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1.
中国石油消费发展趋势的预测分析   总被引:1,自引:0,他引:1  
石油价格近来一直处于高位震荡阶段,加之石油消费市场具有多重性,如此使得研究油价走势对中国石油现在以及未来消费的影响显得尤为重要.本文利用1990年至2003年国内外石油消费的统计数据,运用最小二乘法、比较分析法分析、预测未来我国的未来石油需求等指标,为我国石油进口和进行石油战略储备提供规模依据,为推进建设"节约型社会"提供有利的佐证.面对石油的短缺,制定快速反应机制并且采取科学的石油战略已成为中国解决石油问题的燃眉之急.  相似文献   

2.
范秋芳 《运筹与管理》2007,16(5):100-105
为保障国家石油安全、保障国民经济安全运行,本文根据石油安全预警的特点,采用神经网络方法进行预警,设计了BP神经网络模型,应用BP神经网络建立了中国石油安全预警系统,并进行了预警研究和实证分析,得出我国石油安全属于重警区,需加强安全防范。  相似文献   

3.
赈灾物资的储备,既要符合物资的科学储存规律、又要满足物资储备的经济规律.在建立赈灾物资储备一般模型后,按照重复灾害事件和未遂灾害事件两类灾害事件的理论之说,对模型进行修改完善,分别构建未遂灾害事件的赈灾物资储备模型以及重复灾害事件的赈灾物资储备模型.通过实例分析,验证了所建模型的合理性和可行性.  相似文献   

4.
金融危机的频繁发生,使得国际金融传染的研究成为了一个重要的课题.文章在动态Copula模型的基础上,对其参数的动态演变方程进行推广,借鉴c-DCC模型的思想假定其截距项存在结构突变,构建了c-D-Copula模型.为了避免人为选择结构性变化时间,对c-D-Copula模型进行变点检测,由数据驱动自动选择断点.为了进行比较分析,同时给出了动态演变方程的参数全部变化的变结构全模型,并给出了相应的假设检验方法.文章选择美国标准普尔500指数和全球主要5个国家(地区)的股票指数的对数收益率进行实证研究,通过检验得出大多数情况下用c-D-Copula模型比变结构全模型更合适对数据进行描述.通过这5个国家或地区与美国之间联动性的动态变化,对美国次贷危机金融传染的存在性和变化过程进行了研究,变点时刻和下尾部相依系数的实证结果表明所分析的国家和地区都受到了美国次贷危机的传染.  相似文献   

5.
利用期权契约所建立的政企合作储备应急物资模式能够有效解决政府单独储备模式所造成的物资储备量过少或过多而引起的困境。然而由于应急物资的需求特性,若应急物资供应企业采用按单生产方式安排生产储备计划,势必会造成库存水平升高,引发资金周转困难等问题,对政企之间的长期合作造成不利影响。基于此,本文设计了基于供应方生产能力的应急物资生产模型。该模型在政府利用批发价格契约与期权契约采购应急物资的基础上,研究了供应方根据自身生产能力进行柔性生产时的生产与储备问题。通过推导政企双方最优决策后,重点分析了期权权利金,执行价格,加急生产成本等参数对供应方生产决策的影响,并证明与按单生产模式相比,柔性生产模式可有效降低供应方的库存量与生产成本,提高其利润,继而提高整体供应链的利润水平,有助于促进政企之间长期稳定的合作。  相似文献   

6.
自然灾害发生时,为了保证区域应急储备系统的服务不被中断,考虑设施被破坏数目的发生概率并提供备份库存,以加强应急储备系统的可靠性。模型采用非支配排序遗传算法(NSGA-II)进行求解,产生一组选址决策方案。以四川省八大城市的人口及运输距离为输入数据的仿真结果表明,与一般模型比较,本文考虑可靠性的选址模型能更好抵御自然灾害造成的中断影响,并且能获得更优的应急响应满意度、多重覆盖或总成本的单目标值。因此,在地震等灾害的破坏风险下,该模型可成为应急储备设施可靠选址的有效工具。  相似文献   

7.
石油消费与石油市场与国民经济和国家安全息息相关,是学术界研究的的热点领域之一.本文采用协整性和因果关系检验的计量经济学方法,考察了我国石油消费和国际原油价格之间的相互影响,发现两者存在长期协整关系,但只具有单向因果关系.与美国的比较研究表明,我国石油市场化改革取得了显著成效,随着改革的深入,还应该建立充足的商业石油储备,并基于市场调整当前石油定价体制与进口机制,进一步放开油价,采用主动的进口策略,才能根本解决消费与价格存在的脱节问题,实现与国际石油市场更好的接轨,适应日益完善的市场经济需要.  相似文献   

8.
生产能力储备是突发事件应急物资储备的有效储备方案之一,是基于联合储备的政企演化博弈过程.运用演化博弈理论,在考虑收益、成本、环境、风险等要素的基础上,给出政府和企业选择不同策略下政企演化博弈的支付矩阵,构建政府和企业演化博弈模型,利用系统的相位图分析政府与企业博弈过程的演化路径,得到政企演化博弈系统收敛的最佳均衡点.最后,运用Netlogo5.2.0软件,分析相关参数的变化对政企演化博弈方向的影响,并进行数值模拟,验证模型方法的有效性,并给出相关政策建议.  相似文献   

9.
基于存储论的军用油料订货行为分析   总被引:1,自引:0,他引:1  
油料是军队不可或缺的战略物资,在满足正常供应和战略储备需要的同时,需要建立适宜的军用油料订货模型,谋求总体费用的最省,以经济效益的体现来促进军事效益的提高  相似文献   

10.
走势     
《珠算》2009,(7):15-15
石油储量十年首跌 英国石油的年度全球能源策略报告称,2008年底全球石油储备量为1.258万亿桶,这意味全球石油储备量10年来首度下滑,按照目前产量率推算,全球石油储备可以维持供应42年。  相似文献   

11.
This paper presents a column generation approach for a storage replenishment transportation-scheduling problem. The problem is concerned with determining an optimal combination of multiple-vessel schedules to transport a product from multiple sources to different destinations based on demand and storage information at the destinations, along with cost-effective optimal strategic locations for temporary transshipment storage facilities. Such problems are faced by oil/trucking companies that own a fleet of vessels (oil tankers or trucks) and have the option of chartering additional vessels to transport a product (crude oil or gasoline) to customers (storage facilities or gas stations) based on agreed upon contracts. An integer-programing model that determines a minimum-cost operation of vessels based on implicitly representing feasible shipping schedules is developed in this paper. Due to the moderate number of constraints but an overwhelming number of columns in the model, a column generation approach is devised to solve the continuous relaxation of the model, which is then coordinated with a sequential fixing heuristic in order to solve the discrete problem. Computational results are presented for a range of test problems to demonstrate the efficacy of the proposed approach.  相似文献   

12.
Despite Nigeria's current economic crisis and the need to remove control structures which were originally designed to protect national interest so as to attract foreign investment in upstream activities of its oil sector, the notion of an indigenously controlled oil sector is still alive in the country. The current paper utilizes a multiperiod goal programming model to examine the effect the enforcement of Nigeria's Petroleum Decree on the utilization of domestic petroleum-related expertise would have on the survival of the multinational oil companies and, therefore, of the oil industry. The results indicate that there are some benefits to the nation in enforcing the Decree, but that to do so now will trigger a chain of events that will culminate in the demise of the oil industry. The results also highlight the danger in using legislation to regulate strategic industries and the role operational researchers can play in public policy design and decisions in the future.  相似文献   

13.
Many models have been developed to study homeland security games between governments (defender) and terrorists (attacker, adversary, enemy), with the limiting assumption of the terrorists being rational or strategic. In this paper, we develop a novel hybrid model in which a centralized government allocates defensive resources among multiple potential targets to minimize total expected loss, in the face of a terrorist being either strategic or non-strategic. The attack probabilities of a strategic terrorist are endogenously determined in the model, while the attack probabilities of a non-strategic terrorist are exogenously provided. We study the robustness of defensive resource allocations by comparing the government’s total expected losses when: (a) the government knows the probability that the terrorist is strategic; (b) the government falsely believes that the terrorist is fully strategic, when the terrorist could be non-strategic; and (c) the government falsely believes that the terrorist is fully non-strategic, when the terrorist could be strategic. Besides providing six theorems to highlight the general results, we find that game models are generally preferred to non-game model even when the probability of a non-strategic terrorist is significantly greater than 50%. We conclude that defensive resource allocations based on game-theoretic models would not incur too much additional expected loss and thus more preferred, as compared to non-game-theoretic models.  相似文献   

14.
Decisions relating to a country's strategic petroleum reserve must take into account the level of risk inherent in its petroleum imports, the cost resulting from any shortfall in the import level, the cost of storage, and finally the effects of stockpiling transactions on the sensitive spot oil markets. Of course, small countries need not take into account their effect on the global market, a fact that drastically simplifies their decision problem. We present such a simple decision model for a small country's petroleum reserve which in addition to the above factors take into account the uncertainty of the country's refining capacity. A complete analytical treatment is feasible for this model, and a specific numerical example is presented for the case of Greece.  相似文献   

15.
非常规油气资源作为最现实的可替代能源,对其进行勘探和开发对于降低日益加大的石油供需矛盾缺口和确保国家能源安全均具有重要的战略意义。然而,非常规油气资源勘探开发十分复杂,开发投资决策好坏已经成为制约其能否实现规模化和产业化的关键问题,科学投资决策问题已逐步成为石油企业高层管理者的主要职责。针对非常规油气资源开发投资的多阶段多目标决策优化难题,以可供开发区块的资源分配为重点研究对象,从解决不同区块投资规模入手,运用多阶段决策、多目标决策和不确定多属性方案优选的方法理论,通过剖析非常规油气开发投资决策过程及其复杂性特征,将开发投资决策过程进行形式化描述并在计算机中加以实现,从而得以实现开发投资决策方案的动态性调整。本项研究不仅有助于深化多目标动态优化决策理论的研究,还为解决非常规油气资源开发投资决策难题提供一种新的思路和方法。  相似文献   

16.
The intermittent nature of wind energy generation has introduced a new degree of uncertainty to the tactical planning of energy systems. Short-term energy balancing decisions are no longer (fully) known, and it is this lack of knowledge that causes the need for strategic thinking. But despite this observation, strategic models are rarely set in an uncertain environment. And even if they are, the approach used is often inappropriate, based on some variant of scenario analysis—what-if analysis. In this paper we develop a deterministic strategic model for the valuation of electricity storage (a battery), and ask: “Though leaving out wind speed uncertainty clearly is a simplification, does it really matter for the valuation of storage?”. We answer this question by formulating a stochastic programming model, and compare its valuation to that of its deterministic counterpart. Both models capture the arbitrage value of storage, but only the stochastic model captures the battery value stemming from wind speed uncertainty. Is the difference important? The model is tested on a case from Lancaster University’s campus energy system where a wind turbine is installed. From our analysis, we conclude that considering wind speed uncertainty can increase the estimated value of storage with up to 50 % relative to a deterministic estimate. However, we also observe cases where wind speed uncertainty is insignificant for storage valuation.  相似文献   

17.
A model is presented for the operation of an agent whose responsibility is to purchase and perhaps stockpile sufficient quantities of a certain commodity in order to satisfy an exogenous constant demand per time period. This is the situation faced by a state agency which is responsible for the purchasing of oil products to satisfy the demand of a country in which demand for energy has stabilized at a certain level.An important feature of the model is that the price of the commodity is described by a stochastic process. This reflects the volatility of prices of oil products. Furthermore, the model takes storage capacity constraints explicitly into account, and thus can help to assess the optimal level of storage capacity expansion.The relevant stochastic dynamic programming equations are derived and solved for the least cost function, which turns out to be piecewise linear in the inventory level. The storage capacity enters only in the computation of the constant term of the value function. The solution of the dynamic programming equation leads also to the optimal purchasing strategy of agencies with different levels of flexibility in their policy: in the model, an agency can be allowed or not to resell from the stock and it can have finite or infinite storage capacity.  相似文献   

18.
Benati and Rizzi [S. Benati, R. Rizzi, A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem, European Journal of Operational Research 176 (2007) 423–434], in a recent proposal of two linear integer programming models for portfolio optimization using Value-at-Risk as the measure of risk, claimed that the two counterpart models are equivalent. This note shows that this claim is only partly true. The second model attempts to minimize the probability of the portfolio return falling below a certain threshold instead of minimizing the Value-at-Risk. However, the discontinuity of real-world probability values makes the second model impractical. An alternative model with Value-at-Risk as the objective is thus proposed.  相似文献   

19.
基于变系数回归模型的石油价格预测   总被引:1,自引:0,他引:1  
石油作为不可或缺的能源和化工原料,在国民经济生产运行中占据重要地位.石油也是一种战略物资,在国防和国家安全领域发挥着不可替代的作用.因此,对国际市场上的石油价格波动进行预测,具有十分重要的意义。本文采用变系数回归模型,以WTI原油现货价格为例,进行了未来4个季度的季度平均价格预测.  相似文献   

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