不确定环境下煤炭资源多阶段投资管理的理论及应用研究

项目名称： 不确定环境下煤炭资源多阶段投资管理的理论及应用研究

项目编号： No.71473194

项目类型： 面上项目

立项/批准年度： 2015

项目学科： 管理科学

项目作者： 金浩

作者单位： 西安科技大学

项目金额： 60万元

中文摘要： 我国是煤炭资源消费大国，在国内外煤炭形势日趋复杂多变的情况下，确保我国煤炭行业可持续发展已是相关决策部门亟待解决的热点问题。本项目在宏观把握国内煤炭资源状况之基础上，对影响我国煤炭勘查-开发-深加工多阶段投资管理的不确定性因素进行识别和分类，并对不确定性因素的变化规律进行定量化描述；然后构建多目标约束优化模型，揭示煤炭资源多阶段投资项目价值形成机理；通过灵敏度分析，找出不确定性因素对煤炭资源最优开采路径的影响；最后以不确定性环境下煤炭资源多阶段投资管理的理论研究和实证分析结果为依据，进行煤炭资源投资管理的政策模拟，给出相应的政策建议，形成目标-路径-策略链。这些研究将对我国煤炭资源勘查-开发-深加工多阶段的投资决策及实施中的科学管理提供理论和方法上的支持，同时也能丰富自然资源最优配置理论.

中文关键词： 不确定性；煤炭资源；投资管理；实物期权

英文摘要： Our country is a big consumer of coal resources. Because of the domestic and abroad coal situation increasingly being more complex, how to ensure the sustainable development of China's coal industry has been a hot issue for the relevant decision-making departments. On the basis of macroscopic view of the coal resources at domestic, we could identify and classify the uncertainties which have tremendous impact on the Exploration- Development-Deep processing multi-stage investment management of coal resources. The uncertainties variation would also be quantitatively described. Thus, the multi-objective constrained optimization models are built and the mechanism of the value of coal resources investment management is revealed. Based on the theoretical and empirical analysis results of multi-stage coal resources investment management under uncertain environment, the appropriate investment management policy is given and the target-path-strategy chain is obtained. Hence, the study will provide theoretical and methodological guidance to develop multi-stage management of coal resources investment and rich the theory of optimal allocation of natural resources.

英文关键词： uncertainty;coal resources;investment management;real options