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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Principais autores:	Yanduo Li, Ruiheng Li, Xiaohong Duan
Formato:	Artigo
Idioma:	Inglês
Publicado:	MDPI AG 2025-12-01
Series:	Mathematics
Assuntos:	lithium supply chain hedging optimisation Conditional Value-at-Risk (CVaR) discrete decision modelling tail-risk management
Acceso en liña:	https://www.mdpi.com/2227-7390/14/1/130
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