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The Risk Analysis of Coal Invested Project and Monte Carlo Simulation

Author: YangXinRong
Tutor: CuiBin
School: Chinese Geology University (Beijing)
Course: Mineralogy,petrology, Mineral Deposit Geology
Keywords: Monte Carlo method Risk Analysis Coal investment projects
CLC: F426.21
Type: Master's thesis
Year: 2006
Downloads: 761
Quote: 11
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Abstract


Our country is based on coal as the main energy of the national coal occupies an irreplaceable position in our country's energy structure. With the deepening of China's economic reform, analysis, and evaluation of the risks faced by the coal investment projects increasingly become important in industry investment, operation and management work. At present, the economic evaluation of investment projects on coal generally using deterministic methods only determine the economic evaluation index values, that is, according to some predicted or estimated from data, projected coal investment projects as a strategic decision-making basis. In practice, however, the economic benefits of the coal investment projects are often affected by many and easily change has an impact on the economic effects of random factors, so only these factors sensitivity analysis is not enough. Variation to a comprehensive understanding of the economic effects of the coal investment projects, detailed examination of the possible risks of investment projects of coal as well as a variety of economic indicators, the reliability of the need for in-depth risk analysis of the project, the Monte Carlo method is to solve the above problems one important way. Monte Carlo method in accordance with the distribution of the variable randomly selected numerical simulation project investment process, through a large number of independent, double counting, multiple simulation results, and then according to the statistical theory to calculate the statistics of the simulation results and related economic evaluation the statistical characteristics of investment returns and risks of the project have a clear estimate. This article draws on the experience at home and abroad, the Monte Carlo method is applied to the investment project risk analysis in coal, coal investment project risk analysis of a practical model for rational investment in coal projects provide higher value decisions based on sources. Paper system analysis of the status quo and development trend of the coal industry, an overview of China's coal industry, the main sources of risk, and summarizes the status and progress of domestic and international risk analysis study, drawing on domestic and foreign investment project risk evaluation methods and results a lot of data and information on the source of coal investment project risk analysis, on the basis of the qualitative analysis, quantitative analysis model, combined with the actual situation of China's coal investment projects, actual cases illustrate how using the Monte Carlo method to simulate the risk analysis of of coal investment project in China. This article is an applied research and its innovation lies: ① innovative application of existing theory to study the risk of high-risk investment projects, the discounted cash flow model with Monte Carlo stochastic modeling method combine the use of probability theory and analysis of the risk of the investment projects of coal; law of large numbers and (2) specific examples illustrates the application of the Monte Carlo method in the the coal investment project risk analysis, a similar investment project risk analysis also can learn from.

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