石油对经济生活的重要性不言而喻，中国原油的高对外依存度及集中的进口来源区域引起我们对能源安全的广泛关注，如何有效最小化国际原油价格波动和供应短缺或中断带来的风险，制定突发事件影响下的最佳采购策略是我们必需关注的焦点，但目前结合突发事件的采购策略研究还不足。论文通过采用符合中国原油进口习惯的月度数据，建立了突发事件下的CVaR模型，综合考虑价格波动、供应中断造成的GDP冲击和战略石油储备因素，分析三种不同突发事件情景下的原油进口采购策略。研究表明：当预期中东区域出现危机时，非洲和欧洲/俄罗斯是增加采购量的理想选择，若迪拜价格波动不剧烈，亚太采购量也可适当增加；对于仅仅只有价格变动，动用战略石油储备降低风险有限，只有当供给中断时，动用战略储备才能发挥巨大的降低风险，更好的减少对国民经济冲击的作用。本文在最小化原油进口风险值且同时考虑进口来源多样化、风险、成本及价格变动率的情况下，构建的基于CVaR的应急原油进口采购策略模型，丰富了该领域的研究成果，为中国原油进口采购策略提供了具体可操作的参考。
The importance of oil to the economic life is evident, the high dependence of Chinese oil imports and centralization of import source regions causes us to pay more attention to energy security. How to effectively minimize the fluctuations of international crude oil price and avoid the risk of crude oil due to supply shortage or interruption, formulate the optimal procurement strategy under different emergencies is the focus of our attention. However, the research of procurement strategy under emergencies in existing literatures is insufficient. This paper uses monthly crude oil imports data, establishes a CVaR model based on different emergency cases, considering price fluctuations, effect of supply disruptions to GDP and the Strategic Petroleum Reserve and also analyzes the crude oil import procurement strategies of three different scenarios under emergencies. It is found that when the crisis is expected to occur in the Middle East region, Africa and Europe/Russia are the ideal choices to increase purchase quantity. If price fluctuation in Dubai is not severe, the purchase quantity of Asia also can be appropriately increased. In addition, for only price fluctuations, the effects of using strategic oil reserves to reduce risks are limited. Only when supply is interrupted, it can play a good role of reducing risks and impacts on national economy. Minimizing the risk value of crude oil imports and considering the diversification of import sources, risks and rate of price fluctuations at the same time, the model of crude oil procurement strategy under emergencies based on CVAR established in this paper, not only enriches the research results of this field, but also provides a specific and operational reference for Chinese imported crude oil procurement strategies.
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