Multi-objective optimization of crude oil-supply portfolio based on interval prediction data
文献类型：期刊论文
| 作者 | Sun, Xiaolei; Hao, Jun; Li, Jianping |
| 刊名 | ANNALS OF OPERATIONS RESEARCH
 |
| 出版日期 | 2020 |
| DOI | 10.1007/s10479-020-03701-w |
| 英文摘要 | The optimization of crude oil-supply portfolio is a hot research issue in energy security, which is closely related to the implementation of national strategy and development of economy. Forecasting the demand of crude oil is the basis for portfolio optimization. Therefore, this paper innovatively introduces the decomposition hybrid interval prediction method and proposes a multi-objective programming model in order to provide decision-making support for the formulation of crude oil-supply portfolio scheme. Under the constraints of volume, price and risk, the minimum cost and risk of importing crude oil are achieved. Furthermore, by introducing optimization parameters and risk preference factors, and setting different scenarios for numerical simulation, the results show that (1) decomposition hybrid prediction methods perform better than single prediction methods. (2) As the optimization parameter increases, costs and risks are significantly decreased. Decision-makers can set large parameters to achieve significant optimization of the objective function. (3) The total cost of imported crude oil fluctuates sharply, while the total risk decreases with the increase of risk preference factors under the different scenarios. (4) The fluctuation of price and risk adjustment factors will cause the change of oil-supply portfolio optimization scheme. |
| 语种 | 英语 |
| 源URL | [http://ir.casisd.cn/handle/190111/9747]  |
| 专题 | 中国科学院科技战略咨询研究院 |
| 推荐引用方式 GB/T 7714 | Sun, Xiaolei,Hao, Jun,Li, Jianping. Multi-objective optimization of crude oil-supply portfolio based on interval prediction data[J]. ANNALS OF OPERATIONS RESEARCH,2020. |
| APA | Sun, Xiaolei,Hao, Jun,&Li, Jianping.(2020).Multi-objective optimization of crude oil-supply portfolio based on interval prediction data.ANNALS OF OPERATIONS RESEARCH. |
| MLA | Sun, Xiaolei,et al."Multi-objective optimization of crude oil-supply portfolio based on interval prediction data".ANNALS OF OPERATIONS RESEARCH (2020). |
入库方式： OAI收割
来源：科技战略咨询研究院
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