运筹与管理2017，Vol.26Issue(1)：113-120,8.DOI:10.12005/orms.2017.0016
不确定需求下页岩气开发项目投资时机 与钻井数量选择研究
Investment Timing and Capacity Choose of Shale Gas Developing Project under Demand Uncertainty
摘要
Abstract
Based on the engineering implementation perspective and combined with the inconsistency of planning capacity and actual output and production decline, we establish decision model of investment timing and drilling quantity of shale gas project under the situation of demand uncertainty, get the analytical solution of the optimal investment timing and the optimal drilling quantity.What' s more, we also discuss the uncertainty, production decline rate, drilling success rate and the drilling cost change on the influence of the optimal timing of investment and the optimal number of drilling.The results show that the optimal timing of investment is influenced by the u-nit effective drilling cost but has nothing to do with the optimal number of drilling, and the optimal number of drilling is affected by market demand expected growth rate and volatility but has nothing to do with the market de-mand.The increase of uncertainty, production decline rate, or drilling cost, will cause the investment timing de-lay and increase in the number of drilling.The increase of drilling success rate will have the opposite effect.We also find that investment threshold and the optimal number of drilling has the same change rule.关键词
不确定性/投资时机/钻井数量/产量递减率/钻井成功率/钻井成本Key words
uncertainty/investment timing/drilling quantity/production decline rate/well success rate/well-cost分类
管理科学引用本文复制引用
刘子晗,郭菊娥,王占浩..不确定需求下页岩气开发项目投资时机 与钻井数量选择研究[J].运筹与管理,2017,26(1):113-120,8.基金项目
国家自然科学基金资助项目(71473193) （71473193）
