国际天然气价格驱动因素的结构性变化

页岩气开采技术的大规模应用增加了非常规天然气供应潜力,对国际天然气市场供需格局产生了较大冲击。本文利用带结构断点的协整检验、时变系数模型和条件误差修正模型等方法系统地研究了天然气价格与原油价格的动态关系,以及库存、天气和投机等短期因素对气价变化的影响。结果显示,国际天然气价格与原油价格间的协整关系在2005年飓风季与2008年金融危机期间发生了结构性变化,而且原油价格对天然气价格的影响强度呈现倒U型结构。此外,极端天气、突发性事件及投机等短期因素对气价存在显著的短期影响。不过,随着天然气供应出现过剩局面,天然气价格对这些短期因素的敏感性已大幅降低。     

油田产量构成的多阶段多目标优化

为了确保中后期原油稳产,如何将油田总产量合理细分到各采油厂成为油田开发规划面临的重要问题.建立了油田产量构成的多阶段多目标优化模型,将油田总产量按照产量构成的类型分配给各分项产量,进一步将各分项产量分配到各采油厂.结果表明,通过多阶段优化,在确保油田总产量稳定提高的同时,油田的总成本在两个阶段都有所下降,油田效益提高;此外,油田总产量目标被细分到了各采油厂的各分项产量,为油田决策者下达具体的产量指标提供了依据,以便油厂根据自身实际优化开发指标,完成油田下达的产量任务.     

A column generation approach for determining optimal fleet mix,schedules, and transshipment facility locations for a vessel transportation problem

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.     

国际能源价格波动的传导机制分析

基于2000年1月至2014年4月的月度数据,利用VAR模型对煤炭、石油、天然气三种能源价格波动影响国内物价水平的传导效应进行了实证分析.结果表明,能源价格的传导既存在供给拉动作用又存在需求推动作用;能源价格变动对生产领域的影响大于对消费领域的影响,且不同能源对我国物价的影响程度存在明显差异,其中,原油价格对原材料燃料动力购进价格指数和工业品出厂价格指数的影响大于煤炭和天然气.     

Models for petroleum field exploitation

This paper presents some models for an early evaluation of a petroleum field. Based on crude assumptions about a reservoir, our models suggest decisions concerning platform capacity, drilling programme and production. We start out with a simple production planning model using linear programming. By mixed integer programming techniques the model is gradually extended. The most sophisticated version of the model can propose platform capacity, where and when wells should be drilled, and the production from the wells. The models are tested on numerical examples, and the results are discussed. From the experiments we conclude that the problems are very hard to solve, and that the size of problems that can be solved is limited by the computational burden. Finally we give some ideas for future work that may provide better solution methods.     

Tactical planning of offshore petroleum production

This paper describes a model for tactical planning of Norwegian petroleum production. The problem involves regulation of production levels from wells, splitting of production flows into oil and gas products, further processing of gas and transportation in a pipeline network. Blending and processing of gas is necessary to satisfy quality requirements in the markets. The problem is formulated with multi-component flows, regulation alternatives in production, non-linear splitting for chemical processing and linear quality constraints on composite products. Production and splitting are modelled with integer requirements. The model is implemented in Xpress^MP with a Visual Basic supported user interface in Excel. It is constructed in cooperation with the major Norwegian oil company, Statoil and can identify optimal production patterns and assist in planning of possible shut-downs, demonstrate system robustness to customers and aid in contract negotiations.     

页岩气区块优选的模糊动态多属性决策模型研究

页岩气作为目前最现实的可替代能源倍受各国政府和企业的高度关注。针对信息不确定下页岩气区块优选的动态多属性决策难题,在初步估测不同阶段地质资源禀赋、基础设施建设投资以及环境保护要求等不确定信息下,以优选具有商业化价值开发的页岩气目标区块为重点研究对象,从解决不同区块的投资优先次序入手,运用多属性决策、模糊优化决策和动态决策优化的方法理论,通过剖析页岩气区块优选决策过程及其复杂性特征,将页岩气区块投资优选和排序问题进行形式化描述,提出一种探索解决这种模糊动态多属性决策问题的方法,并应用到具体的页岩气区块优选问题中。本项研究不仅有助于深化不确定条件下动态多属性决策理论的研究,还为解决页岩气区块优选这一投资决策难题提供新的思路和方法。     

中缅原油管道贯通对进口原油海上运输成本的影响分析

研究了中缅原油管道贯通对我国进口原油海上运输成本的影响.首先分析了我国的主要原油进口地、进口量和海上运输航线等信息,然后选择了三种不同型号油轮,并调查了其载重量、航速、日租金等数据.以不同型号油轮的运输航次及各条航线上的实际运输量为决策变量,总租金(总运输成本)最小化为目标函数,分别建立了中缅原油管道贯通前后我国进口原油海上运输问题的数学模型,并分别给出了求解方法.最后,根据实际统计数据进行计算,分别求出了中缅原油管道贯通前后我国原油海上运输的总成本,结果显示,中缅原油管道贯通后我国进口原油的海上运输成本将降低4.95%.     

Probability theory versus simulation of petroleum potential in play analysis

An analytic probabilistic methodology for resource appraisal of undiscovered oil and gas resources in play analysis is presented. This play-analysis methodology is a geostochastic system for petroleum resource appraisal in explored as well as frontier areas. An objective was to replace an existing Monte Carlo simulation method in order to increase the efficiency of the appraisal process. Underlying the two methods is a single geologic model which considers both the uncertainty of the presence of the assessed hydrocarbon and its amount if present. The results of the model are resource estimates of crude oil, nonassociated gas, dissolved gas, and gas for a geologic play in terms of probability distributions. The analytic method is based upon conditional probability theory and a closed form solution of all means and standard deviations, along with the probabilities of occurrence.     

On the use of fuzzy inference techniques in assessment models: part I—theoretical properties

An assessment model is a mathematical model that produces a measuring index, either in the form of a numerical score or a category to a situation/object, with respect to the subject of measure. From the numerical score, decision can be made and action can be taken. To allow valid and useful comparisons among various situations/objects according to their associated numerical scores to be made, the monotone output property and the output resolution property are essential in fuzzy inference-based assessment problems. We investigate the conditions for a fuzzy assessment model to fulfill the monotone output property using a derivative approach. A guideline on how the input membership functions should be tuned is also provided. Besides, the output resolution property is defined as the derivative of the output of the assessment model with respect to its input. This derivative should be greater than the minimum resolution required. From the derivative, we suggest improvements to the output resolution property by refining the fuzzy production rules.     

ROYALTY INCENTIVES AND GULF OF MEXICO OIL PRODUCTION

ABSTRACT. This paper employs field‐specific estimates of Pindyck's (1978) widely cited model of natural resource supply to simulate effects of changes in federal royalty rates on the timing of exploration and output by firms in the deepwater Gulf of Mexico oil industry. Results suggest that deepwater Gulf oil production is highly inelastic with respect to changes in royalty rates. Royalty rate decreases are shown to increase early period exploration effort, result in little change in reserve additions and future production. Policy implications of this study suggest that public officials should be wary of arguments that large increases in deepwater Gulf oil field activity can be obtained from reductions in federal royalty rates‐particularly reductions in the early years of oil field development.     

国际原油价格预测的双层随机整数规划模型、算法及应用

根据国际原油价格近期数据及原油价格变化量,给出了国际原油价格改变量的状态转移概率(或频率)矩阵.依此提出以国际原油价格预测误差的期望与方差最小为最优目标,建立国际原油价格预测的双层随机整数规划,并论述该优化问题最优解的存在性, 根据约束特性构造了优化算法.同时按照国内现行成品油定价机制, 提出的优化算法,对国内成品油调价进行了预测,实证分析表明提出的模型与优化算法具有一定的预测精度和较好的实用性.     

Efficiency,effectiveness and productivity of marketing in services

In this paper we consider complex deterministic problems, where there are two models that can be used to predict the performance for a given design. One of the models can give a precise estimation, but is complex and time consuming. The other model is simple and fast, but can only give a very crude estimation. We have proposed a learning-based ordinal optimization approach to tackle this problem. In this approach, we first run a simple model for all the designs and a complex model for a few designs, and then, through regression analysis, we estimate the noise trend, and this noise trend together with the crude estimates from the simple model will be used to screen the designs. The proposed approach is applied to solve an integrally bladed rotor (IBR) manufacturing problem where the production sequence and the production parameters need to be determined in order to minimize the overall manufacturing cost while satisfying the manufacturing constraints. The results indicate that, by using a very crude and simple model, we are able to identify good designs with a high degree of confidence.     

Supply chain optimization of petroleum organization under uncertainty in market demands and prices

A multi-period stochastic planning model has been developed and implemented for a supply chain network of a petroleum organization operating in an oil producing country under uncertain market conditions. The proposed supply chain network consists of all activities related to crude oil production, processing and distribution. Uncertainties were introduced in market demands and prices. A deterministic optimization model was first developed and tested. The impact of uncertainty on the supply chain was studied by performing a sensitivity analysis in which ±20% deviations were introduced in market demands and prices of different commodities. A stochastic formulation was then proposed, which is based on the two-stage problem with finite number of realizations. The proposed stochastic programming approach proved to be quite effective in developing resilient production plans in light of high degree of uncertainty in market conditions. The anticipated production plans have a considerably lower expected value of perfect information (EVPI). The main conclusion of this study is that for an oil producing country with oil processing capabilities, the impact of economic uncertainties may be tolerated by an appropriate balance between crude exports and processing capacities.     

基于物理经验模型约束的机器学习方法在页岩油产量预测中的应用

页岩油气产量预测是确定其开发经济性的重要手段,目前的产量预测研究很少能在物理模型与数据挖掘方法之间达到统一.针对页岩油气的产量分析,本研究深入结合误差反向传递（BP）神经网络和长短期记忆（LSTM）神经网络的数学方法优势,综合考虑工程经验模型的约束,改善了模型预测精度,经过实例数据训练后可较好地预测油田产量,并研究了页岩储层深度、总有机碳含量（TOC）、脆性度等油田参数对产量预测的影响规律.这项工作可以为页岩油气规模化开发提供可靠的产量预测和经济评价.     

Simulation of fluid catalytic cracking operation

Since its introduction in 1942 the fluid catalytic cracking (FCC) has been the most important and widely used process for the production of gasoline from heavy distillates. In most refineries the capacity of the FCC unit is second only to that of the crude distillation unit. Often an FCC unit is referred to as the heart of a modern refinery oriented toward maximum production of gasoline.The basic step in the FCC process is the recirculation of the catalyst through the reactor, stripping and regenerator. In the reactor system the hydrocarbon feed is heated and cracked. Coke (or carbon) may be produced and may deposit on the catalyst reducing its activity and selectivity. When the catalyst is circulated to the regenerator carbon is burned off causing the heating of the catalyst before its return to the reactor part. The products from the reactor are separated in a main fractionator into gas and liquid streams normally including a recycle feed to the reactor.The operation of an FCC unit requires the manipulation of a large number of controlled variables affecting its performance. Major process variables such as reactor temperature, catalyst circulation rate, catalyst inventory and recycle feed rate can be varied to influence the product yields and to accomodate widely different feedstocks. Unpredictable variation can occur in feed stock, catalyst quality and equipment performance. Most normal variation can be accomodated by a small change in operating conditions.For a new plant, comparison of actual versus predicted performance provides a valuable check on the validity of the design correlations and a guide for future laboratory and engineering research.The objectives of the present work are to simplify the complicated FCC process variables and to develop a computer model to simulate the operation of an FCC at different conditions. This includes the prediction of the effects of the operating variables on the reactor product yields. These products include fuel gas, C₃, C₄ gasoline, light gas oil and coke. The model provides a good base for troubleshooting and debottlenecking and may be useful in optimal control of the FCC.     

基于不确定理论的原油海运网络连通可靠性研究

原油海运网络是原油进口国的海上生命线,为科学衡量网络中节点受到突发事件影响后的原油海运网络的连通可靠性,本文采用不确定变量来描述突发事件发生后各节点的连通性,引入不确定理论对原油海运网络连通可靠性进行评估,并建立了不确定原油海运网络的最可靠路径选择模型。本文不确定变量的引入不再依赖较多的历史数据去描绘节点失效的概率分布,而且提出的最可靠路径选择模型可以确保突发事件发生后原油的及时运输。本文还提出了α-最可靠路径和最大测度最可靠路径选择问题,给出不确定原油海运网络最可靠路径风险值的不确定分布,为突发事件发生后决策者的路径选择提供依据。本文以中国进口原油海运网络为例作案例分析。     

Well management in the North Sea

The purpose of this paper is to describe a planning model for the management of approximately 130 petroleum-producing wells in the North Sea. The objective is to form a better basis for the decisions about which wells to produce from and which to shut down during a period. Every well is dealt with individually as the production potential and chemical composition are different. The total flow consists of six saleable components: gas, four NGL products, and oil. The production may be curtailed due to the capacities of the platforms, gathering centre, pipelines and refinery plants. The total gas production is available for fulfilling the gas contracts, injecting the gas into the reservoirs or using the gas as fuel. There exist contracts for some of the NGL products, while the rest of the NGL products and oil are sold on the free market. The well-management model is solved by means of a standard mathematical programming code, and computational results are given for a planning problem with four different data sets.     

Multi-product production planning: A goal programming approach

Cost minimization multi-product production problems with static production resource usage and internal product flow requirements have been solved by linear programming (LP) with input/output analysis. If the problem is complicated by interval resource estimates, interval linear programming (ILP) can be used. The solution of realistic problems by the above method is cumbersome. This paper suggests that linear goal programming (LGP) can be used to model a multi-product production system. LGP's unique modeling capabilities are used to solve a production planning problem with variable resource parameters. Input/output analysis is used to determine the technological coefficients for the goal constraints and is also used to derive an information sub-model that is used to reduce the number of variable resource goal constraints. Preliminary findings suggest that the LGP approach is more cost-efficient (in terms of CPU time) and in addition provides valuable information for aggregate planning.