煤层气开发投资项目不确定性综合评估方法探讨

夏良玉 李世齐 鲁坤 罗东坤 刘键烨 代由进 翟雨阳

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工业技术经济 ›› 2017, Vol. 36 ›› Issue (7) : 27-34.
论文

煤层气开发投资项目不确定性综合评估方法探讨

  • 夏良玉1,李世齐1,鲁坤2,罗东坤1,刘键烨1,代由进3,翟雨阳4
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The Comprehensive Evaluation Method of Uncertainty in Investment Projects of Coal-bed Methane

  • Xia Liangyu,Li Shiqi,Lu Kun,Luo Dongkun,Liu Jianye,Dai Youjin,Zhai Yuyang
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摘要

在评价煤层气开发项目经济效益的过程中,常采用敏感性分析来评估项目的不确定性,但敏感性分析无法综合评估项目的不确定性。本文开展此项研究以期建立简便、可操作的综合不确定性分析方法。为此,利用模拟方案生成数据,对数据进行统计分析,寻找不确定因素与效益指标之间的函数关系。研究发现,当不确定因素在一定范围内波动时,多因素变动对经济效益的综合影响可以近似为单因素影响的线性叠加,即可利用单因素敏感曲线的拟合斜率来构建综合评价公式。线性叠加会产生计算误差,误差随因素变动范围的扩大而增加,不确定因素在±25% 范围内波动时,90% 以上的数据落在误差区间为±10% 的范围之内。文中建立的方法可以对方案进行综合不确定性评价,优选方案。

Abstract

The sensitivity analysis is a common method for uncertainty evaluation of the coal-bed methane(CBM) development projects,but unfortunately can not have a comprehensive evaluation for uncertainty of the project. Therefore,it is necessary to construct a simple and operational comprehensive evaluation method of uncertain factors. Firstly,the CBM development scheme is constructed and the profit data of various uncertain factors are simulated. Then the statistical analysis of the data is carried out. Finally the function relationship between the factors and the profit is found. It is shown that the combined effect of multivariate changes on economic benefi ts can be approximated as a linear superposition of the univariate effect when uncertain factors fluctuate in a certain range,which is the comprehensive evaluation formula of uncertainty can be constructed byusing the fi tting slope of the univariate sensitivity curve. Simulation deviation of the method tends to increase with the expansion of the sensitive factors variation. More than 90% of the data deviation can be controlled within 10% when uncertain factors fluctuate within 25%. The method established in this paper can be applied to comprehensive
evaluation of uncertainty and provide reference for the comparison among different scheme within an allowable deviation and credibility range.

关键词

煤层气开发 / 经济效益 / 风险评估 / 不确定性分析 / 内部收益率

Key words

coal-bed methane development / economic benefits / risk assessment / uncertainty analysis / internal rate of return

引用本文

导出引用
夏良玉 李世齐 鲁坤 罗东坤 刘键烨 代由进 翟雨阳. 煤层气开发投资项目不确定性综合评估方法探讨. 工业技术经济. 2017, 36(7): 27-34
Xia Liangyu,Li Shiqi,Lu Kun,Luo Dongkun,Liu Jianye,Dai Youjin,Zhai Yuyang. The Comprehensive Evaluation Method of Uncertainty in Investment Projects of Coal-bed Methane. Journal of Industrial Technological Economics. 2017, 36(7): 27-34

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基金

“十三五”国家科技重大专项“大型油气田及煤层气开发”下设子课题:煤层气开发经济评价与风险评估(项目编号:2016ZX05042-002-004);中国石油大学(北京)科研基金资助:基于经济评价的非常规天然气产业政策研究(项目编号:2462015YQ0718)。
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