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Data‐driven storage operations: Cross‐commodity backtest and structured policies

  • Published:2022-02-16 Issue:6 Volume:31 Page:2438-2456
  • ISSN:1059-1478
  • Container-title:Production and Operations Management
  • language:en
  • Short-container-title:Production & Oper Manag

Author:

Mandl Christian1ORCID,Nadarajah Selvaprabu2ORCID,Minner Stefan3ORCID,Gavirneni Srinagesh4ORCID

Affiliation:

1. School of Management Deggendorf Institute of Technology Deggendorf Germany

2. College of Business Administration University of Illinois at Chicago Chicago Illinois USA

3. TUM School of Management Technische Universität München München Germany

4. Samuel Curtis Johnson Graduate School of Management Cornell University Ithaca New York USA

Publisher

Wiley

Subject

Management of Technology and Innovation,Industrial and Manufacturing Engineering,Management Science and Operations Research

Cited by 7 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. A data-driven approach for optimal operational and financial commodity hedging;European Journal of Operational Research;2024-07

2. Frontiers in Operations: News Event-Driven Forecasting of Commodity Prices;Manufacturing & Service Operations Management;2024-07

3. Risk management through financial hedging in inventory systems with stochastic price processes;International Journal of Production Economics;2024-04

4. Data-Driven Risk Management;Procurement Analytics;2023

5. A hedging policy for seaborne forward freight markets based on probabilistic forecasts;Transportation Research Part E: Logistics and Transportation Review;2022-10
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