现货市场存在下的供应链采购研究

上海交通大学硕士学位论文现货市场存在下的供应链采购研究姓名：赵霞申请学位级别：硕士专业：供应链管理指导教师：黄培清20090101190MATLAB23RESEARCHONTHEPROCUREMENTMODELINTHESPOTMARKETABSTRACTWiththeglobalizationofeconomy,strongtechnologyofinformationandcommunicationandthedevelopmentofdiversificationandindividuationofcustomerdemand,supplychainhasbecomeanecessary,alsoeffectivemodeformoderncompaniestosurvive,expandandprosper.Accordingly,supplychainmanagement,asahotpracticalandresearchtopic,isbeingwidelyrecognized.Withthedevelopmentofe-commerce,tradinginthespotmarkethaswidelyexistedinthedifferentkindsofindustries,suchasagriculturalproducts,petroleum,chips,andcompounds.Thespotmarkethaschangedthetraditionalprocurementmodelusingthepurecontractmarketandprovidesaflexiblewayoftrading.Asthesupplementofthetraditionalprocurementbasedonfixed-priceandlong-termcontract,spotmarkettradingletsthesupplychainenterpriseshavetheopportunitytomakebetteruseoftheup-to-datemarketinformation,suchasdemandandprice.Itwillimprovetheflexibilityofdecision,theefficiencyofprocurement,andthewholesupplychainperformancetomaintainthecompetitiveadvantageofthecorporations.Thethesisanalyzedthebestprocurementstrategyofretailersbasedonspotmarket4andcontractmarket.Thisarticleisnotlimitedtothedistributionofthedemandandthespotmarketprice.Theretailerprocurementmodelisbasedontheretailer'sprofitandrisktakingability.Themodelcoversthemainparametersofsupplychainandtakestheretailer'srisktoleranceintoaccount.Also,thisarticleusesMATLABandnumericalanalysistoanalyzethekeyparameters.Thethesisillustratesthesensitivityanalysisofthekeyfactorswithnumericalexamplestoverifytheimpactofthekeyfactorsontheoptimalprocurementquantityofcontract.Theconclusionshowsthatwhenbothcontractmarketandspotmarketexist,theretailer'sabilitytotakerisk,theexpectedspotmarketpricethevariancesofspotmarketpriceandtheexpecteddemandaffectthebestprocurementstrategy.Acertaindegreeofflexibilitywasprovidedbytheoptiontotheretailersfordealingwithuncertainmarketfactors.Thisarticleanalyzeshowtheretailersutilizetheadvantageofspotmarketandoptionmarkettogetthebestprocurementstrategy.Withtheobjectionofmaximizingtheretailer’sprofitandtheconstraintsofdemandcurve,thearticleresearchedtheretailer'sbestprocurementstrategy.Andthenaquantitativeanalysistoolwasprovidedtoanalyzethekeyfactorsinthebestprocurementstrategyinthespotmarketandtheoptionmarket.Thesensitivityanalysisofthekeyfactorsintheprocurementmodelfurthervalidatestheeffectofthekeyfactorstothebestprocurement.Aviableprocurementstrategywasprovidedfortheretailerbasedonthespotmarket.5Theadvantageofthespotmarketisthenegligibleleadtime,butthespotmarketusuallyhasahigherexpectedspotpriceandabiggerfluctuationofthespotprice.Theresultshowsthatbyusingthespotmarket,expectprofitoftheretailerwillhaveobviousimprovementnomatterintheoptionsmarketorinthecontractmarket.Theresultsofthearticlecanhelpdecision-makersmaketheprocurementstrategybasedonthetypeofselectedcontracts,suchasrigidcontractsoroptionscontracts,andthekeydecisionparameters.Keywords:Purchasing,Contractmarkets,Spotmarkets,Optioncontract11.1,•Covisint,,7580DRAMHannon2005Ann&Maguire220054060U.S.GrainsCouncil1999,p149U.S.DepartmentofAgriculture2003Dimitri20031.21.3342.1(SCM),,212.1.1StevensEvens“”Mentzer2001“”APICS,19951252.1.2(SupplyChainManagementSCM)2070KeithOliverSkfHeinekenHoechstCadbury-SchweppesPhilips1985MichaelE.Porter90Mentzer(2001)Mentzer2001ChandraKumar(2000)(BOT)MinMentzer(2000)ChandrashekarSchary(1999)Lambert1998BechtelJayaram(1997)6Harrington(1995)Johannson(1994)Turner(1993)2.22.2.1Internet(e-marketplace)Converge()12732.2.2112()384()(2)Option92.32.3.1AkellaAramanKleinknecht(2001)[1]GolovachkinaBradley(2004)[2]SeifertThonemannHausman(2004)[3]DongLiu(2006)[4]Martinez-de-AlbenizSimchi-Levi(2005)[5]WurKleindorfer2005[6]Wu,KleindorferZhang(2002)[7]SpinlerS,HuchzermeierA.(2006)[9]YiScheller-Wolf(2003)[10]10SpinlerS,HuchzermeierA.(2003)[8]WuKleindorferZhang(2002)Willness-To-Pay,WTPWuKleindorferZhang(2002)2006[38]2006[39]2004[40]2.3.2BroadieDetemple2004[19]90KleindorferWu200311Barnes-Schuster2002[20]Cheng2003[21]Cachon(2004)[22]KamardSiddique(2004)[23]supplier-swithingsupplierreactionCachonlariviere(2001)[24]2005[41]2004[44]123.11213DRAMMATLAB3.23.2.1,,3-1t=0qct=Tddµdσsµsσt=Tdqd(qd)qd(qd)143-1Fig.3-1RetailerBusinessModel()ErVar(r)()()()XrErkVarr=−0k1dpdabpε=−+(a0,b0)pεF(x)f(x)2dTs3sµcpcqdµdσsµsσq15k3.2.2X(r)=E(r)-kVar(r)t=0Td-q0,d-q0,()()()pdcqsdqdqrpdcqsdqpdcqsqddq−−−==−−−−+−()()()()()()sdsErcqpEdEsEdqpcqµµµ=−+−−=−+−()/sErqcµ∂∂=−[]()()VarrVarpsdsq=−+22()(())EpdsdsqEpdsdsq=−+−−+22222()()sdsddpqµσσσµ=−++−2()/2()sdVarrqqσµ∂∂=−−()()(),0XqEqkVarqk=−Xq0/0Xq∂∂=22sdscqkµµσ−=+3-1dabpε=−+22sscqabpkεµµσ−=−++3-2q22()()()2sdscErpckµµσ−=−[phone]()()()2ssdsdscVarrpkµµσσσσ−=−++3-43.2.3c=10,p=30,100dµ=,25dσ=,12sµ=,2.4sσ=,k=0.51kkkkkk3-23-2kFig.3-2EffectofkonOptimalContractQuantitykTkk17k3-3kFig.3-3EffectofkonOptimalExpectedProfits3-4kFig.3-4EffectofkonOptimalVariancesofProfits183-33-4kk0k2kk(1),(3),(4)k()scµ−2sσ2dσ2sσkk2limlim()2sddkkscqkµµµσ→∞→∞−=+=22()lim(())li