突发事件情景下的中国战略石油储备应对策略研究  

The Optimal Strategies of China's Strategic Petroleum Reserves in Emergency

作　　者：吴刚[1] 魏一鸣[2] 

机构地区：[1]中国科学院科技政策与管理科学研究所,北京100190 [2]北京理工大学管理与经济学院,能源与环境政策研究中心,北京100081

出　　处：《中国管理科学》2011年第2期140-146,共7页Chinese Journal of Management Science

基　　金：国家自然科学基金项目(70733005,70701032);中科院知识创新人才项目(O801141601)

摘　　要：本文基于动态规划模型,模拟分析了不同突发事件下(自然灾害、局部武装冲突、金融危机等)我国战略石油储备的应对策略,以期最小化国家战略石油储备总成本。本文在成本函数中增加了突发事件造成的宏观经济损失,并用月度决策代替了已有相关研究的年度决策,使模拟结果更贴近实际。模型结果表明:突发自然灾害情景下,最优策略是先快速释放约12～36百万桶原油,来平抑油价、缓解供应短缺;金融危机情景下,最优策略是先趁油价高位抛售一定的储备(约6～18百万桶),然后当油价低位时快速补仓,但最大补仓量最好不要超过总储备能力的77%,来降低总的储备成本;局部武装冲突的情景下,最优策略是持续快速的释放约36～77百万桶原油,以保障石油供应安全。This paper simulates the optimal strategies of China＇s strategic petroleum reserve in emergency based on a dynamic programming model.We include the GDP loss cause by oil supply shortages in the reserve cost function,and use monthly decision instead of annual basis to provide more realistic simulation of the optimal SPR strategy.Model results show that： In sudden natural disaster scenario,the optimal strategy is to rapidly draw down about 12~36 million barrels SPR to stabilize oil prices and ease supply shortages.In financial crisis scenario,the optimal strategy is to sell some SPR（about 6~18 million barrels） at high oil prices,and then quickly stockpile while the oil prices are relatively low so as to reduce the total cost of reserves.In local armed conflict scenario,the optimal strategy is to continuously and rapidly draw down about 36~77 million barrels SPR to protect the security of oil supply.

关 键 词：战略石油储备 动态规划模型 突发事件 补仓策略 释放策略 

分 类 号：C931[经济管理—管理学]