需求和汇率风险下的供应链运作与收益研究

The Study of Supply Chain Operation and Profitability under Demand Risk and Exchange Rate Risk

摘要:

联合考虑了跨国供应链的需求风险和汇率风险，求解了制造商与零售商的动态博弈均衡结果，通过数值分析研究了需求和汇率两类风险对供应链节点企业利润的影响方式。结果表明：制造商利润的方差和期望值均随着两类风险反向变化，而零售商利润的方差和期望值均随着两类风险同向变化。 This paper focuses on a global supply chain facing with the exchange rate risk and the demand risk, calculates the equilibrium of the dynamic game model between the manufacturer and the retailer, and investigates how these two risks influence the supply chain node firm’s profitability via numerical analysis. The results show that the variance and the expectation of the manufacturer’s profits decrease in those two kinds of uncertainties, but the variance and the expectation of the retailer’s profits increase.