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系統識別號 U0026-0812200910195642
論文名稱(中文) 國際企業供應鏈營運面匯率避險之研究
論文名稱(英文) Global Supply Chain Management under exchange rate risk
校院名稱 成功大學
系所名稱(中) 交通管理學系碩博士班
系所名稱(英) Department of Transportation & Communication Management Science
學年度 90
學期 2
出版年 91
研究生(中文) 萬芸萍
研究生(英文) Yun-Ping Wan
電子信箱 r5689109@ccmail.ncku.edu.tw
學號 r5689109
學位類別 碩士
語文別 中文
論文頁數 84頁
口試委員 口試委員-張紹基
口試委員-林佐鼎
指導教授-林正章
中文關鍵字 數學模型  國際企業  供應鏈管理  匯率風險 
英文關鍵字 supply chain management  multinational corporations  mathematical model  exchange rate risk 
學科別分類
中文摘要 所謂的供應鏈管理,廣義上來說便是由起點的原物料供應商到最終的產品消費者間,對於整個通路的整合管理(林正章,2000)。其包含了採購、生產、運輸到銷售等活動之控制與規劃,而環境的不確定因素則增加了供應鏈管理的困難度,相較於區域型企業,國際型企業所面臨之環境不確定性更為嚴重,而匯率的浮動變是其中的一個明顯的例子。因此,一個企業是否能夠成功的推行供應鏈管理,亦需取決於其是否擁有良好的風險管理制度,降低不確定因素對整體供應鏈之影響。
供應鏈決策模型能夠協助企業做出採購、生產、運輸到銷售等相關決策,由於環境的不確定性增加,將不確定因子加入決策模型是現今時勢所趨,能夠貼近市場現況而增加其參考價值。本研究首先透過對過去供應鏈決策模型相關文獻之蒐集與彙整,經過分析與比較各模型之各項輸入與輸出變數後,決定以考量匯率不確定因子之供應鏈決策模型為研究對象,提出三種不同之決策模型,並分別提出求解演算法。本研究所提出之決策模型之最大特點在於對需求量與產品價格之假設,本研究架設市場需求量與產品價格由市場供需均衡決定,其與一般研究假設市場需求量及產品價格已知且固定是不同的,此種假設能夠較為貼近市場實際狀況,提高模型之參考價值。
本研究最後以簡例驗證模型之效果,其求解結果亦顯示國際企業應隨匯率之浮動而彈性調整供應連營運面之決策,方能規避因匯率浮動所導致的風險與損失,因此彈性的供應鏈網路及充分的資訊蒐集是國際企業做好供應鏈風險管理之必備條件。
英文摘要 During the last two decades—and especially after the abandonment of the Breeton Woods system of fixed exchange rates—companies have been confronted with extremely violate foreign exchange markets. Not surprisingly, the field of foreign exchange risk management has received a considerable amount of interest from academics as well as from practitioners over recent years. International firms operate in different currency units thus may be affected by exchange-rate movements and exchange-rate uncertainty. An exchange-rate change can affect the firm’s supply chain operational decisions as to where to purchase, where to produce, as well as its profits.
In this research, we develop multi-period production-distribution models for multi-national companies operating under varying inflation and exchange rates. Decisions regarding the products to be made in different facilities, and the markets which these facilities would serve are critical to the multi-national companies’s success. These decisions are sensitive to both inflation and exchange rates. Accordingly, we incorporate these parameters in the development of integrated production planning and distribution models for an multi-national company.
We elicit the performance of these models through examples. Our results indicate that sufficient information and operational flexibility can be utilized as an effective hedge against the firm’s exchange risk exposure.
論文目次 第一章、緒論 1
1.1研究動機 1
1.2研究目的 3
1.3研究範圍與限制 4
1.4研究方法與流程 4
第二章、文獻回顧 7
2.1供應鏈風險管理策略 7
2.2供應鏈模型 9
2.2.1確定性模型 10
2.2.2考慮不確定因子之模型 12
2.2.3模型彙整與參數比較 22
2.3小結 27
第三章、模型建構 28
3.1模型基本假設 28
3.2模型輸入及輸出 29
3.3國際企業供應鏈網路簡圖 30
3.4動態確定性simultaneous模型 31
3.4.1變數假設 31
3.4.2數學模型 32
3.5動態確定性recursive模型 33
3.5.1變數假設 33
3.5.2數學模型 34
3.5.3求解演算法 35
3.6動態不確定性recursive模型 36
3.6.1變數假設 36
3.6.2數學模型 37
3.6.3求解演算法 38
第四章、簡例分析 40
4.1簡例假設 40
4.2動態確定性simultaneous模型求解 41
4.3動態確定性recursive模型求解 47
4.4動態不確定性recursive模型求解 56
4.5生產策略的選擇 68
4.6廠商的定價與獲利 73
第五章、結論與建議 78
5.1結論 78
5.2建議 79
參考文獻 81

參考文獻 中文文獻
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3. 陳麗玉,全球化供應鏈管理績效評估與探討,國立政治大學資訊管理學系碩士論文,民89。
4. 郭怡妏,產業之不確定因素對供應鏈管理策略與其績效影響之研究,私立淡江大學資訊管理學系碩士論文,民90。
5. 廖光鏜,匯率變動風險下多國際企業之對策與模式,私立淡江大學管理研究所碩士論文,民70。
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西文文獻
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