Managing foreign exchange risk with buyer-supplier contracts

DOI10.1007/s10479-019-03481-yzbMath1476.91216OpenAlexW2993506368WikidataQ126631102 ScholiaQ126631102MaRDI QIDQ2241104

Latha Shanker, Ahmet T. Ṣatir

Publication date: 8 November 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-019-03481-y

zbMATH Keywords

supply chain risk managementforeign exchange riskrisk sharing supply contract

Mathematics Subject Classification ID

Transportation, logistics and supply chain management (90B06) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

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Cites Work

• Supply chain risk analysis with mean-variance models: a technical review
• Option pricing and coordination in the fresh produce supply chain with portfolio contracts
• Mean-risk analysis of wholesale price contracts with stochastic price-dependent demand
• Risk hedging via option contracts in a random yield supply chain
• A robustness approach to international sourcing
• Transferring and sharing exchange-rate risk in a risk-averse supply chain of a multinational firm
• Mean-variance approximations to expected utility
• Flexible and Risk-Sharing Supply Contracts Under Price Uncertainty
• Valuing Operational Flexibility Under Exchange Rate Risk
• Supply Contracts with Financial Hedging

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