我国对外开放战略的跨越式发展--从特区建设到“一带一路”

中国改革开放从特区建设到“一带一路”的实施推进,经历了设立经济特区、进一步开放沿海城市、沿江沿边和内陆省份开放、加入WTO和“一带一路”五个阶段,并表现出鲜明的特点。我国对外开放战略,具有渐进性、阶段性和互利性,对“一带一路”战略的有效实施有着重要的作用。     

Pricing temperature derivatives with a filtered historical simulation approach

In this paper, we propose pricing temperature derivatives using a filtered historical simulation (FHS) approach that amalgamates model-based treatment of volatility and empirical innovation density. The FHS approach implicitly captures the risk premium with the entire risk-neutral model (except the innovation distribution), thereby providing significantly more flexibility than existing methods that use only one designated parameter to capture the risk premium. Additionally, instead of relying on the fitted innovation distribution, the FHS approach uses empirical innovations to capture excess skewness, excess kurtosis, and other non-standard features in the temperature data, all of which are important for the correct pricing of temperature derivatives. We apply the FHS approach to pricing derivatives written on the temperature of Chicago, and demonstrate that this approach yields better in-sample and out-of-sample pricing performance than the constant market price of risk method and the consumption-based method.     

Backtesting extreme value theory models of expected shortfall

We use stock market data to analyze the quality of alternative models and procedures for forecasting expected shortfall (ES) at different significance levels. We compute ES forecasts from conditional models applied to the full distribution of returns as well as from models that focus on tail events using extreme value theory (EVT). We also apply the semiparametric filtered historical simulation (FHS) approach to ES forecasting to obtain 10-day ES forecasts. At the 10-day horizon we combine FHS with EVT. The performance of the different models is assessed using six different ES backtests recently proposed in the literature. Our results suggest that conditional EVT-based models produce more accurate 1-day and 10-day ES forecasts than do non-EVT based models. Under either approach, asymmetric probability distributions for return innovations tend to produce better forecasts. Incorporating EVT in parametric or semiparametric approaches also improves ES forecasting performance. These qualitative results are also valid for the recent crisis period, even though all models then underestimate the level of risk. FHS narrows the range of numerical forecasts obtained from alternative models, thereby reducing model risk. Combining EVT and FHS seems to be best approach for obtaining accurate ES forecasts.     

关于赫尔德历史发展的思想

赫尔德是历史哲学的开拓者之一。他从人在宇宙中的地位出发,独创性的提出了历史发展思想。他的历史哲学思想具有两面性。     

《德意志意识形态》中的科学法哲学观

《德意志意识形态》标志着马克思法哲学理论体系的形成。马克思和恩格斯第一次全面地、科学地阐述了历史唯物主义基本原理,并将这些原理运用于法学研究,从而创立了马克思主义的法哲学观。     

从OECD国家发展历程看我国2020年能源电力消费

详细分析了OECD 10个主要国家在工业化进程中的能源和电力消费趋势。分析结果表明：在工业化和现代化的进程中,电力消费的增长速度始终快于一次能源消费;后发工业化国家的能源和电力消费增速远快于先行工业化国家,各国电力消费比重都在不断攀升。因此,在21世纪中叶我国全面实现工业化、基本实现现代化之前,无论是能源电力消费的总量还是人均指标,我国的一次能源和电力消费都将伴随着工业化进程继续快速增长,而目前我国接近发达国家的电力消费比重还将继续上升。情景分析表明,2020年,我国人均能源消费将达3.18～4.95tce,能源消费总量将达44.2亿～68.8亿tce;人均用电量增至5240～8090kW·h,全社会用电量达到7.3万亿～11.2万亿kW·h,需要15.8亿～24.4亿kW发电装机容量,人均装机约1.137～1.755kW。     

北京市非典型四合院的保护方略

四合院是北京的传统民居,是反映老北京文化、历史和传统风貌的基本单元,也是公共政策关注的焦点。分析了非典型四合院的概念和本质,指出对待非典型四合院应采取恢复其文物本来面貌的政策思路,并在此基础上提出落实政策思路的具体途径是赎买和置换使用权。     

马克思主义中国化的历史文化渊源

本文从研究马克思主义同中国传统文化的关系入手,揭示了中国知识分子接受马克思主义理论的必然性,并进一步阐述了作为中国政治家的知识分子在传播运用马克思主义的同时使马克思主义逐步实现了中国化,成为指导中国革命和建设的科学理论。     

浅谈心理学的历史形态

在很多人看来,心理学上曾经存在着两种历史形态,即哲学心理学和科学心理学;但近年来,也有学者从多角度考察,认为心理学在自身的演变和发展过程中,存在着不同的和多样的历史形态,包括常识心理学、哲学心理学、宗教心理学、类科学心理学和科学心理学。     

嘉兴籍辛亥革命先锋群体及其历史功绩

辛亥革命时期嘉兴籍革命先锋群体大多出身富裕,但却不耽于优裕生活,以推翻腐朽满清统治为己任;大多曾留学日本,与同盟会的主要领导人或地方分会主盟人多有往来。辛亥革命前期,他们兴办革命刊物、组织进步团体、创办新式教育,影响深远;参与领导光复杭州、嘉兴和攻克南京的战斗,功勋卓著;在辛亥革命成果被袁世凯窃取后,又继续追随孙中山先生从事革命活动。他们对嘉兴、浙江乃至整个辛亥革命发挥了重要作用,也促使嘉兴成为浙江辛亥革命的发轫、辉煌地区。