三级跨国供应链汇率波动的风险承担机制

孙彩虹,李肖依,于辉

系统科学与数学 ›› 2020, Vol. 40 ›› Issue (11) : 1999-2016.

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PDF(677 KB)
系统科学与数学 ›› 2020, Vol. 40 ›› Issue (11) : 1999-2016. DOI: 10.12341/jssms14015
论文

三级跨国供应链汇率波动的风险承担机制

    孙彩虹1,李肖依2,于辉3
作者信息 +

Risk-Taking Mechanism of Exchange Rate Fluctuations in Three-Tier Transnational Supply Chain

    SUN Caihong1 ,LI Xiaoyi2 ,YU Hui3
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文章历史 +

摘要

``一带一路''倡议的实施使得越来越多的企业开始面向全球布局,同时,汇率的市场化使得汇率波动成为常态,因此,跨国企业的汇率波动风险成为供应链管理不容忽视的问题.文章研究了跨国供应链在汇率波动下的风险承担机制,刻画了一个占主导地位的制造商从国外进口零部件并进行加工再销售到国外的三级跨国供应链模型,对比了四种风险承担机制:制造商和零售商承担汇率波动风险、供应商和制造商承担汇率波动风险、供应商和零售商承担汇率波动风险以及制造商独自承担汇率波动风险.研究发现:在由制造商主导的三级跨国供应链中,如果实现信息的充分共享,谁来承担汇率波动风险将不影响供应链的整体利润,但两侧汇率波动会影响制造商的利润以及零售商的订货定价决策.

Abstract

The implementation of the ``Belt and Road'' strategy has enabled more and more enterprises to start to face the global layout. At the same time, the marketization of exchange rates has made exchange rate fluctuations the norm. Therefore, the risk of exchange rate fluctuations of multinational enterprises has become a problem that cannot be ignored in supply chain management. In order to deal with the risk of exchange rate fluctuations, this paper studies the relationship between different risk-taking mechanisms and profits. It describes a three-level multinational supply chain model in which a dominant manufacturer imports parts from abroad and processes and resells it abroad. There are four mechanisms: Manufacturers and retailers bear the risk of exchange rate fluctuations, suppliers and manufacturers bear the risk of exchange rate fluctuations, suppliers and retailers bear the risk of exchange rate fluctuations, and manufacturers bear the risk of exchange rate fluctuations alone. The study finds that in the three-tier multinational supply chain dominated by manufacturers, if the information is fully shared, the risk of exchange rate fluctuations will not affect the overall profit of the supply chain, but the exchange rate fluctuations on both sides will affect the profit of the manufacturer and the retailer's order pricing decision.

关键词

汇率波动 / 跨国供应链 / 风险承担 / 双侧风险.

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孙彩虹 , 李肖依 , 于辉. 三级跨国供应链汇率波动的风险承担机制. 系统科学与数学, 2020, 40(11): 1999-2016. https://doi.org/10.12341/jssms14015
SUN Caihong , LI Xiaoyi , YU Hui. Risk-Taking Mechanism of Exchange Rate Fluctuations in Three-Tier Transnational Supply Chain. Journal of Systems Science and Mathematical Sciences, 2020, 40(11): 1999-2016 https://doi.org/10.12341/jssms14015
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