关键词: 原油价格波动, 马儿科夫链, 线性规划, 最优进口策略, GDP损失

Abstract: Based on the historical data of international crude oil price, by statistical methods,it is proved that the fluctuation of international oil price takes on Markov property. China's oil import price is regarded as Markov chain and probability of state transition is calculated. After summarizing China's import strategies, the loss of GDP caused by every strategy under each state is estimated and linear programming model for optimal strategy is founded. The result shows that, even under the condition that the optimal strategy is carried out, the fluctuation of the international oil price can still make a loss to GDP of 47.078 billion yuan.

Key words: crude oil price fluctuation, markov chain, linear programming model, optimal import strategy, GDP losing