男装放松量的设计研究

男装基本纸样放缩设计是基本纸样成为具体样板的第一步。本文论述了男装结构设计中合体、宽松服装与原型的关系,探讨了男装进行结构设计时在原型基础上放松量的增减处理。     

钻井液化学剂检验中复合盐水基浆配制方法探讨

指出了钻井液化学剂检验中复合盐水基浆配制方法,探讨了钙膨润土的加量和碳酸钠的相对比例对滤失量测定结果产生的影响,规范了复合盐水基浆的配制方法。     

高效能的PET回收碎片解决方案

赫斯基做出的突出成就是HyPET回收碎片(RF)系统,该系统专门设计用于瓶胚生产过程中,使用高比例的食品级回收PET碎片实现瓶到瓶的回收。通过显著提升瓶到瓶的回收量,HyPETRF系统使PET包装步上可持续发展之路。     

一种自动调节灌装量的灌装机概述

该灌装机通过PLC控制器、空瓶检测结构、灌装量检测结构和灌装结构可以实现自动控制调节灌装量,通过皮带输送结构和PLC控制器可以快速高效地进行液体的自动灌装,大大降低了工作人员的工作强度。     

辽河冷家油田功图法量油技术可行性研究

本文介绍了辽河冷家油田的计量工艺现状，分析了当前计量工艺存在的不足，提出应用功图法量油技术来解决单井计量误差大甚至无法量油等问题，以简化地面流程，降低运行成本，提高油井系统效率。通过辽河油田齐40块的应用实例，证明功图法量油技术在冷家油田的适应性与可行性。     

牛居油田热洗清防蜡的研究与应用

1目前热洗油井现状
　　辽河油田茨榆坨采油作业一区所辖的牛居油田主要管理着牛12块、16块、19-21块、23-19块、牛18断块以及其它、零散等区块的246口油气井,月平均正常连续开井数为61口;油田开发已经进入后期,面临着地层压力下降,部分井结蜡越来越重,热洗用液量、热洗费用有增高趋势等不利因素,热洗工作仍然面临着新的挑战。目前,针对正常热洗的井、经过摸索观察按结蜡程度、供液能力进行分类如下。其中按结蜡程度主要分为结蜡严重、结蜡较重、结蜡一般、结蜡轻微、待观察五种类型;按供液能力主要分为高液量井（45t/d以上）、中液量井（20-45t/d）、低液量井（10-20t/d）、特低液量井（10t/d以下）四种类型,目前牛居油田有高液量井12口,所占比例20%,中液量井24口,所占油井比例40%,低液量井14口,所占油井比例23.3%,特低液量井10口,所占油井比例16.7%。     

乍得原油管道管输费模型的构建与优化

充分借鉴国内外管输费模式,综合考虑项目利益、乍得政府诉求以及管输费计算模型合理性等因素,构建了乍得一、二期原油管道全生命周期与输量比例相融合的管输费计算模型.该模型有三大创新点:一是构建了“资本性支出回收+操作费用回收+贷款利息回收+边际商业利润”计算模型;二是引入“边际商业利润”,保证管道项目在全生命周期获得既定的内部收益率;三是创立按“输量比例”要素进行投资回收,较好地匹配了上游项目上产节奏.按照该模型测算,截至2016年12月底,中方收取的一、二期管道乍得政府矿费油管输费累计达3856.52万美元.该成果对石油天然气管道项目处理类似问题具有一定借鉴意义.     

YD-2油井远程产量计量及分析优化系统在马厂油田的应用

介绍了YD油井远程监控、液量自动计量及分析优化系统的原理及功能,通过在马厂油田的应用,产液量计量误差小于10％的油井占全部油井的90％以上,产液量波动较大的油井计量准确度明显提高,并能有效地反映油井动态变化,从而可以逐步取代油井传统的计量方式,开创马厂油田管理与地面建设的新模式。     

抽油机井功图法量液技术在马厂油田的应用

本文介绍了YD油井远程监控、液量自动计量及分析优化系统的原理及功能，通过在马厂油田的应用，产液量计量误差小于10％的油井占全部油井的90％以上，产液量波动较大的油井计量准确度明显提高，并能有效地反映油井动态变化，从而可以逐步取代油井传统的计量方式，开创马厂油田管理与地面建设的新模式。     

量油车在回油管线量油的可行性分析

随着油田开采时间延长,生产情况比较复杂,计量间设备逐渐老化、清淤维护不及时等现象时有出现,表现为分离器内管线腐蚀穿孔、泥沙堵塞、油井管线堵等,已经无法满足日常资料全准的要求,油井生产动态不能及时反映出来。目前,X区块有6座计量间因分离器腐蚀严重无法核实量油,影响我矿64口采油井的产液量核实。2010年X区块产能加大后,量油车量油成为X区块精准计量产液量的一种辅助手段。量油车量油时,需要串联到井口流程中,井口连接油管放空,出口连接井口回油,模拟正常生产流程,这就要求井口流程必须具备可形成量油回路的井口设备。但X区块的低矮井口抽油机、电泵井、螺杆泵井不具备可连通量油车的井口流程。本文针对量油车量油受到井口流程限制这一问题,提出解决方案,并在现场实施,做了初步的可行性分析。保障了X区块量油资料精准录取,夯实开发方案制订和动态分析数据基础。     

Asset Characteristics and Boom and Bust Periods: An Experimental Study

We examine the impact of transaction costs, short selling restrictions and divisibility of assets on market efficiency in experimental asset markets. We find that transaction costs do not exacerbate the inefficiency of the market. They reduce the magnitude of bubbles and push prices closer to fundamentals. More divisible assets exhibit smaller deviations of prices from fundamentals. Short selling restrictions contribute to prolonged bubbles, while relaxing them increases the occurrence of “bust cycles.” We also find that experimental real estate markets display larger deviations of prices from fundamental values, longer boom and bust cycles and smaller turnover than experimental financial markets.     

On the Nature of Self‐Assessed House Prices

In models of optimal household behavior, the value of housing affects consumption, savings and other variables. But homeowners do not know the value of their house for certain until they sell, so while they live in their home they must rely on local house price data to estimate its value. This article uses data from the recent housing boom and bust to demonstrate that changes in households' self‐assessed home values are strongly consistent with the predictions of a model in which households optimally filter available house price data. Specifically, we show that self‐assessed house prices did not increase as rapidly as house price indexes during the boom and did not decline as severely during the bust. A Kalman filter model nearly perfectly replicates these data. These findings have direct implications for economists studying asking prices during booms and busts, optimal default decisions and other key housing‐related phenomena.     

The Boom,the Bust and the Future of Homeownership

This article investigates the boom and bust in U.S. homeownership rates over the 2000–2010 period. Using individual‐level census data, we first estimate 204 homeownership regressions stratified by household age (21, 22, …, 89) and survey year (2000, 2005 and 2009). Shift‐share methods confirm that changes in the model coefficients that reflect household attitudes, lending standards and other market conditions—but not population socioeconomics—were the primary driver of the boom and bust in homeownership over the decade. This pattern holds for nearly all age groups and is more pronounced for recent movers. Results also suggest that homeownership rates may have come close to bottoming out in early 2013 at 65% after falling roughly four percentage points from their peak in 2006. This suggests little lasting effect of the grand homeownership policy experiment of recent decades.     

Externalities of residential property flipping

This study investigates whether flipping activities impose an externality on the transaction prices of the neighboring nonflipped properties. Using a data set of residential property transactions in Clark County, Nevada for the period 2003–2013, we find that flippers impose a significant positive impact on the price of neighboring nonflipped properties in an up market, but a significant negative effect in a down market. This procyclical impact of flipping activity contributes to the volatility of housing prices, hence magnifying boom and bust cycles and increasing the likelihood of a mortgage crisis.     

House Prices and Regional Real Estate Cycles: Market Adjustments in Houston

Real estate cycles often generate sharp swings in real housing prices, price changes that cannot be adequately described by a single statistic such as median home values. Instead, the entire structure of prices across all quality levels must be examined. This paper analyzes the price impact of the Houston, Texas, real estate bust. It shows that the average price of housing fell, and that the structure of the housing price function itself changed. Changes in the marginal price of housing were probably more significant to the market equilibrating process than the decline in average price alone.     

Are New Homes Special?

This article describes alternative ways of identifying new homes and, using a large dataset of property sales in Las Vegas, Nevada, tests for the extent to which new homes sell at a price premium relative to otherwise similar existing homes. We also investigate whether the results differ across time and location, including before and after the housing bust. Our results suggest that price premia for new homes arise primarily in circumstances in which the supply of new houses is relatively low. In some cases rising to over 20% relative to otherwise similar existing homes. When new homes are plentiful, they are not special and the premium disappears.     

–Nonrecourse Mortgage and Housing Price Boom,Bust, and Rebound

This paper investigates the impact of –nonrecourse vs. recourse mortgages on housing price dynamics in major U.S. metropolitan statistical areas for the period from 2000 to 2013. We find evidence that –nonrecourse states experience faster price growth during the boom period (2000–2006), a sharper price drop during the bust period (2006–2009) and faster price recovery in the rebound period after a crisis (2009–2013). Moreover, the volatility of housing prices is higher in nonrecourse states than in recourse states, particularly during the rebound period.     

Assessing the Performance of Real Estate Auctions

This article investigates the performance of real estate auctions relative to negotiated sales. It uses a repeat-sales methodology to control for unobserved differences in the quality of auction properties. Properties auctioned in Los Angeles during the 1980s boom sold at an estimated discount of 0%–9%, while sales in Dallas following the oil bust obtained discounts of 9%–21%. This evidence is consistent with the theoretical prediction that the auction discount increases in downturns when a seller trades-off a longer expected selling time in a search market against an immediate auction sale. The study finds no evidence of the declining price anomaly.     

Government Policies,Residential Mortgage Defaults and the Boom and Bust Cycle of Housing Prices

We develop a micro‐based macromodel for residential home prices in an economy where defaults on residential mortgages negatively affect housing prices. Our model enables us to study the impact of subprime defaults on prime borrowers and the impact of various government policies on the housing market boom and bust cycle. In this regard, our key conclusions are that (i) there is a contagion effect from subprime defaults to prime defaults due to the negative impact of subprime defaults and (ii) monetary policy is the most effective tool for decreasing mortgage defaults and increasing aggregate home prices in contrast to alternative government fiscal policies designed to loosen mortgage credit.     

Alternative Lending Channels and the Crisis in U.S. Housing Markets

To what degree has the development of alternative mortgage funding channels promoted the recent boom and bust in U.S. housing markets? Past research examined whether Alt‐A and subprime market shares are correlated with the housing bubble. This article expands the analysis to include the share of specific “alternative” lending terms and finds that the shares of interest‐only and negative amortization loans are important factors in explaining the housing bubble. This result suggests that research on the housing market bubble should focus on the impacts of loan contract terms rather than loan channel.