钢材期货价格发现功能研究——基于印度市场信息共享模型的分析

本文借助Johansen协整检验、Granger因果检验、信息共享模型、方差分解等方法进行多层次实证研究,定量地刻画出期货市场在价格发现中作用的大小。研究结果显示：印度板材期货价格和现货价格之间存在长期均衡关系,在价格引导上仅存在现货对期货价格的单向引导关系,期货对现货没有引导关系;通过方差分解发现,现货市场在价格发现功能中处于主导地位,说明印度钢材期货市场效率有待提高,板材期货没有实现其应有的价格发现功能。     

"民参军"中基于三方主体的信息共享机制博弈研究

在军民深度融合大背景下，合理构建军队、“民参军”中小企业和风险投资机构三方主体信息共享机制具有重要研究价值与实践意义。通过描述“民参军”中基于三方主体信息共享机制的基本内涵，从信息共享机制结构出发，分析信息共享机制内部运作机理；借助演化博弈模型分析技术创新成功率、技术创新总收益和利益分配比如何影响机制运作；针对信息共享机制运作现存问题，从打破信息孤岛格局、解决信息安全问题、提升信息主体实力3个角度提出相关对策建议，即推进“民参军”中基于三方主体信息共享机制的平稳运作，共同促进国防技术创新发展。     

Evaluation of robustness of supply chain information-sharing strategies using a hybrid Taguchi and multiple criteria decision-making method

The advances in information technology have prompted the development of many supply chain information-sharing strategies, including electronic point of sales (EPOS), vendor-managed inventory (VMI), e-shopping, emergency transshipments, and so on. However, variations in the business environment can produce uncertainty and increase decision-making complexity for enterprises selecting from various supply chain information-sharing strategies. An effective and efficient supply chain strategy should be capable of reducing costs and raising customer-service levels, and should be capable of enhancing the robustness of the supply chain. In this study, the robustness of different supply chain strategies under various uncertain environments is studied using the simulated beer game. Techniques included Taguchi methodology and multiple criteria decision-making methods (MCDMs), including simple multiple attribute rating technology (SMART), technique for order performance by similarity to ideal solution (TOPSIS), and grey relational analysis (GRA). The signal-to-noise (S/N) ratio for each criterion is calculated to indicate the robustness of performance. This S/N ratio is used to determine an overall evaluation among various supply chain information-sharing strategies. The simulation results show that e-shopping has the most robust performance in uncertain environments.