Centrality of the Supply Chain Network

Liuren Wu

Chapter 5 in Reviews in Modern Quantitative Finance, 2024, pp 209-228 from World Scientific Publishing Co. Pte. Ltd.

Abstract: As the supply chain information becomes more readily accessible, researchers are paying increasing attention to information flows and interactions between suppliers and customers. Shocks to a supplier not only impact its immediate customers but also generate ripple effects on the whole economy through the supply chain network. This chapter strives to define the relative importance, or centrality, of a supplier in the whole supply chain network and understand how the most central suppliers interact with the aggregate economy. Analysis shows that supplier-central companies tend to be more volatile, and their stock performance tends to precede the movements of the aggregate market.

Keywords: Quantitative Finance; Financial Engineering; Mathematical Finance; Computational Finance; Computational Methods; Computational Problems; Pricing of Securities; Trading; Market Microstructures; Risk Theory; Queuing Theory; Asset Management Technique; Liability Management Technique; Risk Measures; Solvency; Financial Instability; Fintech; Cryptocurrencies; Financial Machine Learning; Artificial Intelligence; Fintech; Quantum Computing; Distributed Ledgers; Econophysics (search for similar items in EconPapers)
JEL-codes: C C02 C6 C61 (search for similar items in EconPapers)
Date: 2024
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