基于输入侧DEA的石油企业运营-风险联动分析
Analysis on Operation-Risk Linkage for Oil Enterprise Based on Input-DEA
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- 引用格式:
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孙王敏,杨晓光,张宝生,魏新强,孙肖阳.基于输入侧DEA的石油企业运营-风险联动分析[J].天然气与石油,2017,35(5):0.doi:
Sun Wangmin, Yang Xiaoguang, Zhang Baosheng, Wei Xinqiang, Sun Xiaoyang.Analysis on Operation-Risk Linkage for Oil Enterprise Based on Input-DEA[J].Natural Gas and Oil,2017,35(5):0.doi:
- DOI:
- 作者:
- 孙王敏1 杨晓光1 张宝生1 魏新强2 孙肖阳3
Sun Wangmin1, Yang Xiaoguang1, Zhang Baosheng1, Wei Xinqiang2, Sun Xiaoyang3
- 作者单位:
- 1. 中国石油大学(北京)工商管理学院,2. 中国石油集团经济技术研究院,3. 中国石油天然气股份有限公司规划总院
1.School of Business Administration, China University of Petroleum-Beijing,2.CNPC Economics & Technology Research Institute,3. PetroChina Planning & Engineering Institute
- 关键词:
- 输入侧DEA;运营-风险联动;风险分析
Input-DEA; Operation-risk linkage; Risk analysis
- 摘要:
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中国经济持续发展引起能源需求不断增长,导致石油对外依存度逐渐升高,中国石油企业正采取“走出去”战略以保障原油供应。然而,进口石油很大一部分来自局势不稳定的中东和北非地区,海外运营面临很大风险。企业面临的风险通常与运营过程息息相关,但将风险与运营进行联动分析的研究寥寥无几。以最低合理可行(ALARP)原则为基本分析理念,通过构造模糊隶属函数实现运营指标数据与风险的联动关系,并以距离函数为纽带,以构造虚拟前沿面和等效前沿面的形式将ALARP原则融入数据包络分析(DEA)计算过程中,构建石油企业运营-风险联动模型。以公司A和公司B为研究对象说明基于输入侧DEA模型量化风险的过程。结果表明:公司A总体风险为低度风险,其外部环境类风险值最高,属于中度风险,其次为运营风险和结算类风险;公司B总体风险为较低风险,其中利率风险的风险值最高,属于较高风险,其次是外部环境风险和安全环保类风险。基于输入侧DEA的石油企业海外运营-风险评价方法为业务构成相对复杂、管理层级较多的大型企业,提供了一种定量与定性相结合、以周期性整体风险指数为判断依据的风险管理方法,是高度整合公司内部风险管理资源的一种有效途径。
China’s sustained economic development contributes to rising energy demand. The limited domestic oil production leads to higher and higher foreign-trade dependence. China's oil companies are actively taking the “Go Out policy” to ensure the oil supply. However, oil supply is from the countries and regions that are in turmoil with higher risk, such as the Middle East and North Africa. Risk faced by China’s oil companies is closely related to the business performance. But little research has related the business performance with risk. Based on As Low As Reasonably Practicable (ALARP), this paper studies the interactive relationship between operation index and risk by constructing the fuzzy membership function. The distance function is used as a link to construct the virtual frontier and the equivalent frontier. In the process, ALARP is assimilated into Data Envelopment Analysis (DEA), and then the enterprise operation - risk linkage model is constructed. Company A and Company B is analyzed as examples with the input-DEA risk quantification model. The results show that the overall risk of the Company A is low, in which the external environmental risk is the highest, which is moderate risk, and the next is operation risk and settlement risk; Company B overall risk is the lower, in which the risk of interest rate is the highest, which is higher risk, followed by external environmental risks and safety and environmental risks.