بررسی اثر تغییرات نرخ ارز بر جریان مالی و فیزیکی در یک زنجیره¬تأمین جهانی
محورهای موضوعی : مدیریت صنعتیعطیه یوسفی 1 , میرسامان پیشوایی 2 *
1 -
2 - دانشگاه علم و صنعت
کلید واژه: جریان مالی جریان پول نقد زنجیره‌تأمین جهانی مدیریت زنجیره‌تأمین تغییرات نرخ ارز,
چکیده مقاله :
تاثیر مستقیم منابع مالی بر چگونگی تصمیمگیری در تمامی سطوح، سبب شده تا در سالهای اخیر به مدلسازی و بهینهسازی جریان مالی در زنجیرههای تأمین پرداخته شود. همچنین با توجه به توسعه بازارهای جهانی و حرکت شرکت‌ها به سمت جهانی شدن، بررسی فاکتورهای مالی در این حوزه از اهمیت بالایی برخوردار است. هدف از تحقیق پیش‌رو، توسعه مدلی MILP با تمرکز همزمان بر جریان مالی و فیزیکی در زنجیره تأمینی جهانی می‌باشد. نوآوری اصلی این پژوهش، بهینهسازی یکپارچه جریان مالی و فیزیکی در یک زنجیره تأمین جهانی می باشد که تا‌‌کنون در ادبیات جریان مالی بدان پرداخته نشده است. در این تحقیق به بررسی اثر نوسانات نرخ ارز بر متغیرهای مالی و سود کلی زنجیره پرداخته شده است. به منظور نمایش کارایی مدل از یک مسئله نمونه و داده‌های تصادفی استفاده شده است. نتایج نشان می دهد که افزایش نرخ ارز به میزان 0.1 واحد، باعث افزایش حدودا 6 درصدی سود می شود. همچنین نوسانات نرخ ارز، تغییرات قابل توجهی در فاکتورهای مالی ایجاد می کنند.
A direct impact of financial resources on how to make decisions in all levels has led to modeling and optimizing financial flows in supply chains in last years. Also, considering the development of global markets and the move of companies towards globalization, the study of financial factors in this area has importance. The purpose of this research is to develop a MILP model with simultaneous focusing on financial and physical flows in a global supply chain. The main innovation of this research is the financial and physical flow integrated optimization in a global chain, which so far has not been studied in the financial literature. In this study, the effect of exchange rate fluctuations on financial variables and a total profit of the chain has been investigated. to show the model's efficiency, a sample problem and random data are used. The results indicate that an increasing exchange rate by 0.1 unit, will increase about six percentage of profit. Also, the exchange rate fluctuations cause significant changes in financial factors.
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تاثیر عوامل کلان اقتصادی بر نماگر بازار سهام، فصلنامه تازه¬های اقتصاد، شماره 139، بهار 1392.#
محمدپرست طبس، حوا (1390). بررسي تأثیر نوسانات نرخ ارز واقعي بر شاخص¬هاي کلان اقتصادي (تولید، تورم و عرضه پول). پایان¬نامه کارشناسی ارشد علوم اقتصادی، دانشگاه آزاد اسلامي واحد تهران مرکزي.#