| 天然气下游价格风险传导模型研究 |
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| 引用本文： | 谢旭光,张在旭. 天然气下游价格风险传导模型研究[J]. 价值工程, 2012, 31(31): 288-289 |
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| 作者姓名： | 谢旭光 张在旭 |
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| 作者单位： | 1. 中国石油大学(华东)经济管理学院,青岛266580;河南科技大学管理学院,洛阳471003
2. 中国石油大学(华东)经济管理学院,青岛,266580 |
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| 摘 要： | 本文通过分析天然气下游价格风险的传导途径,提出了应用沙堆模型分析了天然气下游价格风险的传导机理,并模拟了其价格雪崩过程。结合前人的研究成果,判断该风险传导网络是无标度网络。得出结论,只有提高每一位利益相关者的风险忍受阀值和控制该系统的Hub点的行为,才能有效的控制整个下游价格风险传导网络。
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| 关 键 词： | 天然气下游价格风险 风险传导模型 沙堆模型 |
Study on the Conducting Model of Natural Gas Price Risk |
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| XIE Xu-guang , ZHANG Zai-xu. Study on the Conducting Model of Natural Gas Price Risk[J]. Value Engineering, 2012, 31(31): 288-289 |
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| Authors: | XIE Xu-guang ZHANG Zai-xu |
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| Affiliation: | XIE Xu-guang;ZHANG Zai-xu(①School of Economics and Management,China University of Petroleum(Huadong),Qingdao 266580,China;②School of Management,Henan University of Science and Technology,Luoyang 471003,China) |
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| Abstract: | This paper analyzed natural gas price risk pathways,and a mechanism is putted forward with application of sand model to analyze the gas price risk conducting,which simulated its price avalanche process.Combining with the results of other researchers,we judge the risk transmission network is scale-free network.The conclusion is that we not only improve each stakeholder risk stand valve value but also control of the system of the Hub point behavior,the whole price risk conducting network can effective be controlled. |
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| Keywords: | natural gas price risk risk conducting model sand model |
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