An Empirical Study on Supply Chain Risk Contagion Effect Based on VAR-GARCH (1,1)–BEKK Model

2019 ◽  
Vol 109 (2) ◽  
pp. 761-775
Author(s):  
Wenjun Pan ◽  
Huida Zhao ◽  
Lin Miu
2012 ◽  
Vol 630 ◽  
pp. 496-501 ◽  
Author(s):  
Ming Hong Zhang ◽  
Liang Lu ◽  
Yu Liu

From the perspective of risk indicator of supply chain, this paper makes an empirical study of risk warning system in Jinlong Automobile Group in Fujian province. It discusses several indicators that cause risks to supply chain in company and categorize them. Then risk model is tested with artificial neural network to testify its applicability and accuracy. It’s argued that this is a rewarding attempt to go from academic level towards practical use and explores ways of thinking for risk warning system designing.


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