Weighted average price management of manufacturer sales on commodity exchanges

Sergey A. Vavilov () and Konstantin S. Kuznetsov
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Sergey A. Vavilov: Department of Economic Cybernetics, Faculty of Economics, St. Petersburg State University, 62 Chaikovskogo St., St. Petersburg, 191123, Russia
Konstantin S. Kuznetsov: Department of Applied Cybernetics, Faculty of Mathematics and Mechanics, St. Petersburg State University, 28 Universitetsky Prospekt, Peterhof, St. Petersburg, 198504, Russia

International Journal of Financial Engineering (IJFE), 2018, vol. 05, issue 03, 1-17

Abstract: This paper proposed a method to control the weighted average price of manufacturer sales. The study of the posed problem is necessary to hedge manufacturer profits from price slumps in commodity markets. The elaborated method is applied to managing the trading process on real world commodity exchanges to prove its effectiveness.

Keywords: Decision analysis; finance; risk management; stochastic processes; sales management (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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DOI: 10.1142/S2424786318500299

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