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A structured risk scenario analysis framework and case study of reserve regulation in non-ferrous metal markets

  • Yingjie Sheng
  • , Yiran Shen
  • , Jiayue Yang
  • , Xiaolei Sun*
  • *Corresponding author for this work
  • CAS - Institutes of Science and Development
  • University of Chinese Academy of Sciences
  • Beijing University of Technology

Research output: Contribution to journalConference articlepeer-review

Abstract

Reserve regulation in non-ferrous metal markets is crucial for stabilizing the market supply and demand relationship and ensuring a stable supply and demand relationship. This study proposes a “Background-Action-Response” (BAR) framework for structured risk scenario analysis in metal markets. The copper release event by China's National Food and Strategic Reserves Administration in 2021 is used as a case study to analyze the effectiveness of the release behavior on market stability. The framework and methodology provided in this study offer decision-makers a systematic approach to identify and respond to risk scenarios in stockpiling and release decision analysis.

Original languageEnglish
Pages (from-to)326-331
Number of pages6
JournalProcedia Computer Science
Volume242
DOIs
StatePublished - 2024
Externally publishedYes
Event11th International Conference on Information Technology and Quantitative Management, ITQM 2024 - Bucharest, Romania
Duration: 23 Aug 202425 Aug 2024

Keywords

  • Background-Action-Response (BAR) framework
  • Reserve regulation
  • Risk scenario analysis

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