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Information and inventories in high-frequency trading
Muhle-Karbe, Johannes; Webster, Kevin - 2015
We study how short-term informational advantages can be monetized in a high-frequency setting, when large inventories are explicitly penalized. We find that if most of the additional information is revealed regardless of the high-frequency traders' actions, then fast inventory management allows...
Persistent link: https://www.econbiz.de/10011412266
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Inventories as an asset : the volatility of copper prices
Bresnahan, Timothy F.; Suslow, Valerie Y. - In: International economic review 26 (1985) 2, pp. 409-424
Persistent link: https://www.econbiz.de/10001943873
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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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Centralized versus Decentralized Inventory Control in Supply Chains and the Bullwhip Effect
Zhan, Qu; Raff, Horst - 2017
This paper constructs a model of a supply chain to examine how demand volatility is passed upstream through the chain …
Persistent link: https://www.econbiz.de/10011736756
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Operational strategies of fuzzy inventory models for costly metallic items with conditional trade-credit policy linked to purchasing cost
Mondal, Bappa; Garai, Arindam; Roy, Tapan Kumar - In: European journal of industrial engineering : EJIE 17 (2023) 5, pp. 696-739
Persistent link: https://www.econbiz.de/10014391499
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Shipment frequency of exporters and demand uncertainty : an inventory management approach
Békés, Gábor; Fontagné, Lionel; Muraközy, Balázs; … - 2015
Persistent link: https://www.econbiz.de/10011437412
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Inventories and upstream gasoline price dynamics
Kuper, Gerard H. - In: Energy economics 34 (2012) 1, pp. 208-214
Persistent link: https://www.econbiz.de/10009618869
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A market-based martingale valuation approach to optimum inventory control in a doubly stochastic jump-diffusion economy
Chang, Jack S. K.; Chang, Carolyn; Shi, Min - In: Journal of the Operational Research Society : OR 66 (2015) 3, pp. 405-420
Persistent link: https://www.econbiz.de/10010487462
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Futures basis, inventory and commodity price volatility : an empirical analysis
Symeonidis, Lazaros; Prokopczuk, Marcel; Brooks, Chris; … - In: Economic modelling 29 (2012) 6, pp. 2651-2663
Persistent link: https://www.econbiz.de/10009673627