运用弹性系数研究供应链风险传导效应

上海交通大学硕士学位论文运用弹性系数研究供应链风险传导效应姓名：陈剑辉申请学位级别：硕士专业：企业管理指导教师：徐丽群2007010123RESEARCHOFSUPPLYCHAINRISKCONDUCTIONEFFECTTHROUGHELASTICITYAbstractThepriceuncertaintyofenergysourcesandbasicmaterialcanbetransferredtothedownstreamofSCandbringtherisktothepricesofproductsandtheprofitsofcompanies.ThecompanymustconsiderthisSCpriceriskconductionandrelatedfatorsinordertoimprovetheabilityofSCriskmanagement.Firstly,thisthesisstatesthebackgroundandresearchvalue,introducessomerelatedresearchresultsintheworldandbringstheideaofresearchingSCriskconductioneffecttoimprovetheabilityofSCriskmanagement.Secondly,thisdissertationexplainsthedefinitioncharacteristicfactorsandsortsofSCrisk.ItbringsthedefinitionpathrouteandeffectofSCriskconduction.Thirdly,thispaperintroducesthedefinitionofelasticityandSCriskconductionmodeltostudytheSCriskconductioneffectontheprofitsofmanufactureandvendorandthepricesoftheirproductswithoutstock.Fourthly,thisthesisresearchestheSCriskconductioneffectontheprofitsofmanufactureandvendorandthepricesoftheirproductswithstock.Finally,thisthesisestablishestheSCriskconductioneffectearly-warningindexsystemandbringssomemethodstoimproveSCriskmanagement.4KEYWORDS:elasticity,SCrisk,riskconductioneffect,riskearlywarning8120071248220071242007124111.120903.23.61.1.19111.1.22003SARSSARSSARS1.1.321.1.4200080001.2131Figure1Graphicofoilpriceandindustrialprofit(1)(2)1.3March&ShapiraBromiley[1]J.S.Rosenbloom(1972)[2][13]8590951001051101152003-072003-122004-052004-102005-032005-082006-012006-062006-11-10000000-500000005000000100000001500000020000000250000003000000035000000400000004[3][4]BalgTaimuGoldfajnIlan(1998)[5]KaminskyReinhart(1999)[6][7][8][9][1][10]1.452162Figure2ResearchFrameofThesis--722.1[13]1March&ShapiraMarch&Shapira2,3Markowitz(Downsiderisk)(Semivaviance)4,586()2.2[3]123942.3[3]2.3.112-----310456782.3.212113456,7122.42.4.1[4]2.4.2[4]121333[10]Figure3GraphicofRiskConductionPathRouth2.4.31433.1ABBAB.ABABABSABBA∂∂∂==∂……………………………..3-1ABSABABA50ABS1B1A1ABS1B1A1ABS1B1A1ABSB1AABS0B1A3.24QwcM154Figure4SCRiskConductionModelwithoutStocksπvππ()swwQcMπ=−…………………………….3-1()()vppDpwQπ=−……………………………3-2()pDpcMπ=−……………………………….3-3s.t.cwpCWPMQDp(1)(2)(3)(4)(5)(6)Stackelberg3wwQPwMax()()()vppwabpπ=−−pwCWPQD(P)M16Max()()()swwcabpπ=−−pwwcpsπvπcwpsπvπc3.36D(p)=a-bp(a0,b0)-bD(p)=ap,(a0,b1)apbD/bppabpabpε−==−−bbε=−=Max()swwQcMπ=−…………………………..3-1()()vppDpwQπ=−……………………….3-2s.t.cwp3.3.1D(p)=a-bp(a0,b0)M=Q=DpM=Q=Dpa-bp,(a0,b0),Max()()()swwcabpπ=−−………………………….3-1()()()vppwabpπ=−−………………………….3-2s.t.cwp17()1/1wcSabc=+…………………………………..3-3()13/1pcSabc=+………………………………..3-4()2/1scSabcπ=−………………………………….3-5()2/1vcSabcπ=−…………………………………..3-65Swc,Spc,Sπsc,Sπvca/bcFigure5GraphicbetweenSwc,Spc,Sπsc,Sπvcanda/bcaQ=D(p)=44bc−0a/bca/b+c2c3a/b+c4ca/ba/bsvcccSSSπππ==(1)0Spc1/40Swc1/2pwcc1wp1SpcSwc-(2)ca/b3ccSπ111a/b3ccSπ111a/b=3ccSπ111a/bSwcSpcSwc,Spc,Sπsc,SπvcSπsc,SπvccSwcSpcSwc,Spc,Sπsc,SπvcSπsc,Sπvc18a/bcSπ01-----(3)SwcSpccSπcSwcSpccSπa/b3.3.2D(p)ap-b,(a0,b1)M=Q=DpM=Q=Dpap-b,(a0,b1),Max()()bswwcapπ−=−………………………….3-1()()bvppwapπ−=−………………………….3-2s.t.cwp1wcS=………………………………………..3-31pcS=………………………………………..3-41scSbπ=−……………………………………3-51vcSbπ=−……………………………………3-6196Swc,Spc,Sπsc,Sπvca/bcFigure6GraphicbetweenSwc,Spc,Sπsc,Sπvcanda/bc(1)SpcSwc1pwcc1wp1-(2)b2cSπ1111b2cSπ111b=2cSπ111bcSπ1-2-2-2--(3)cSπbb1Swc,Spc,Sπsc,SπvcSwc,SpcSπsc,Sπvcc1Swc,Spc,Sπsc,SπvcSwc,SpcSπsc,Sπvcb-1203.4'πMax'()pDpcMπ=−…………………………….3-1s.t.'ππ'ssππ≥'vvππ≥cwp3.4.1D(p)a-bp,(a0,b0)M=Q=DpMax()()'a-bppcπ=−………….……………………3-1s.t.'ππ'ssππ≥'vvππ≥cwp()()533/5/3wcSabcabc≤≤++………………………….3-2()1/1pcSabc=+……………………………..3-3()'2/1scSabcπ=−…………………………….3-421()'2/1vcSabcπ=−…………………………….3-57Swc,Spc,Sπsc,Sπvca/bcFigure7GraphicbetweenSwc,Spc,Sπsc,Sπvcanda/bc8SwcFigure8GraphicofSwcwithandwithoutCooperationcSwca/bSwcSpcSπsc,SπvcSwc,Spc,Sπsc,SπvccSwcSpcSwc,Spc,Sπsc,SπvcSπsc,Sπvca/bSwc229SpcFigure9GraphicofSpcwithandwithoutCooperation10Sπsc,SπvcFigure10GraphicofSπsc,SπvwithandwithoutCooperation(1)0Spc10Swc1pwcc1wp1SpcSwc-(2)SwcSwcSpc(3)-(4)SwcSpccSπcSwcSpca/bSpccSpca/bSπsc,SπvccSπsc,Sπvc23cSπa/b3.4.2-bD(p)=ap(a0,b1)M=Q=DpMax()-b'appcπ=−………..………………………3-1s.t.'ππ'ssππ≥'vvππ≥cwp1wcS=………………………………………..3-21pcS=………………………………………..(3-3'1scSbπ=−……………………………………3-4'1vcSbπ=−……………………………………3-511Swc,Spc,Sπsc,Sπvca/bcFigure11GraphicbetweenSwc,Spc,Sπsc,Sπvcanda/bcb1Swc,Spc,Sπsc,SπvcSwc,SpcSπsc,Sπvcc1Swc,Spc,Sπsc,SπvcSwc,SpcSπsc,Sπvcb-124--3.5Stackelberg(1)„------„--2-2-2--(2)(3)25(4)2644.15MQQD(p),MQQD(p)M=ksQQkvD(p)kskv1CsCv12Figure12SCRiskConductionModelwithStocksπvππM=ksQQD(p)()[](1)()sssswwkckcDpπ=−−−…………………..4-1()()()vppwDpπ=−………………………………….4-2CSCVCWPQD(P)M27[](1)()ssspkckcDpπ=−−−…………………………4-3s.t.cwpM=QQkvD(p)()()()svwkwcDpπ=−…………………………………4-4()[](1)()vvvvppkwkcDpπ=−−−…………………….4-5[](1)()vvvpkckcDpπ=−−−…………………………..4-6s.t.cwpCWPMQDpCsCv4.2Max()[](1)()sssswwkckcDpπ=−−−………………….4-1()()()vppwDpπ=−…………………………………4-2s.t.cwpMax()()()svwkwcDpπ=−………………………………..4-3()[](1)()vvvvppkwkcDpπ=−−−…………………4-4s.t.cwp284.2.1D(p)a-bp(