Integrated Contract and Spot Market Procurement by a Risk-Averse Buying Firm

IEEE Trans. Engineering Management, Volume 63, Issue 2, 2016, Pages 151-164.

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Abstract:

We study the problem of optimally integrating contractual and spot market procurement sources for a risk-averse buying firm that purchases a commodity product at a specified rate over time. The sources involve deterministic and stochastic price processes, respectively. The risk-averse firm is concerned about the magnitude and uncertainty ...More

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