为了保障天然气进口国的供应安全和经济持续稳定发展，本文建立了能综合考虑天然气储备对进口量和国内价格水平影响的模型，并利用最优控制原理，求得天然气进口国的最优进口量、储备量以及国内价格策略，结合比较静态分析和数值模拟，探讨了出口国垄断能力和进口国的供应中断风险厌恶程度对最优稳态储备规模、进口规模、国内天然气价格水平的影响。结果表明，在兼顾消费者剩余和供应安全总效用最大化的条件下，天然气储备将趋于长期最优稳态水平，且能避免进口天然气价格倒挂现象。随着进口国供应中断风险厌恶程度提高，天然气最优储备的积累速度将放缓，出口国垄断能力对最优策略的影响比进口国风险厌恶程度更加显著，最优稳态储备规模随出口国垄断能力的上升而下降。当出口国垄断能力足够高时，进口国的最优稳态进口量和国内价格水平不会随供应中断风险厌恶程度产生显著变化。
The global natural gas markets are affected not only by commercial factors but also by noncommercial factors, such as geopolitics and different preferences of the exporting countries and importing countries. During the recent years, the dispute over natural gas trade has increased significantly with rising demand for clear energy. Both high export-dependent and import-dependent countries are easily exposed to the risks of supply disruption and price volatility. In order to lessen the negative impact of these risks, many gas-importing countries use gas reserve as an important tool. The main purpose of this paper is to study the effect of gas reserve on the quantity of gas import and gas price of a gas-importing country. To this end, the benefits and the costs of gas reserves are introduced into the utility function of a gas-importing country. The optimal solution of this problem is obtained by the theory of optimal control, and the effects of relevant factors, such as the monopoly power of an exporting country and the risk aversion of an importing country, are analyzed in detail. Results show that the optimal level of natural gas reserve will approach a steady state in the long run. Gas reserve is a useful strategy for reducing the volatility of the domestic gas price of an importing country. An increase in the monopoly power of a gas-exporting country has weaker effect on a gas-importing country's import quantity and its domestic price when the gas-importing country has a higher risk aversion toward supply disruption. An increase in the degree of risk aversion helps to decrease the accumulation speed of the gas reserve. However, the reserve has a higher level of steady state in this case. A change in the monopoly power of an exporting country has stronger effect on the optimal solution than that of an equivalent change in the risk aversion of an importing country. China's current natural gas import accounts for about one-third of its total consumption, and the gap between domestic gas production and consumption will tend to become larger in the future. Though the Chinese government has made great improvements in risk reduction by import diversification and other methods during the past decade, the domestic reserve level is still very low and the storage facilities are also limited. Our analysis is helpful to understand the role gas reserves may play and also instructive for our country to formulate a rational strategy for gas imports and reserves.
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