Current Result Document : 1 / 1
ÇѱÛÁ¦¸ñ(Korean Title) |
Preliminary proposal for measuring supply chain risk using stock returns |
¿µ¹®Á¦¸ñ(English Title) |
Preliminary proposal for measuring supply chain risk using stock returns |
ÀúÀÚ(Author) |
ZEJIN TAO
QIANFENG LIN
|
¿ø¹®¼ö·Ïó(Citation) |
VOL 23 NO. 01 PP. 0283 ~ 0284 (2022. 04) |
Çѱ۳»¿ë (Korean Abstract) |
|
¿µ¹®³»¿ë (English Abstract) |
This paper focuses on the financial risk of supply chains by analyzing the volatility of returns in port stocks to side-by-side reflect the financial risk of supply chains when risks occur in supply chains and the propagation of risks, we find that the error of port supply chain risk prediction is related to the volatility port stock returns. A systematic approach to measuring supply chain risk is missing in the study of supply chain risk. This study finds that the GARCH model not only captures abnormal volatility as a feature, but also can be an effective tool to quantify supply chain financial risk. Moreover, GARCH model can capture the characteristics of existing risks and stocks and predict the possible future risks. |
Å°¿öµå(Keyword) |
|
ÆÄÀÏ÷ºÎ |
PDF ´Ù¿î·Îµå
|