【中文摘要】 能源是经济发展的主要推动力之一，随着我国经济的快速发展，对石油的需求越来越多，在持续高企的油价背景下，如何保证石油的安全供应和国家能源安全，是能源战略中的重要问题。 本文应用现代管理科学的理论与方法，结合我国石油供应安全面临的若干关键科学问题，采用复杂系统建模的思想，分别建立了我国石油进口风险评价模型、石油战略储备规模决策分析模型、石油战略储备补仓策略动态规划模型，定量分析了我国石油进口风险的变化及原因，不同发展阶段的最优石油战略储备规模，以及不同情景下，战略储备的最优补充策略等问题，以期为我国石油进口策略的优化和储备政策的制定提供科学的信息支持和决策参考。 概括起来，本文的主要工作和创新包括以下几个方面： (1) 将经济学中衡量商品市场份额的经典理论HHI(Hirschman-Herfindahl Index)方法引入到石油市场，建立了石油进口风险评价模型，比较分析了世界主要石油进口国的石油进口风险指数和多元化指数。由于传统的HHI方法默认商品的市场风险是相同的，鉴于石油进口的特殊性，受地缘政治和运输路线等因素的影响，不同的石油出口地区其风险是不同的，即使是同一出口地区对于不同的石油...更多进口国其风险也是不同的，所以我们在HHI方法的基础上引入了风险权系数参量。因此，实证研究的结果具有较强的可比性和参考价值，对进一步优化我国石油进口策略具有一定的指导性。 (2) 根据我国原油进口的特点，结合传统的投资组合理论建立了原油进口风险评价的投资组合指数模型，定量分析了1996-2004年中国原油进口的系统风险指数和特定风险指数的变化，同时应用情景分析方法，研究了不同原油进口方案的风险指数变化。由于1996年以来我国原油进口量增长非常迅速，进口量的变化在很大程度上掩盖了其它因素对风险的影响，针对原油进口的多元化风险具有较强的地域性的特点，对传统的投资组合理论进行了改进，提出了原油进口投资组合指数模型，通过实证结果的比较分析，进一步证实了我们建立的风险指数模型更为客观地反映了我国原油进口的风险变化。 研究结果表明，我国原油进口策略还有较大的优化空间，如果我国降低对 

【英文摘要】 Energy is invariably an overwhelming contributor to economic development globally. In order to meet the rapid and sustainable economic development, China requires increasing amounts of oil. In the context of higher oil prices and complex geopolitics, China's oil supply security and national energy security policies are one of the most important issues in energy strategy.This paper combines a number of important scientific issues on China's oil supply security using modern management science theories and approaches; and analyzes the changes in trend of China's oil import risks and rationale, optimal strategic petroleum reserve levels for 2010 to 2020, and optimal strategic petroleum reserve acquisitions under different scenarios. Additionally, this paper compares energy security policies of United States, European Union, and that of China. All these can provide scientific support for China's oil import strategies and strategic petroleum reserve policy decisions.Our main focus of researc...h and improvement is as followings:(1) This paper improves the classical HHI (Hirschman-Herfindahl Index) approach to assess oil import risk. The classical HHI approach assumes that market risks for all goods are exactly the same. But oil is a special commodity due to the impact of geopolitics, transportation and so on, and the import risk of different oil export sources is also different. The import risk is also diverse for different importers from the same export source. So we introduce a risk weight coefficient to the HHI approach. Based on the improved HHI model, we compare an oil import risk index and diversification index for United States, Japan, and European Union with those of China. Consequently, these empirical results are comparable, referenced and instructive for adjusting China's oil import strategies.(2) Based on portfolio theory, this paper quantifies the diversification index, the systematic and specific risks of China's crude oil import over the period 1996-2004. Furthermore, we analyze the change in risk index for different crude oil import scenarios. Because China's crude oil import increased rapidly from 1996 onwards, the impact of crude oil import on the sum totals risk too high to allow identification of the impact of other factors on risk from classical portfolio theory. Thus we improve upon the traditional portfolio theory and develop a risk index model of portfolio theory for 

【中文关键词】 石油进口风险; 投资组合理论; 石油战略储备; 决策分析方法; 动态规划模型
【英文关键词】 Oil import risk; Portfolio theory; Strategic petroleum reserve; Decision tree analysis approach; Dynamic programming model