On the Equilibrium Behavior of a Supply Chain Market for Capacity

References

• Akella R, Araman V, Kleinknecht J, Geunes J, Pardalos PM, Romeijn EH. B2B markets: Procurement and supplier risk management in e-business. Supply Chain Management: Models, Applications, and Research Directions (2002) 62(Kluwer Academic, Dordrecht) 33–66Applied OptimizationGoogle Scholar
• Benavie A. Mathematical Analysis for Economic Analysis (1972) (Prentice Hall, Englewood Cliffs, NJ) Google Scholar
• Cachon GP, Graves S, de Kok AG. Supply chain coordination with contracts. Supply Chain Management: Design, Coordination and Operation (2003) (Elsevier, Amsterdam) 229–340Handbooks in Operations Research and Management ScienceCrossref, Google Scholar
• Cadenillas A, Karatzas I. The stochastic maximum principle for linear convex optimal control with random coefficients. SIAM J. Control Optim. (1995) 33(2):590–624Crossref, Google Scholar
• Debreu G. Theory of Value: An Axiomatic Analysis of Economic Equilibrium (1959) (Yale University Press, New Haven, CT) Google Scholar
• Duffie D. Dynamic Asset Pricing Theory (2001) (Princeton University Press, Princeton, NJ) Google Scholar
• Graves SC, Meal HC, Dasu S, Qiu Y, Axater S, Schneeweiss C, Silver E. Two-stage production planning in a dynamic environment. Multi-Stage Production Planning and Control (1986) 266(Springer-Verlag, Berlin) 9–43Lecture Notes in Economics and Mathematical SystemsCrossref, Google Scholar
• Heath DC, Jackson PL. Modeling the evolution of demand forecasts with applications to safety stock analysis in production/distribution systems. IIE Trans. (1994) 26(3):17–30Crossref, Google Scholar
• Heath DC, Jara D. Term structure models based on future prices. (2003) . Working paper, Carnegie Mellon University, PittsburghGoogle Scholar
• Huang C, Litzenberger RH. Foundations for Financial Economics (1988) (Elsevier, New York) Google Scholar
• Jaikumar R, Upton DM. The coordination of global manufacturing. Globalizatin, Technology and Competition: The Fusion of Computers and Telecommunications (1993) (Harvard Business School Press, Boston) Google Scholar
• Kleindorfer PR, Wu DJ. Integrating long- and short-term contracting via business-to-business exchanges for capital intensive industries. Management Sci. (2003) 49(11):1597–1615Link, Google Scholar
• Lee H, Whang S. The impact of the secondary market on the supply chain. Management Sci. (2002) 48(6):719–731Link, Google Scholar
• Madhavan A. Market microstructure: A survey. J. Financial Markets (2000) 3(3):205–258Crossref, Google Scholar
• Mendelson H, Tunca T. Business to business exchanges and supply chain contracting. (2000) . Working paper, Graduate School of Business, Stanford University, Stanford, CAGoogle Scholar
• Mendelson H, Tunca T. Strategic spot trading in supply chains. Management Sci. (2007) 53(5):742–759Link, Google Scholar
• Milner JM, Kouvelis P. Inventory, speculation and sourcing strategies in the presence of online exchanges. Manufacturing Service Oper. Management (2007) 8(3):312–331Link, Google Scholar
• Muth JF. Rational expectations and the theory of price movements. Econometrica (1961) 29(3):315–335Crossref, Google Scholar
• O'Hara M. Market Microstructure Theory (1995) (Basil Blackwell, Cambridge, MA) Google Scholar
• Peleg B, Lee H, Hausman W. Short-term e-procurement strategies versus long-term contracts. Production Oper. Management (2002) 11(4):458–479Crossref, Google Scholar
• Sapra A. On the behavior of price in a supply chain market for capacity. (2004) . Ph.D. thesis, School of Operations Research and Industrial Engineering, Cornell University, Ithaca, NYGoogle Scholar
• Sapra A, Jackson PL. A continuous time analog of the martingale model of forecast evolution. (2012) . Working paper, Indian Institute of Management Bangalore, Bangalore, IndiaGoogle Scholar
• Sargent TJ, Henderson DR. Rational expectations. The Concise Encyclopedia of Economics (2008) (Library of Economics and Liberty, Liberty Fund, Indianapolis) . Retrieved September 18, 2012, http://www.econlib.org/library/Enc/RationalExpectations.htmlCrossref, Google Scholar
• Serel D, Dada M, Moskowitz H. Sourcing decisions and capacity reservation contracts. Eur. J. Oper. Res. (2001) 131(3):635–648Crossref, Google Scholar
• Spinler S, Huchzermeier A, Kleindorfer PR. Risk hedging via options contracts for physical delivery. OR Spectrum (2003) 25(3):379–395Crossref, Google Scholar
• Tunca TI, Zenios SA. Supply auctions and relational contracts for procurement. Manufacturing Service Oper. Management (2006) 8(1):43–67Link, Google Scholar
• Wu DJ, Kleindorfer PR. Competitive options, supply contracting and B2B exchanges. Management Sci. (2005) 51(3):452–466Link, Google Scholar