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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。
Based on the dynamic programming model, this paper simulates and analyzes the strategy of China’s strategic oil reserves under different emergencies (natural disasters, local armed conflicts, financial crisis, etc.) in order to minimize the total cost of national strategic oil reserves. In this paper, the macroeconomic loss caused by emergencies is added to the cost function, and the annual decision is replaced by the monthly decision to make the simulation result more realistic. The results show that under the natural disaster scenario, the optimal strategy is to quickly release about 12-36 million barrels of crude oil to stabilize the oil price and ease the shortage of supply. Under the financial crisis scenario, the optimal strategy is to first take advantage of high oil prices to sell (About 6 to 18 million barrels), and then make up short positions when the price of oil is low, but it is best not to exceed the maximum reserve capacity by more than 77% of the total reserve capacity to reduce the total cost of storage. In the case of a partial armed conflict, The strategy is to release about 36-77 million barrels of crude oil in a sustained and rapid manner to ensure oil supply security.