IDEAS home Printed from https://ideas.repec.org/a/gam/jeners/v12y2019i19p3699-d271554.html
   My bibliography  Save this article

Gravity Drainage Mechanism in Naturally Fractured Carbonate Reservoirs; Review and Application

Author

Listed:
  • Faisal Awad Aljuboori

    (Petroleum Engineering Department, Universiti Teknologi Petronas, Seri Iskandar 32610, Perak Darul Ridzuan, Malaysia)

  • Jang Hyun Lee

    (Petroleum Engineering Department, Universiti Teknologi Petronas, Seri Iskandar 32610, Perak Darul Ridzuan, Malaysia)

  • Khaled A. Elraies

    (Petroleum Engineering Department, Universiti Teknologi Petronas, Seri Iskandar 32610, Perak Darul Ridzuan, Malaysia)

  • Karl D. Stephen

    (Institute of GeoEnergy Engineering, Heriot-Watt University, Edinburgh EH14 4AS, UK)

Abstract

Gravity drainage is one of the essential recovery mechanisms in naturally fractured reservoirs. Several mathematical formulas have been proposed to simulate the drainage process using the dual-porosity model. Nevertheless, they were varied in their abilities to capture the real saturation profiles and recovery speed in the reservoir. Therefore, understanding each mathematical model can help in deciding the best gravity model that suits each reservoir case. Real field data from a naturally fractured carbonate reservoir from the Middle East have used to examine the performance of various gravity equations. The reservoir represents a gas–oil system and has four decades of production history, which provided the required mean to evaluate the performance of each gravity model. The simulation outcomes demonstrated remarkable differences in the oil and gas saturation profile and in the oil recovery speed from the matrix blocks, which attributed to a different definition of the flow potential in the vertical direction. Moreover, a sensitivity study showed that some matrix parameters such as block height and vertical permeability exhibited a different behavior and effectiveness in each gravity model, which highlighted the associated uncertainty to the possible range that often used in the simulation. These parameters should be modelled accurately to avoid overestimation of the oil recovery from the matrix blocks, recovery speed, and to capture the advanced gas front in the oil zone.

Suggested Citation

  • Faisal Awad Aljuboori & Jang Hyun Lee & Khaled A. Elraies & Karl D. Stephen, 2019. "Gravity Drainage Mechanism in Naturally Fractured Carbonate Reservoirs; Review and Application," Energies, MDPI, vol. 12(19), pages 1-26, September.
  • Handle: RePEc:gam:jeners:v:12:y:2019:i:19:p:3699-:d:271554
    as

    Download full text from publisher

    File URL: https://www.mdpi.com/1996-1073/12/19/3699/pdf
    Download Restriction: no

    File URL: https://www.mdpi.com/1996-1073/12/19/3699/
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Nikkinen, Jussi & Rothovius, Timo, 2019. "The EIA WPSR release, OVX and crude oil internet interest," Energy, Elsevier, vol. 166(C), pages 131-141.
    2. Jiang, Yonghong & Jiang, Cheng & Nie, He & Mo, Bin, 2019. "The time-varying linkages between global oil market and China's commodity sectors: Evidence from DCC-GJR-GARCH analyses," Energy, Elsevier, vol. 166(C), pages 577-586.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Bisweswar Ghosh & Alibi Kilybay & Nithin Chacko Thomas & Mohammed Haroun & Md Motiur Rahman & Hadi Belhaj, 2022. "Hybrid Carbonated Engineered Water as EOR Solution for Oil-Wet Carbonate Formation," Energies, MDPI, vol. 15(21), pages 1-21, October.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Zhang, Hao & Cai, Guixin & Yang, Dongxiao, 2020. "The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective," Energy, Elsevier, vol. 196(C).
    2. Chen, Yanan & Qi, Haozhi, 2024. "COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches," Energy, Elsevier, vol. 286(C).
    3. Wen, Fenghua & Cao, Jiahui & Liu, Zhen & Wang, Xiong, 2021. "Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets," International Review of Financial Analysis, Elsevier, vol. 76(C).
    4. Alao, Rasheed O. & Payaslioglu, Cem, 2021. "Oil price uncertainty and industrial production in oil-exporting countries," Resources Policy, Elsevier, vol. 70(C).
    5. Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
    6. Asl, Mahdi Ghaemi & Canarella, Giorgio & Miller, Stephen M., 2021. "Dynamic asymmetric optimal portfolio allocation between energy stocks and energy commodities: Evidence from clean energy and oil and gas companies," Resources Policy, Elsevier, vol. 71(C).
    7. Cui, Jinxin & Maghyereh, Aktham & Goh, Mark & Zou, Huiwen, 2022. "Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments," Energy, Elsevier, vol. 238(PB).
    8. Tran, Thuy Nhung, 2022. "The Volatility of the Stock Market and Financial Cycle: GARCH Family Models," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 56(1), pages 151-168.
    9. Kuang, Wei, 2023. "The equity-oil hedge: A comparison between volatility and alternative risk frameworks," Energy, Elsevier, vol. 271(C).
    10. Zhang, Qi & Di, Peng & Farnoosh, Arash, 2021. "Study on the impacts of Shanghai crude oil futures on global oil market and oil industry based on VECM and DAG models," Energy, Elsevier, vol. 223(C).
    11. Mo, Bin & Nie, He & Zhao, Rongjie, 2024. "Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods," Energy, Elsevier, vol. 288(C).
    12. Guo, Yaoqi & Shi, Fengyuan & Lin, Boqiang & Zhang, Hongwei, 2023. "The impact of oil shocks from different sources on China's clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective," Resources Policy, Elsevier, vol. 81(C).
    13. Albulescu, Claudiu Tiberiu & Tiwari, Aviral Kumar & Ji, Qiang, 2020. "Copula-based local dependence among energy, agriculture and metal commodities markets," Energy, Elsevier, vol. 202(C).
    14. Sun, Guanglin & Li, Jianfeng & Shang, Zezhong, 2022. "Return and volatility linkages between international energy markets and Chinese commodity market," Technological Forecasting and Social Change, Elsevier, vol. 179(C).
    15. Waseem Khan & Vishal Sharma & Saghir Ahmad Ansari, 2022. "Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks: A case of emerging economy," Review of Development Economics, Wiley Blackwell, vol. 26(3), pages 1733-1784, August.
    16. Wang, Hu & Li, Shouwei, 2021. "Asymmetric volatility spillovers between crude oil and China's financial markets," Energy, Elsevier, vol. 233(C).
    17. Li, Zhenghui & Mo, Bin & Nie, He, 2023. "Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 46-57.
    18. Liu, Zixin & Hu, Jun & Zhang, Shuguang & He, Zhipeng, 2024. "Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
    19. Claudiu Albulescu & Aviral Tiwari & Qiang Ji, 2020. "Copula-based local dependence between energy, agriculture and metal commodity markets," Papers 2003.04007, arXiv.org.
    20. Adrian Fernandez‐Perez & Raquel López, 2023. "The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(11), pages 1499-1530, November.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:gam:jeners:v:12:y:2019:i:19:p:3699-:d:271554. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: MDPI Indexing Manager (email available below). General contact details of provider: https://www.mdpi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.