山东省耕地利用集约度时空变化及政策启示

研究目的:通过分析1993-2014年山东省耕地利用集约度总体和各投入要素集约度的时空变化特征及影响因素,进而探讨耕地利用集约度与社会经济发展水平的协调程度,并提出相应政策措施,以提高山东省耕地集约利用水平,保障区域粮食安全。研究方法:能值分析、GIS空间分析、主成分分析。研究结果:(1)1993-2014年,山东省耕地利用集约度总体呈增长态势,而劳动集约度不断下降;资本集约度中,属于省工性投入的农业机械集约度呈现出显著的线性增长特征,属于增产性投入的化肥、农药和农膜集约度均呈先升后降的趋势。(2)全省耕地集约利用水平空间差异明显,总体上呈"东西高,南北低"的特点。(3)耕地利用集约度在一定程度上受社会经济发展水平的制约,两者存在着不协调现象。研究结论:1993-2014年,山东省耕地利用集约度不断上升的同时也存在明显的区域差异,不同区域应依据当地自然和社会经济条件,采取相应措施提高耕地集约利用水平。     

LIQUIDATION IN LIMIT ORDER BOOKS WITH CONTROLLED INTENSITY

We consider a framework for solving optimal liquidation problems in limit order books. In particular, order arrivals are modeled as a point process whose intensity depends on the liquidation price. We set up a stochastic control problem in which the goal is to maximize the expected revenue from liquidating the entire position held. We solve this optimal liquidation problem for power‐law and exponential‐decay order book models explicitly and discuss several extensions. We also consider the continuous selling (or fluid) limit when the trading units are ever smaller and the intensity is ever larger. This limit provides an analytical approximation to the value function and the optimal solution. Using techniques from viscosity solutions we show that the discrete state problem and its optimal solution converge to the corresponding quantities in the continuous selling limit uniformly on compacts.     

ARBITRAGE‐FREE BILATERAL COUNTERPARTY RISK VALUATION UNDER COLLATERALIZATION AND APPLICATION TO CREDIT DEFAULT SWAPS

We develop an arbitrage‐free valuation framework for bilateral counterparty risk, where collateral is included with possible rehypothecation. We show that the adjustment is given by the sum of two option payoff terms, where each term depends on the netted exposure, i.e., the difference between the on‐default exposure and the predefault collateral account. We then specialize our analysis to credit default swaps (CDS) as underlying portfolios, and construct a numerical scheme to evaluate the adjustment under a doubly stochastic default framework. In particular, we show that for CDS contracts a perfect collateralization cannot be achieved, even under continuous collateralization, if the reference entity’s and counterparty’s default times are dependent. The impact of rehypothecation, collateral margining frequency, and default correlation‐induced contagion is illustrated with numerical examples.     

The role of inventories and capacity utilization as shock absorbers

We examine the role of inventories and capacity utilization (of both capital and labor) for the propagation of business cycle fluctuations. We document a new set of facts regarding the U.S. cyclical regularities of inventories and capacity utilization. First, we find that capital utilization and the flows of services from both capital and labor are procyclical, and comove with the holdings of inventories. Second, we find that labor utilization is procyclical as well, but is weakly negatively correlated with inventories. We build a model that accounts for these facts, and also accounts for the stylized inventory facts, i.e., inventory holdings are procyclical, while the inventory-to-sales ratio is countercyclical. The analysis is centered on the effects of two possible shocks: preference (demand) shocks and technology shocks. Our model shows that inventories and the rate of capital utilization are mostly complements, while inventories and the rate of labor utilization are mostly substitutes. It further shows that temporary demand shocks emphasize the role of inventories as being a “shock absorber,” whereas high-persistence demand shocks, as well as technology shocks of any persistence, emphasize the role of inventories as being a complement to consumption.     

快速城镇化地区不同生计类型农户耕地利用集约度评价 ——以上海市青浦区为例

研究目的:针对快速城镇化地区农户生计分化现象,以上海市青浦区为例,对不同生计策略类型农户的耕地利用集约度进行评价,并分析其影响因素,以期为改善农户土地利用行为、实现土地资源合理高效利用与农户生计可持续发展提供政策参考。研究方法:运用价值形态测度方法核算各生计类型农户的耕地利用集约度,以两水平方差成分模型确定耕地利用集约度影响因素。研究结果:(1)不同生计策略类型农户耕地利用集约度存在差异性,大小顺序依次为专业农业型、传统农业型、农业兼业型、非农兼业型,劳动集约度与资本集约度排序与之基本一致;(2)同一生计策略类型农户的耕地利用集约度存在相似性,耕地利用集约度的总变异中有24.32%是由农户生计策略类型不同而引起的,水平一中农业收入比重、农业补贴、耕地面积、地块平均离家距离、农户离集镇距离与水平二中是否兼业等是影响农户耕地利用集约度的显著因素;(3)模型拟合效果评价表明该方法具有可行性。研究结论:耕地利用集约度不仅与农户自身禀赋有关,而且受生计类型影响,政府相关部门应结合当地实际情况引导农户对这两方面进行调整或完善。     

Business and cyber peace: We need you!

Rarely does a day seem to go by without another front page story about a firm being breached by cyber-attackers. Even experts in the field are far from immune from the unsustainable status quo. For example, Jim Lewis of the Center for Strategic and International Studies has said: “We have a faith-based approach [to cybersecurity], in that we pray every night nothing bad will happen.” This is a difficult starting point to consider an appropriate end game. Still, it is something that firms must do since infinite investment cannot breed infinite security. This article takes lessons from the burgeoning field of cyber peace studies and applies them to private sector cyber risk mitigation strategies. With members of the C-suite on down to mailroom clerks worrying about the next attack and looking over their shoulder after a breach occurs, who wouldn’t welcome some peace of mind?     

飞机发动机吊装实训平台安全性论证

以理论力学,材料力学,机械设计基础为理论依据,通过对发动机在安装状态和在吊装状态时的受力分析,计算论证了飞机发动机吊装实训平台的安全性。并且经过实践检验和无损检测的鉴定,进一步证明了飞机发动机吊装实训平台的安全可靠性。     

中国电力行业碳排放配额分配——基于排放绩效

阐述了我国二氧化碳排放现状;预测了2015年、2020年我国二氧化碳的允许排放量,测定出电力行业的二氧化碳排放控制目标,并将其分解到不同容量等级的发电机组中;基于排放绩效方法,对2015年、2020年不同火电厂的碳排放配额进行了分配;最后给出在我国推广排放绩效机制所需的政策支持。研究结果表明,利用排放绩效机制能有效分配碳排放配额,控制二氧化碳排放量,是电力行业实施碳减排的一种有效机制。     

基于系统动力学的研发投资预算研究

研发投入是一种高风险的投资,研发投入过多或过少都不利于企业的发展,而如何在企业资源有限的情况下,合理安排研发投入以获取持续的竞争能力是企业研发管理的重点。应该说,研发投入系统是一种复杂的系统,本文首先对研发投资预算的方法进行了回顾,继而提出了运用系统动力学编制研发投资预算的思路并构建了基于系统动力学的研发投资预算模型,该模型将研发系统分为研发流程、研发团队和现金流等三个子模块并描述了研发投资预算的影响因素及其作用过程,最后,以电子产品为例运用该模型模拟了四种不同研发投资预算方案的效果。     

基于城市流视角的环长株潭城市群空间联系分析

基于城市流强度理论模型,对环长株潭城市群的城市流强度值和城市流强度结构进行了测算分析,得出本城市群多数城市的城市流强度值偏小,城市间的空间联系偏弱,究其主要原因是各城市的综合经济实力不强,产业的外向度不高.再对城市流强度值与三次产业的关系进行多元线性回归分析,发现第二产业对城市流强度的影响大于第三产业,环长株潭城市群仍然处于以工业增长为主的初级发展阶段.最后,提出了环长株潭城市群各城市提高城市流强度和增强空间联系的对策.