基于双边贸易关系的中国原油进口组合多目标优化研究

Research on Multi-objective Optimization of China’s Crude Oil Import Portfolio Based on Bilateral Trade Relations

原油进口稳定对保障国家能源安全具有极其重要的意义。基于2016—2018年我国原油实际进口数据,考虑原油进口费用、风险以及双边贸易关系等要素,构建多目标组合优化模型,利用NSGA-II算法进行优化求解,深入探究我国原油进口的优化空间及双边贸易关系对进口组合策略的影响。研究结果表明:考虑成本和风险因素时,我国原油进口实际决策方案具有较大的优化空间;多目标优化模型确定的组合方案可以使原油进口分布更为均衡,能有效降低原油供应风险;双边贸易强度对原油进口风险的影响显著,且贸易强度越高,对原油进口风险的规避作用越明显。

The stability of crude oil imports is extremely important for safeguarding national energy security.Based on China's crude oil import data from 2016 to 2018,this paper constructs a multi-objective combination optimization model considering crude oil import costs,risks and bilateral trade relations,and uses NSGA-II algorithm to solve the problem.We aim to deeply explore the optimization space of China's crude oil imports and the impact of bilateral trade relations on the import portfolio strategy.The results reveal that:China's crude oil import scheme has a large optimization space considering the cost and risk factors;The combination scheme determined by the multi-objective optimization model makes the distribution of crude oil imports more balanced and can effectively reduce the risk of crude oil supply;The impact of bilateral trade intensity on crude oil import risk is significant,and the higher the trade intensity is,the more obvious the evasive effect on crude oil import risk is.