近年来世界石油市场异常动荡,石油价格变化不断。基于对现实情况的分析,认为是石油需求膨胀而非供给中断引发了石油价格的剧烈波动。文章着眼于石油战略储备策略的设计,以解决潜在的并有可能愈演愈烈的石油安全问题。引入了一个旨在使国家经济损失最小化的多期随机模型,并运用递归的方法寻求每一期石油存储量的最优路径。结果表明,最优储备策略是在第一年以每天3.25百万桶的购买率购买石油,购买率逐年增加,到第32年达到峰值——每天8.73百万桶石油,随后购买率又逐年递减。
In recent months, the world oil market has years, with the most relevant feature of unpredicted prices shown an abnormal behavior as compared with past few We primarily aim to design stockpile policy to deal with oil insecurity issue that do exist and will likely intensify in the future. We concentrate on the demand side on the ground of our observation of its significant impacts on oil price, develop a stochastic multi-period model and employ the recursive method to look for the optimal path of stockpile size indicated by the optimized dynamics of acquisition. We, with the objective of minimizing potential oil insecurity costs over a long time, figure out that the optimal stockpile policy is that the acquisition rate is 3.25 million barrels per day in the initial year, rises and reaches the peak 8.73 million barrels per day later and then declines gradually.