【作者】 张莉；

【导师】 王慧敏；

【作者基本信息】 河海大学 ， 技术经济及管理， 2006， 博士

【摘要】 水价问题是南水北调东线水资源系统管理的关键问题。为了研究适应市场经济体制下水权转让要求的水价理论，针对经典工程水价研究视角局限在工程与经济方面、忽视市场供求主体沟通协调的缺陷，本文在系统科学、博弈论和供应链理论的指导下，运用多学科交叉的集成分析方法，形成了适用于南水北调东线新运营环境的定价理论体系。用供应链管理理论研究南水北调东线水资源流转过程中的定价问题开辟了跨流域调水定价研究的新视角，在南水北调水资源大系统定价理论与方法层面具有开拓性意义和广泛的应用前景。 本文用供应链思想把南水北调的供需各方统一为一个整体，界定了东线的水权交易主体，设计了在南水北调办公室调度控制中心统一协调下的三层无缝供应链；建立了基于供应链的东线水资源分层定价理论，将南水北调东线水价研究扩展到运营阶段。 在分层定价理论框架下，分析了东线供应链定价的本质、目标、原则。从财务与工程相结合的视角，对水价的成本要素及影响因素进行了分层分析。建立了基于OA的东线供应链作业成本分配模型，设计了东线供应链的作业环节，通过实例测算，与传统成本分配模型进行了对比分析。 建立了三层动态博弈定价模型。首先证明了在无约束假设下的合作博弈定价模型中，各级节点所获供应链整体利润高于非合作的Stackelberg动态博弈分散定价时的利润。其次根据各层节点特点，设计了两部制水价、多阶段的最高限价、利润分配因子、无论收货均需付款约束、内外部市场的歧视性价格、价格累进约束、供求变化约束等；最终对扩展模型进行了七种参数下的数值试验，运用遗传算法结合混沌搜索求解数值解，验证了证明结论，分别给出了各节点的定价策略。最后通过对南水北调东线供应链定价风险的内涵分析，建立了利用水期权、远期合约、互换合约规避价格风险的模型，对供应商及用户的利润变化进行了分析，指出利用金融衍生产品可有效降低东线水资源供应链价格风险。更多还原

【Abstract】 Water pricing is one of key issues of Eastern Route of South-to-North Water Transfer Project. Classical studies of water pricing limit on the aspects of project and economy but neglect coordination of suppliers and the demanders, so it is necessary to study the water pricing theory based on water rights transaction in market economy. According to system engineering, Game theory and Supply Chain Theory, the pricing theory of water is formed to adopt to the new environment of the South-to-North Water Transfer Project (SNWT for short in the following). Supply Chain Management Theory applied to SNWT is a new field of transferred water pricing theory and this theory has a cheerful prospect both in theory and methodology.The paper integrates the suppliers and demanders as a whole based on Supply Chain Theory, defines the main agents of water rights transaction of Eastern Route and designs the three-layers seamless supply chain. It sets up a fixed price theory based on cooperative game, and extends the research on water price regarding to SNWT into the operational stage.This paper analyzes the essence, the object and the principle of the pricing of Eastern Route of SNWT under the cooperative game theory. From the view point of finance and engineering, the cost elements and influence factors are analyzed. Further more, the model of cost allocation is established, the operation procedures is designed. Then this model is compared with traditional cost allocation model through the case study.The paper also builds up dynamic pricing model of three levels based on cooperative game theory. It demonstrates that the supply chain nodes are favored more profits in the game of corporation than non-cooperative of Stackelberg dynamic game. According to the characteristics of the nodes in each layer, the extended model is simulated under the restricts of seven factors, such as two-part tariff, upper price limit, profit allocation and so on. Then given some pricing strategies for each node.Finally, through the analysis of the pricing risk of Eastern Route supply chain of SNWT, the paper builds up an option model with water option, long-term contract and exchangeable contract to adverse risk. This model analyzes the profit change of suppliers and customers by using financial derivatives and finds out it can be used to adverse price risk of Eastern Route of SNWT effectively.更多还原