中国主要石油进口来源国国家风险预测模型与应用

Country Risk Prediction Model and Application of China's Major Oil-importing Source Countries

从当前备受国际关注的国家风险问题出发,试图找到稳定有效的方法对中国的6个主要的石油进口来源国的国家风险进行预测.研究利用了ICRG国家风险综合得分的数据,在运用灰色预测模型和灰色马尔可夫模型的基础上,加入了小波原理对序列残差进行降噪处理,提出了小波灰色马尔可夫模型用于对国家风险得分的预测.经过多个序列不同模型的试验比较,证实小波灰色马尔可夫模型在对石油资源国的国家风险得分拟合与预测中均有较好的效果.

This paper pays attention to country risk which attracts international studies, and tries to find the effective method to forecast the country risk of China＇s six major oil-importing source countries. This study presents a wavelet grey markov chain model （WGMMC） based on grey model and grey markov chain model to forecast country risk of oil-producing countries by ICRG country risk scores. By comparing results of the different sequence, it confirms that WGMMC performs well in both fitting and prediction for country risk.