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Prices and Inventories in Monopolistic Competition
Von zur Mühlen, Peter - 2022
's demand is a fraction of aggregate demand but is negatively affected by the spread between the price the firm charges and the … unobserved industry price. Production costs are either linear or convex--implying quite different dynamic behavior. Marginal cost … positively or negatively correlated, depending on price and income elasticities of aggregate and local demand functions …
Persistent link: https://www.econbiz.de/10013404246
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Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning
Guterding, Daniel - In: The Journal of finance and data science : JFDS 7 (2021), pp. 126-142
can, therefore, be used to hedge against economic uncertainty. We investigate the effect of trader inventory on the price … which the market price does not agree with our Heston model. We collect a variety of market features that could potentially … explain the price deviations and calibrate two machine learning models to the price difference: a regularized linear model and …
Persistent link: https://www.econbiz.de/10013162887
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US trade and inventory dynamics
Alessandria, George; Kaboski, Joseph Paul; Midrigan, … - 2011
Persistent link: https://www.econbiz.de/10010196661
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Integrality in Stochastic Inventory Models
Chen, Wei - 2012
We study several dynamic, stochastic inventory control models with integer demands: the newsvendor model, its multi-period extension and a single-product, multi-echelon assembly model. Equivalent linear programs are formulated for the corresponding stochastic dynamic programs, and integrality...
Persistent link: https://www.econbiz.de/10013096119
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i3 : Incomplete Information Inventory Models
Sethi, Suresh - 2014
Inventory control is among the most important topics in operations research because of large investments in inventory and their effect on the profitability of the firms. A systematic analysis of inventory problems began with the development of the classical EOQ formula of Ford W. Harris in 1913,...
Persistent link: https://www.econbiz.de/10013069017
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Inventory Heterogeneity
Lai, Richard K. - 2007
Firms have very different inventory levels. How much of this heterogeneity is due to differences among firms, versus among industries? Using all observations in COMPUSTAT for 1950 through 2004, we find that both industry and firm effects are significant. Further, firm effects are as strong as,...
Persistent link: https://www.econbiz.de/10012731939
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Investing in Inventories
Elder, Robert - 2006
As well as investing in capital, firms invest in inventories or stocks. For some businesses, investing in. Shops are better able to attract consumers if their shelves are full and they can offer a wide variety of products. Manufacturers are more likely to win contracts if their customers can...
Persistent link: https://www.econbiz.de/10012779899
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Behavioral Demand Effects When Buyers Anticipate Inventory Shortages
Foster, Joshua - 2019
newsvendoresque problem among the firms. In turn, experimental data suggests buyer behavior can be explained by prospect theory better … be a benefit to reducing inventory via a reduction in price competition …
Persistent link: https://www.econbiz.de/10012904393
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Supply and Demand Functions in Inventory Models
Feng, Qi - 2017
The central issue in supply chain management is to match supply with demand, and the heart of a planning model is the modeling of supply and demand functions. To allow for analytical tractability, the existing literature often assumes almost surely linear supply and demand functions, which...
Persistent link: https://www.econbiz.de/10012969659
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Organized Labor and Inventory Stockpiling
Hamm, Sophia - 2018
The literature suggests that the presence of a labor union poses operational risk for firms by reducing operating flexibility. We posit that managers stockpile inventory in response to their heightened operational risk, such as potential strikes, so that managers maintain bargaining power in...
Persistent link: https://www.econbiz.de/10012929892