西南石油大学学报(社会科学版) ›› 2012, Vol. 14 ›› Issue (4): 6-10.DOI: 10.3863/j.issn.1674-5094.2012.04.002

• 石油与天然气软科学 • 上一篇    下一篇

蒙特卡洛模拟在油田开发经济评价风险中的应用

张明泉 钟雄   

  1. 西南石油大学应用技术学院,四川 南充 637001
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2012-07-01 发布日期:2012-07-01

Application of Monte Carlo Simulation to Economic Evaluation ofOil and Gas Development

ZHANG Ming-quan ZHONG Xiong   

  1. Applied Technique College,Southwest Petroleum University,Nanchong,Sichuan 637011,China
  • Received:1900-01-01 Revised:1900-01-01 Online:2012-07-01 Published:2012-07-01

摘要: 油气开发项目存在很大的风险和不确定性,作好经济评价,加强风险分析是规避风险的前提。在系统分析影响油气项目经济评价主要风险因素(商品量、油气价格、经营成本、基准折现率、建设投资)的基础上,结合某气田开发实例,运用蒙特卡洛分析方法,对经济评价及其风险进行定量分析,认为:相比于净现值法的单次计算,蒙特卡洛模拟能综合考虑多种风险因素,不仅能得到评价结果,也能得到对应的发生概率,风险结果更可靠、更贴近实际,更能体现经济评价的合理性;建议油气开发项目经济评价中应加强蒙特卡洛模拟分析研究,提高项目决策的科学性。

关键词: 油气田项目, 经济评价, 风险因素, 风险分析, 蒙特卡洛模拟

Abstract: Due to the high risks in oil and gas development projects,economic evaluation and risk assessment is essentially important. Based on the analysis of main risk factors affecting oil and gas economic evaluation,such as oil and gas production,price,operation cost,IRR,and investment costs,taking the development case of a certain gas reservoir as example and adopting Monte Carlo Analysis,this paper makes aquantitative analysis on economic evaluation and its risk. The conclusion is that compared with the conversional NPV method,Monte Carlo Analysis can make an integrated consideration of various risk factors. It could not only obtain the assessment result but also the probability distribution,and the risk result is more reliable,more practical and can better reflect the equitability of the evaluation results. The authors suggest that Monte Carlo Analysis should be enhanced in economic evaluation of oil and gas projects in order to improve the accuracy of policy decision.

Key words: oil and gas projects, economic evaluation, risk factor, risk analysis, Monte Carlo analysis

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