石油进口来源多元化和来源风险的相关关系

Correlation Between Diversification of Oil Import Sources and the Risks

自1993年开始,中国石油进口对外依存度逐年提高,石油进口来源安全显得尤为重要。基于赫芬达尔指数和马科维茨投资组合模型建立石油进口来源风险模型;采用2008—2010年世界主要石油进出口国相关数据,实证分析了石油进口来源多元化程度和进口来源风险相关关系。研究结果表明:(1)中国石油进口来源风险高于美国,但低于日本和其他亚洲国家,表现出较好的风险抵御能力;(2)石油进口来源多元化程度和石油进口来源风险显著正相关。总的来说,中国石油进口来源多元化程度和进口来源风险处于下降趋势,说明中国对能源安全水平与重视程度有所提高。

As dependence of Chinese oil on import has continued to increase since 1993,the safety of oil import sources is becoming particularly important. We established the risk model of oil import sources based on the Herfin-dahl index and Markowitz portfolio model, and by using the relative data on major oil import and export countries in the world from year 2008 to 2010,we studied the correlation between diversification of oil import sources and the risks. The results showed ： （ 1 ） the risk of oil import sources in China is higher than that in United States, but lower than that in Japan and other Asian countries, and Chinese oil import sources are better risk resistant; （2） the diver- sification of oil import sources have significant positive correlation with the risks of oil import sources. In conclu-sion, both the diversification and risks of oil import sources are on a downward trend in China,which indicates that China has paid much more attention on energy security than ever.