Identifying the risk-return spectrum of the FSU oil economies

Xiaolei Sun; Wan He; Gang Li; Jianping Li

doi:10.1109/CSO.2009.57

Identifying the risk-return spectrum of the FSU oil economies

Xiaolei Sun^*
, Wan He
, Gang Li
, Jianping Li

^*Corresponding author for this work

CAS - Institutes of Science and Development
University of Chinese Academy of Sciences
School of Economics

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

2 Scopus citations

Abstract

This paper quantifies the risk-return spectrum of the FSU' oil economies, which are of high potential as China's major crude oil-importing sources, and explores the influence of introducing the relative risk weights on the changes of the risk-return spectrum. The results show that when the risk preference of decision-makers is considered, the risk-return spectrum of the FSU turns into the low-risk with highreturn from the high-risk with high-return, which proves that increasing imports from the FSU is an effective way to balance out the risk from the high import dependence on the ME, and to promote the China's energy import security.

Original language	English
Title of host publication	Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009
Pages	439-442
Number of pages	4
DOIs	https://doi.org/10.1109/CSO.2009.57
State	Published - 2009
Externally published	Yes
Event	2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009 - Sanya, Hainan, China Duration: 24 Apr 2009 → 26 Apr 2009

Publication series

Name	Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009
Volume	2

Conference

Conference	2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009
Country/Territory	China
City	Sanya, Hainan
Period	24/04/09 → 26/04/09

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10.1109/CSO.2009.57

Cite this

Sun, X., He, W., Li, G., & Li, J. (2009). Identifying the risk-return spectrum of the FSU oil economies. In Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009 (pp. 439-442). Article 5193990 (Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009; Vol. 2). https://doi.org/10.1109/CSO.2009.57

@inproceedings{11f8d0ab214443eabd76c00320e24450,

title = "Identifying the risk-return spectrum of the FSU oil economies",

abstract = "This paper quantifies the risk-return spectrum of the FSU' oil economies, which are of high potential as China's major crude oil-importing sources, and explores the influence of introducing the relative risk weights on the changes of the risk-return spectrum. The results show that when the risk preference of decision-makers is considered, the risk-return spectrum of the FSU turns into the low-risk with highreturn from the high-risk with high-return, which proves that increasing imports from the FSU is an effective way to balance out the risk from the high import dependence on the ME, and to promote the China's energy import security.",

author = "Xiaolei Sun and Wan He and Gang Li and Jianping Li",

year = "2009",

doi = "10.1109/CSO.2009.57",

language = "英语",

isbn = "9780769536057",

series = "Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009",

pages = "439--442",

booktitle = "Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009",

note = "2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009 ; Conference date: 24-04-2009 Through 26-04-2009",

}

Sun, X, He, W, Li, G & Li, J 2009, Identifying the risk-return spectrum of the FSU oil economies. in Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009., 5193990, Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009, vol. 2, pp. 439-442, 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009, Sanya, Hainan, China, 24/04/09. https://doi.org/10.1109/CSO.2009.57

Identifying the risk-return spectrum of the FSU oil economies. / Sun, Xiaolei; He, Wan; Li, Gang et al.
Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009. 2009. p. 439-442 5193990 (Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009; Vol. 2).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

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AU - He, Wan

AU - Li, Gang

AU - Li, Jianping

PY - 2009

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N2 - This paper quantifies the risk-return spectrum of the FSU' oil economies, which are of high potential as China's major crude oil-importing sources, and explores the influence of introducing the relative risk weights on the changes of the risk-return spectrum. The results show that when the risk preference of decision-makers is considered, the risk-return spectrum of the FSU turns into the low-risk with highreturn from the high-risk with high-return, which proves that increasing imports from the FSU is an effective way to balance out the risk from the high import dependence on the ME, and to promote the China's energy import security.

AB - This paper quantifies the risk-return spectrum of the FSU' oil economies, which are of high potential as China's major crude oil-importing sources, and explores the influence of introducing the relative risk weights on the changes of the risk-return spectrum. The results show that when the risk preference of decision-makers is considered, the risk-return spectrum of the FSU turns into the low-risk with highreturn from the high-risk with high-return, which proves that increasing imports from the FSU is an effective way to balance out the risk from the high import dependence on the ME, and to promote the China's energy import security.

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DO - 10.1109/CSO.2009.57

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SN - 9780769536057

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BT - Proceedings of the 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009

T2 - 2009 International Joint Conference on Computational Sciences and Optimization, CSO 2009

Y2 - 24 April 2009 through 26 April 2009

ER -

Identifying the risk-return spectrum of the FSU oil economies

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