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Optimal procurement and inventory control in volatile commodity markets : advances in stochastic and data-driven optimization
Mandl, Christian - 2019
Persistent link: https://www.econbiz.de/10012104904
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Risk management through financial hedging in inventory systems with stochastic price processes
Canyakmaz, Caner; Özekici, Süleyman; Karaesmen, Fikri - In: International journal of production economics 270 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015049188
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A stochastic inventory model with fast-ship commitments
Chen, Hao-Wei; Gupta, Diwakar; Gurnani, Haresh; … - In: Production and operations management : an international … 25 (2016) 4, pp. 684-700
Persistent link: https://www.econbiz.de/10011484030
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A one-warehouse/multi-retailer inventory system with lost sales, Erlangian lead times, and emergency shipments
Taybi, Hamed - In: International journal of logistics systems and management 33 (2019) 1, pp. 136-139
Persistent link: https://www.econbiz.de/10012055548
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Commodity derivatives pricing with inventory effects
Bach, Christian; Dziubinski, Matt P. - 2012
Persistent link: https://www.econbiz.de/10009489591
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Optimal inventory and hedging decisions with CVaR consideration
Xue, Weili; Ma, Lijun; Houcai Shen - In: International journal of production economics 162 (2015), pp. 70-82
Persistent link: https://www.econbiz.de/10010515848
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SLADI : a semi-Lagrangian alternating-direction implicit method for the numerical solution of advection-diffusion problems with application to electricity storage valuations
Ávalos, Javier Hernández; Johnson, Paul V.; Duck, Peter W. - In: The journal of computational finance 19 (2015/2016) 2, pp. 69-108
Persistent link: https://www.econbiz.de/10011442669
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Contingent claims contracting for purchasing decisions in inventory management
ritchken, Peter H.; Tapiero, Charles S. - In: Operations research 34 (1986) 6, pp. 864-870
Persistent link: https://www.econbiz.de/10003662416
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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
The VSTOXX index tracks the expected 30-day volatility of the EURO STOXX 50 equity index. Futures on the VSTOXX index … 50 market. Under these dynamics, approximate analytical formulas for the implied volatility smile and the VSTOXX index …
Persistent link: https://www.econbiz.de/10013162887
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A forward dynamic optimization strategy under contango storage arbitrage with frictions
Ghafouri, Behzad; Davison, Matt - In: The journal of energy markets 10 (2017) 3, pp. 59-85
Persistent link: https://www.econbiz.de/10011999461