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The valuation of options on capacity with cost and demand uncertainty

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  1. Shamsi G., N. & Ali Torabi, S. & Shakouri G., H., 2018. "An option contract for vaccine procurement using the SIR epidemic model," European Journal of Operational Research, Elsevier, vol. 267(3), pages 1122-1140.
  2. Inderfurth, Karl & Kelle, Peter & Kleber, Rainer, 2013. "Dual sourcing using capacity reservation and spot market: Optimal procurement policy and heuristic parameter determination," European Journal of Operational Research, Elsevier, vol. 225(2), pages 298-309.
  3. Just, Sebastian & Weber, Christoph, 2008. "Pricing of reserves: Valuing system reserve capacity against spot prices in electricity markets," Energy Economics, Elsevier, vol. 30(6), pages 3198-3221, November.
  4. Inderfurth, Karl & Kelle, Peter, 2011. "Capacity reservation under spot market price uncertainty," International Journal of Production Economics, Elsevier, vol. 133(1), pages 272-279, September.
  5. Xing, Wei & Wang, Shouyang & Liu, Liming, 2012. "Optimal ordering and pricing strategies in the presence of a B2B spot market," European Journal of Operational Research, Elsevier, vol. 221(1), pages 87-98.
  6. Tang, Christopher S. & Sodhi, ManMohan S. & Formentini, Marco, 2016. "An analysis of partially-guaranteed-price contracts between farmers and agri-food companies," European Journal of Operational Research, Elsevier, vol. 254(3), pages 1063-1073.
  7. Xing Yu & Wei-Guo Zhang & Yong-Jun Liu, 2019. "Coordination Mechanism for Contract Farming Supply Chain with Government Option Premium Subsidies," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 36(05), pages 1-27, October.
  8. Neda Khanjari & Izak Duenyas & Seyed M.R. Iravani, 2022. "Should suppliers allow capacity transfers?," Production and Operations Management, Production and Operations Management Society, vol. 31(5), pages 2324-2340, May.
  9. Li, Ying & Gupta, Sudheer, 2011. "Strategic capability investments and competition for supply contracts," European Journal of Operational Research, Elsevier, vol. 214(2), pages 273-283, October.
  10. Karl Inderfurth & Peter Kelle, 2008. "Capacity Reservation under Spot Market Price Uncertainty," FEMM Working Papers 08025, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
  11. Liu, Weihua & Wang, Qian & Mao, Qiaomei & Wang, Shuqing & Zhu, Donglei, 2015. "A scheduling model of logistics service supply chain based on the mass customization service and uncertainty of FLSP’s operation time," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 83(C), pages 189-215.
  12. Kefeng Xu & Yang Dong & Yu Xia, 2014. "‘Too Little’ or ‘Too Late’: The Timing of Supply Chain Demand Collaboration," Working Papers 0203mss, College of Business, University of Texas at San Antonio.
  13. Zhao, Yingxue & Ma, Lijun & Xie, Gang & Cheng, T.C.E., 2013. "Coordination of supply chains with bidirectional option contracts," European Journal of Operational Research, Elsevier, vol. 229(2), pages 375-381.
  14. Wu, Xiaole & Kouvelis, Panos & Matsuo, Hirofumi & Sano, Hiroki, 2014. "Horizontal coordinating contracts in the semiconductor industry," European Journal of Operational Research, Elsevier, vol. 237(3), pages 887-897.
  15. Liang, Liang & Wang, Xihui & Gao, Jianguo, 2012. "An option contract pricing model of relief material supply chain," Omega, Elsevier, vol. 40(5), pages 594-600.
  16. Haehl, Christian & Spinler, Stefan, 2020. "Technology Choice under Emission Regulation Uncertainty in International Container Shipping," European Journal of Operational Research, Elsevier, vol. 284(1), pages 383-396.
  17. Xu, He, 2010. "Managing production and procurement through option contracts in supply chains with random yield," International Journal of Production Economics, Elsevier, vol. 126(2), pages 306-313, August.
  18. Dana G. Popescu & Sridhar Seshadri, 2013. "Demand Uncertainty and Excess Supply in Commodity Contracting," Management Science, INFORMS, vol. 59(9), pages 2135-2152, September.
  19. Clavijo López, Christian & Crama, Yves & Pironet, Thierry & Semet, Frédéric, 2024. "Multi-period distribution networks with purchase commitment contracts," European Journal of Operational Research, Elsevier, vol. 312(2), pages 556-572.
  20. Trigeorgis, Lenos & Tsekrekos, Andrianos E., 2018. "Real Options in Operations Research: A Review," European Journal of Operational Research, Elsevier, vol. 270(1), pages 1-24.
  21. Christoph Diermann & Arnd Huchzermeier, 2017. "Case Article—Canyon Bicycles: Judgmental Demand Forecasting in Direct Sales," INFORMS Transactions on Education, INFORMS, vol. 17(2), pages 58-62, January.
  22. Weihua Liu & Yi Yang & Shuqing Wang & Enze Bai, 2017. "A scheduling model of logistics service supply chain based on the time windows of the FLSP’s operation and customer requirement," Annals of Operations Research, Springer, vol. 257(1), pages 183-206, October.
  23. Wang, Xihui & Li, Feng & Liang, Liang & Huang, Zhimin & Ashley, Allan, 2015. "Pre-purchasing with option contract and coordination in a relief supply chain," International Journal of Production Economics, Elsevier, vol. 167(C), pages 170-176.
  24. Huang, Xiao & Sosic, Greys, 2010. "Analysis of industry equilibria in models with sustaining and disruptive technology," European Journal of Operational Research, Elsevier, vol. 207(1), pages 238-248, November.
  25. Eriksson, Katarina, 2019. "An option mechanism to coordinate a dyadic supply chain bilaterally in a multi-period setting," Omega, Elsevier, vol. 88(C), pages 196-209.
  26. Fabian J. Sting & Arnd Huchzermeier, 2012. "Dual sourcing: Responsive hedging against correlated supply and demand uncertainty," Naval Research Logistics (NRL), John Wiley & Sons, vol. 59(1), pages 69-89, February.
  27. Lijo John & Anand Gurumurthy & Arqum Mateen & Gopalakrishnan Narayanamurthy, 2022. "Improving the coordination in the humanitarian supply chain: exploring the role of options contract," Annals of Operations Research, Springer, vol. 319(1), pages 15-40, December.
  28. Heydari, Jafar & Govindan, Kannan & Ebrahimi Nasab, Hamid Reza & Taleizadeh, Ata Allah, 2020. "Coordination by quantity flexibility contract in a two-echelon supply chain system: Effect of outsourcing decisions," International Journal of Production Economics, Elsevier, vol. 225(C).
  29. H. Neil Geismar & Yiwei Huang & Suresh D. Pillai & Chelliah Sriskandarajah & Seokjun Youn, 2020. "Location‐Routing with Conflicting Objectives: Coordinating eBeam Phytosanitary Treatment and Distribution of Mexican Import Commodities," Production and Operations Management, Production and Operations Management Society, vol. 29(6), pages 1506-1531, June.
  30. Jianjun LU & Wen Tian, 2012. "Analysis of the Dynamical Behavior of Firms in a Three Layered Modular Assembly Model," Information Management and Business Review, AMH International, vol. 4(3), pages 128-135.
  31. Peng, Xu & Tao, Xiaoma, 2018. "Cooperative game of electricity retailers in China's spot electricity market," Energy, Elsevier, vol. 145(C), pages 152-170.
  32. Boulaksil, Youssef & Fransoo, Jan C., 2009. "Order release strategies to control outsourced operations in a supply chain," International Journal of Production Economics, Elsevier, vol. 119(1), pages 149-160, May.
  33. Brusset, Xavier, 2009. "Choosing a transport contract over multiple periods," MPRA Paper 18392, University Library of Munich, Germany, revised 09 Jan 2009.
  34. Nookabadi, Ali Shahandeh, 2016. "Outsource planning through option contracts with demand and cost uncertaintyAuthor-Name: Nosoohi, Iman," European Journal of Operational Research, Elsevier, vol. 250(1), pages 131-142.
  35. Mohammed Alkahtani, 2022. "Mathematical Modelling of Inventory and Process Outsourcing for Optimization of Supply Chain Management," Mathematics, MDPI, vol. 10(7), pages 1-27, April.
  36. Chong Wang & Xu Chen, 2017. "Option pricing and coordination in the fresh produce supply chain with portfolio contracts," Annals of Operations Research, Springer, vol. 248(1), pages 471-491, January.
  37. Gärttner, Johannes & Flath, Christoph M. & Weinhardt, Christof, 2018. "Portfolio and contract design for demand response resources," European Journal of Operational Research, Elsevier, vol. 266(1), pages 340-353.
  38. Karl Inderfurth & Peter Kelle & Rainer Kleber, 2011. "Dual Sourcing Using Capacity Reservation and Spot Market: Optimal Procurement Policy and Heuristic Parameter Determination," FEMM Working Papers 110014, Otto-von-Guericke University Magdeburg, Faculty of Economics and Management.
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