Current Result Document :
| 한글제목(Korean Title) |
Preliminary proposal for measuring supply chain risk using stock returns |
| 영문제목(English Title) |
Preliminary proposal for measuring supply chain risk using stock returns |
| 저자(Author) |
ZEJIN TAO
QIANFENG LIN
|
| 원문수록처(Citation) |
VOL 23 NO. 01 PP. 0283 ~ 0284 (2022. 04) |
한글내용
(Korean Abstract) |
|
영문내용
(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. |
| 키워드(Keyword) |
|
| 파일첨부 |
PDF 다운로드
|
