A Discrete CVaR Framework for Industrial Hedging Under Commodity, Freight, and FX Risks
Raw material price volatility, freight rates, and foreign exchange all pose significant uncertainty for lithium-ion battery manufacturers, jeopardising procurement planning and financial stability. In this paper, we formulate a discrete Conditional Value-at-Risk (CVaR) optimisation model to design i...
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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
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MDPI AG
2025-12-01
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| Schriftenreihe: | Mathematics |
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| Online-Zugang: | https://www.mdpi.com/2227-7390/14/1/130 |
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