Diversification of Portfolio of International Oil and Gas Assets using Cluster Analysis

IF 1.5 Q2 ENGINEERING, MULTIDISCIPLINARY

International Journal of Engineering Pub Date : 2023-01-01 DOI:10.5829/ije.2023.36.10a.06

L. Nikolaichuk, K. Ignatiev, I. Filatova, A. Shabalova

引用次数: 3

Abstract

Improving the tools and mathematical methods to diversify the portfolio of oil and gas assets in the face of limited investment, high market volatility, increasing risks and uncertainties at the current level of technology development is a very urgent task. In order to form an effective investment portfolio, the authors proposed asset diversification using cluster analysis, which implies grouping sample objects according to a set of specific features. The method under consideration involves five stages of asset valuation in order to consider those assets in a three-dimensional space, taking into account the specifics of the oil and gas business, including determination of individual asset trajectory, performing spatial approximation, calculating the clustering coefficient, ranking the resulting pairs

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基于聚类分析的国际油气资产组合多元化研究

在目前的技术发展水平下，面对投资有限、市场波动大、风险和不确定性增加的情况，改进工具和数学方法以实现油气资产组合多样化是一项非常紧迫的任务。为了形成有效的投资组合，作者提出了利用聚类分析进行资产分散，即根据一组特定的特征对样本对象进行分组。考虑到油气业务的具体情况，该方法包括五个阶段的资产评估，以便在三维空间中考虑这些资产，包括确定单个资产轨迹、执行空间近似、计算聚类系数、对结果对进行排序

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

International Journal of Engineering ENGINEERING, MULTIDISCIPLINARY-

自引率

23.10%

发文量

期刊介绍： The objective of the International Journal of Engineering is to provide a forum for communication of information among the world''s scientific and technological community and Iranian scientists and engineers. This journal intends to be of interest and utility to researchers and practitioners in the academic, industrial and governmental sectors. All original research contributions of significant value in all areas of engineering discipline are welcome. This journal is published in two quarterly transactions. Transactions A (Basics) deals with the engineering fundamentals. Transactions B (Applications) are concerned with the application of engineering knowledge in the daily life of the human being and Transactions C (Aspects) - starting from January 2012 - emphasize on the main engineering aspects whose elaboration can yield knowledge and expertise that can equally serve all branches of engineering discipline. This journal will publish authoritative papers on theoretical and experimental researches and advanced applications embodying the results of extensive field, plant, laboratory or theoretical investigation or new interpretations of existing problems. It may also feature - when appropriate - research notes, technical notes, state-of-the-art survey type papers, short communications, letters to the editor, meeting schedules and conference announcements. The language of publication is English. Each paper should contain an abstract both in English and Persian. However, for the authors who are not familiar with Persian language, the publisher will prepare the translations. The abstracts should not exceed 250 words.