基于CVaR和期权契约条件的农产品供应链协调机制研究  

Research on Coordination Mechanism of Agricultural Products Supply Chain Based on CVaR and Option Contract

作　　者：于樟荫 李江涛 周根贵[2] YU Zhang-yin;LI Jiang-tao;ZHOU Gen-gui(Zhejiang Cigarette Industry Co.,Ltd.Hangzhou Cigarette Factory,Hangzhou,Zhejiang 310024;School of Management,Zhejiang University of Technology,Hangzhou,Zhejiang 310023)

机构地区：[1]浙江中烟工业有限责任公司杭州卷烟厂,浙江杭州310024 [2]浙江工业大学管理学院,浙江杭州310023

出　　处：《供应链管理》2022年第7期52-61,共10页SUPPLY CHAIN MANAGEMENT

基　　金：国家自然科学基金“农产品供应链服务与质量安全协同管理与演化博弈机制研究”(70671095)。

摘　　要：生鲜农产品在生产销售过程中,由于其销售期短以及极易腐烂的特性,因此,供给波动较大。为提高生鲜农产品供应链的稳定性,文章研究了在由一个供应商和一个批发商构成的二级农产品供应链中引入了CVaR和期权契约,通过与批发价契约对比,确定在期权契约条件下风险厌恶型批发商的最优订货策略和供应商最优的生产决策。研究结果证明:最优订购量随着批发商风险规避系数增大而增加;最优订购量随着生鲜农产品变质率增加而减少;批发商风险厌恶的条件下,期权契约模式供应链利润优于批发价契约模式供应链利润,期权契约协调了供应链。In the production and sales process of fresh agricultural products,due to its short sales period and extremely perishable characteristics,the supply of fresh agricultural products fluctuates greatly.In order to improve the stability of the fresh agricultural product supply chain,this paper studies the introduction of CVaR and option contracts in the secondary agricultural product supply chain composed of a supplier and a wholesaler.Under the risk-averse wholesaler s optimal ordering strategy and the supplier s optimal production decision.The research results prove(1)The optimal order quantity increases as the wholesaler s risk aversion coefficient increases.(2)The optimal order quantity decreases as the deterioration rate of fresh agricultural products increases.(3)Under the condition of wholesaler risk aversion,the profit of the supply chain of the option contract model is better than the profit of the wholesale price contract model,and the option contract coordinates the supply chain.

关 键 词：条件风险价值 期权契约 供应链协调 

分 类 号：F252.24[经济管理—国民经济] F304.3