Efficient Risk Hedging by Dynamic Forward Pricing: A Study in Cloud Computing

Published Online:https://doi.org/10.1287/ijoc.1120.0526

References

  • Adida E, Perakis G (2010) Dynamic pricing and inventory control: Robust vs. stochastic uncertainty models—A computational study. Ann. Oper. Res. 181(1):125–157.CrossrefGoogle Scholar
  • Anderson E, Dana JJr (2009) When is price discrimination profitable? Management Sci. 55(6):980–989.LinkGoogle Scholar
  • Bapna R, Das S, Garfinkel R, Stallaert J (2008) A market design for grid computing. INFORMS J. Comput. 20(1):100–111.LinkGoogle Scholar
  • Bapna R, Das S, Day R, Garfinkel R, Stallaert J (2011) A clock-and-offer auction market for grid resources when bidders face stochastic computational needs. INFORMS J. Comput. 23(4):630–647.LinkGoogle Scholar
  • Buyya R (2002) Economic-based distributed resource management and scheduling for grid computing. Ph.D. Thesis, Monash University, Melbourne, Australia.Google Scholar
  • Calheiros R, Ranjan R, Rose C, Buyya R (2009) CloudSim: A novel framework for modeling and simulation of cloud computing infrastructures and services. Tech report, Computing Research Repository. Accessed September 19, 2012, http://arxiv.org/ftp/arxiv/papers/0903/0903.2525.pdf.Google Scholar
  • Chen H, Wu O, Yao D (2010) On the benefit of inventory-based dynamic pricing strategies. Production Oper. Management 19(3):249–260.CrossrefGoogle Scholar
  • Chen Y, Pearcy J (2010) Dynamic pricing: When to entice brand switching and when to reward consumer loyalty. RAND J. Econom. 41(4):674–685.CrossrefGoogle Scholar
  • Das S, Du AY, Gopal RD, Ramesh R (2011) Risk management and optimal pricing in online storage grids. Inform. Systems Res. 22(4):756–773.LinkGoogle Scholar
  • Du AY, Das S, Gopal RD, Ramesh R (2011) Risk hedging in the storage grid markets: Do options add value to forwards? ACM Trans. Management Inform. Systems 2(2):Article 10.CrossrefGoogle Scholar
  • Du AY, Geng X, Gopal RD, Ramesh R, Whinston AB (2008a) Capacity provision networks: Foundations of markets for sharable resources in distributed computational economies. Inform. Systems Res. 19(2):144–160.LinkGoogle Scholar
  • Du AY, Geng X, Gopal RD, Ramesh R, Whinston AB (2008b) Topographically discounted Internet infrastructure resources: A panel study and econometric analysis. Inform. Tech. Management 9(2):135–146.CrossrefGoogle Scholar
  • Gil R, Hartmann W (2009) Empirical analysis of metering price discrimination: Evidence from concession sales at movie theaters. Marketing Sci. 28(6):1046–1062.LinkGoogle Scholar
  • Hinz O, Hann I, Spann M (2011) Price discrimination in e-commerce? An examination of dynamic pricing in name-your-own-price markets. MIS Quart. 35(1):81–98.CrossrefGoogle Scholar
  • Kauffman R, Sougstad R (2008) Risk management of contract portfolios in IT services: The profit-at-risk approach. J. Management Inform. Systems 25(1):17–48.CrossrefGoogle Scholar
  • Kumar S, Dutta K, Mookerjee V (2009) Maximizing business value by optimal assignment of jobs to resources in grid computing. Eur. J. Oper. Res. 194(3):856–872.CrossrefGoogle Scholar
  • Lauchlan S (2011) CloudForce London: The UK Govt needs to buck up its cloud ideas. BusinessCLOUD9, September 14. http://www.businesscloud9.com/content/cloudforce-london-uk-govt-needs-buck-its-cloud-ideas/6383.Google Scholar
  • Niu D, Li B, Zhao S (2011) Understanding demand volatility in large VoD systems. Proc. 21st Internat. Workshop on Network and Operating Systems Support for Digital Audio and Video (NOSSDAV) (ACM, New York), 39–44.CrossrefGoogle Scholar
  • Shugan S, Xie J (2005) Advance-selling as a competitive marketing tool. Internat. J. Res. Marketing 22(3):351–373.CrossrefGoogle Scholar
  • Waldspurger C, Hogg T, Huberman B, Kephart J, Stornetta W (1992) Spawn: A distributed computational economy. IEEE Trans. Software Engrg. 18(2):103–117.CrossrefGoogle Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.