【作者】 伏红勇；

【导师】 但斌；

【作者基本信息】 重庆大学 ， 管理科学与工程， 2013， 博士

【摘要】 新世纪以来中央一号文件连续10年(2004–2013)聚焦于“三农”问题，这充分表明解决好“三农”问题已成为全党工作的重中之重，而“公司+农户”型订单农业正是解决这一问题的一种新型农业产业化模式。然而，由于天气、气候等不可控因素带来的不利影响，可能会造成订单农业模式中公司与农户双方缺乏履约的动力，进而会降低农产品供应链系统的稳健性。这将严重制约订单农业的规模经营以及农业产业化的健康发展。鉴于此，本文在“公司+农户”型订单农业模式下，研究如何设计有效的订单契约来协调天气影响下公司与农户间的风险分担与利益共享的冲突问题。首先，针对在农业生产过程中不可控天气会同时影响农产品产出及质量的问题，设计了一种与天气指数相关的风险补偿契约来协调公司与农户之间因不利天气而带来的风险分担问题。通过构建动态博弈模型与利润决策模型，论证了风险补偿契约可形成一种有效的内在激励机制以促进公司与农户双方履约，进而会增强农产品供应链系统的稳健性。此外，在设计的风险补偿协调契约下天气的影响不会改变农产品供应链系统的协调状态，这在一定程度上可保障优质农产品的稳定供应。最后，通过数值仿真分析进一步验证了风险补偿协调契约的有效性和效率。其次，针对由风险厌恶的农户与风险中性的公司组成的两级农产品供应链系统，从考虑农户风险厌恶的视角出发，研究天气影响下农产品供应链系统的协调问题。设计了一种与天气指数和农户风险厌恶度相关的改进收益共享契约；通过构建动态博弈模型和条件风险价值决策模型，论证了所设计的改进收益共享契约能有效促进公司与农户双方履约，这在一定程度上可以增强农产品供应链系统的稳健性。在所设计的协调契约下，为减弱天气给农产品供应链系统带来的不利影响，供应链决策主体可依据天气影响的结果来合理调节契约参数以激励公司与农户双方成为“收益共享、风险共担”的统一体。最后，在前面研究的基础上，借助于天气衍生品市场来打破订单农业交易系统的封闭性，研究了基于天气期权的农产品供应链系统的协调问题。运用天气期权这一寻求不可控天气风险外化通道的常用有效策略，以暖冬天气为例，设计一种与天气指数相关的“天气(看涨)期权+风险补偿+加盟金”的协调契约；运用动态博弈模型论证了基于天气期权的协调契约能有效促进公司与农户双方履约，实现双方共赢以及农产品供应链系统利润的最优。研究表明在所设计的协调契约下，当面对人为不可控的不利天气影响时，供应链决策主体可通过购买天气(看涨)期权来对冲(暖冬)不利天气带来的风险。更多还原

【Abstract】 The No.1documents of the central government have been focusing on the “threerural issues” over the past ten years, which indicates that it becomes one of the mostimportant problem for the government to solve. A new agricultural industrializationmode to solve the problem is contract farming mode consisting of companies andfarmers. However, negative effects of weather and uncontrollable risk may lead to alack of motivation for both the parties to fulfill the contract, which may further lowerthe stability of the supply chain system and heavily constrain the scale and healthydevelopment of contract farming. Therefore, considering the impact of weather, thispaper concentrates on how to design effective contracts to coordinate the conflicts ofrisk&revenue sharing between the company and the farmer under the contract farmingmode.First of all, aiming at the fact that uncontrollable weather will simultaneouslyaffect the agricultural yields and quality during the production process,a compensationcontract related to the degree of weather index is designed to coordinate the risk sharingbetween company and farmer. The incentive mechanism is testified throughconstructing dynamic game model and profit decision model. The mechanism canencourage both parties to fulfill the contract and improve the stability of agriculturalsupply chain. Besides, it’s also proved that under the compensation contract, theweather has no influence on, the coordination state of supply chain, which can ensurethe stable supply of agricultural products to a certain degree. A numerical example isutilized to further testify the effectiveness and efficiency of this compensation contract.Secondly, from the perspective of a risk-averse farmer,, this paper aims at a twostage agricultural supply chain consists of a risk-averse farmer and risk-neutralcompany and studies the supply chain coordination under the influence of weather. Animproved revenue sharing contract based on the weather index and the degree offarmer’s risk averse is designed. By building a dynamic game model and a CVaR model,this contract is proved to be successful in encouraging both parties to fulfill the orderingcontract, which can improve the stability of the agricultural supply chain. Under thedesigned contract, for the purpose of reducing the negative impact of weather, thesupply chain decision makers can adjust the contract parameter to encourage bothcompany and farmer to achieve risk and revenue sharing. At last, based on the previous research, this paper aims to break the isolation ofcontract farming transaction system by using weather derivatives. The coordination ofagricultural supply chain based on weather option is studied. Take the example ofweather like green winter, a coordination contract related to the weather index (weathercall option+risk compensation+join gold) is designed by using weather option. Thecontract is proved to be effective in encouraging both company and farmer to fulfill theordering contract and achieve optimal system profit by constructing dynamic gamemodel. The result showsthatunder the designed coordination contract, supply chaindecision-makers can hedge the risk of adverse weather by buying call option of weather.更多还原