学与技术学院,江苏 南京 210023
Author(s):
Ji XiaojingZhao ZiqiangSha Sha
School of Computer Science and Technology,Nanjing Normal University,Nanjing 210023,China
关键词:
古诺模型供应链竞争风险传导模型均衡
Keywords:
Cournot modelsupply chainrisk transmissionequilibrium model
分类号:
F830.51
文献标志码:
A
摘要:
基于古诺市场竞争和博弈论的思想,利用批发价格契约构建了一个包含2个零售商、2个制造商与2个供应商的博弈模型,通过模型均衡,研究了古诺市场上需求风险和汇率风险在供应链中的传导过程. 结果表明:在古诺市场竞争中,(1)随着市场需求波动和汇率变动的增加,供应链节点企业的期望业绩增加;(2)随着市场需求波动和汇率变动的增加,供应链节点企业的业绩方差增加;(3)随着供应商边际函数斜率的增加,供应商相对于制造商的风险分担增加. 本文利用古诺模型,分析了市场竞争下的需求风险和汇率风险在供应链中的传导机制,其对供应链企业的期望业绩和业绩方差的影响,以及市场竞争下供应链企业的风险分担情况.
Abstract:
Based on the Cournot competition and the game theory,this study constructs a game mode which contains two retailers,two manufacturers and two suppliers through wholesale price contracts. With the model equilibrium,we investigate how demand risk and exchange rate risk are transmitted in the two supply chain consisting of two suppliers,two manufacturers and two retailers in the Cournot Market. The results show that(1) Along with the increases of the final demand and exchange rate,the expected profit of the retailer,the manufacturer and the supplier increases;(2)Along with the increases of the final demand and exchange rate,the profit variance of the retailer,the manufacturer and the supplier increases;(3)While the slope of the supplier’s margin cost function increases,the relative risks between the retailer and the manufacturer increases. By making use of Cournot model,the paper anlayzes the transmission mechanisms of demand risk and exchange risk in market competitions in supply chain,their influence on the expected profit and the profit variance of supply chain enterprises,and the risk share of supply chain enterprises in market competitions.

参考文献/References:

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备注/Memo

备注/Memo:
收稿日期:2015-09-08. 
基金项目:江苏省社会科学基金(14GLB004). 
通讯联系人:赵自强,博士,教授,研究方向:金融市场研究. E-mail:45036@njnu.edu.cn
更新日期/Last Update: 2015-12-20