10KV配电网节能降耗措施研究

配电网是电力系统中功率消耗的主要部分,实现10kV配电网的节能降耗具有重要意义。10kV配电网的节能降耗包括变压器降耗和线路降耗两部分。变压器降耗可以通过保障变压器经济运行、推广节能变压器和进行无功补偿等方法解决。降低线路损耗可以通过提高线路截面积、缩短传输距离和降低三相不平衡度来解决。     

浅谈变电站经济运行与控制

本文通过对变电站中变压器运行方式和损耗的分析,介绍了变电站经济运行的意义,并提出了将变电站电压无功综合控制和变压器经济运行控制两个系统合为一体,来达到整体电网中变电站的经济运行与控制,并建立了变电站经济运行与控制的数学模型。     

变压器节能技术探讨

变压器经济运行与否是由所带负荷大小、本身能耗功率以及变压器磁化过程中引起的空载无功损耗等因素决定的。根据近几年国内外对高耗能变压器节能技术理论的研究,依据吐哈油田实际,利用变压器综合损耗技术、等效损耗与波动系数相配合技术方案对各类不同负荷性质变压器经济运行工况进行调整,从而达到节能减排效果最大化。     

配电网变压器的功率损耗问题及实现其经济运行的关键技术研究

文章通过阐述目前配电网变压器的功率损耗问题,分析了配电网变压器经济运行的发展现状,并结合研究配电网变压器经济运行的技术理论,提出了配电网变压器经济运行的关键技术。     

配电变压器的选用及经济运行问题探讨

本文主要就配电变压器的选用及经济运行问题进行分析，在变压器的工作原理基础上探讨了配电变压器损耗的形成机理，以及降低配电变压器损耗的现经济运行的思路，希望对于今后经济运行配电变压器具有一定帮助。     

地区电网变压器经济运行方式探讨

节能降耗不仅节约电能,缓和当前电力供求矛盾,而且能节约企业生产成本,提高经济效益。本文以110千伏埠子变电站开展变压器经济运行为案例,表明了开展变压器经济运行的效益和节能的效果十分显著,阐述了在地区电网中开展变压器经济运行的解决方案以及必要性,提出了推广建议     

电厂变压器经济运行方式探讨

降低电力系统中变压器的能量损耗是电厂节能环节中的重要部分,为此,本文探讨了电厂变压器的能量损耗与其负荷之间的关系,结果表明在不变损耗和可变损耗相等的条件下,变压器的效率最高,在此基础上分析了变压器的经济运行方式,即如何确定不同负荷时投人运行的变压器的数量。     

基于禁忌搜索算法的城区10kV变压器组经济运行研究

由于居民用电的峰谷差较大,不利于变压器的经济运行,为此,研究变压器的经济运行对供电企业的节能降损具有很好的意义。本文提出采用禁忌搜索算法,以变压器的投切次数为约束,对变压器组备选投切点进行优选、组合,选出最合理的投切方案,从而实现变压器组的经济运行。实际案例的运行结果表明,该方案简单实用,能够迅速找出最优投切策略且避免设备的频繁投切,有效提高了供电企业的经济效益。     

关于变压器经济运行的探究

变压器被广泛应用于供电系统的发电、变电和供电领域中,其经济运行可以通过合理确立多台变压器同时运行的运行方式、合理选择变压器容量、合理调节变压器的负载率和及时进行变压器设备的更新等措施来实现。本文通过分析变压器在实际运行时功率损耗的原理和进行变压器功率损耗的计算,为变压器的合理选择调整容量、调节负载、经济运行的判断提供了有重要参考价值的依据,并且对变压器的经济运行进行了优化,以从根本上降低变压器的电能损耗,提高我国电力企业的经济效益。     

变压器并列经济运行分析

变压器在整个电力系统中是极为广泛的电气设备,由于变压器在电力系统中使用的台数较多容量较大,损耗约占现电力系统损耗的30%左右,因此开展变压器及其他供电系统的经济运行,对降低线损有着重要的意义。本文着重对永城市供电公司其中有代表的两座35kV变电站进行了变压器并列经济运行计算分析。     

Intermittent Price Changes in Production Plants: Empirical Evidence Using Monthly Data

The price‐setting behaviour of manufacturing plants is examined using a large panel of monthly surveyed plant‐ and product‐specific prices. The sample shows a high frequency of zero changes, relatively small price changes and a strong seasonal price‐change pattern. The intermittent feature of price changes is modelled with thresholds which are smaller in January, and a quadratic loss function associated with the distance from the target price. The findings show statistically significant pricing thresholds, which are only two‐thirds in January, and partial adjustment parameters implying that 60% of the deviation between the target price and the current price is closed each month.     

引入风险厌恶偏好的供应链部分回购协调契约

研究了由一个风险中性的供应商和一个风险厌恶的零售商组成的供应链系统的部分回购契约。将部分回购契约建模讨论,并进行数值模拟分析。结果表明,当零售商为风险厌恶时,供应链系统仍能达到协调,且回购比例是零售商的风险厌恶程度的增函数,批发价格是零售商的风险厌恶程度的减函数。     

The Coordination and Preference of Supply Chain Contracts Based on Time-Sensitivity Promotional Mechanism

To encourage retailers to submit orders as soon as possible, manufacturers usually launch a time-sensitivity promotional mechanism that the earlier you order, the cheaper the wholesale price will be in advance of the selling season. This paper aims to investigate if the mechanism can improve supply chain performance. A dyadic decentralized supply chain system comprising a single manufacturer and a single retailer is viewed as a research framework. Initially, a benchmark model is proposed to provide a criterion-referenced for coordinating the supply chain in a non-standard distribution environment. Second, a time-sensitive wholesale price contract is constructed to confirm that the mechanism can coordinate the supply chain. However, the retailer accepts the entire forecast risk under the contract. An improved contract called a time-sensitive revenue-sharing contract is constructed based on the notion that the manufacturer shares partial forecast risk. The results show that participants can arbitrarily divide the optimal supply chain’s expected profit between the constructed price contracts; however, two differences exist between the contracts, that is, participants have contract preferences. Finally, a numerical analysis and a few management insights are given.     

On the demand generated by a smooth and concavifiable preference ordering

It is shown that if a consumer's preference ordering is strictly convex and is representable by means of a concave, twice continuously differentiable utility function, then the partial derivative of a demanded commodity with respect to its price is bounded from above in a neighborhood of a price vector at which the demand fails to be differentiable. In the case of two commodities, if the demand does not possess finite derivatives with respect to prices at a certain point, then the partial ‘derivative’ of a commodity with respect to its price is equal to minus infinity. The same result holds for n commodities under ‘almost every’ choice of coordinates in the commodity space. If preferences are weakly convex but the same representation assumption holds, demand may not be single-valued but own-price difference quotients are still bounded from above.     

发展完善我国公告地价体系研究——国外经验及启示

本文通过对国外公告地价体系构成和作用归纳总结,根据我国公告地价体系发展的实际情况,提出在我国应构建以基准地价和标定地价为双核心的公告地价体系,并就二者在公告地价体系中的作用定位及互动机制进行了探讨与设计.最后,论文提出了发展完善我国公告地价体系的相关建议,即出台相应的公告地价体系法律法规及技术规范,研究确定基准地价和标定地价的区别及其联系,推动我国科学、合理公告地价体系的建立.     

Optimal harvesting under resource stock and price uncertainty

We analyze partial and complete depletion harvesting policy under resource stock and price uncertainty and risk neutrality. We state a set of weak conditions under which the optimal policy can be characterized by a single threshold and show that the value can be expressed in a separable form where price volatility affects the value through the risk adjusted growth rate. Both higher price and stock volatility decrease the value when the correlation between the driving Brownian motions is negative. With no correlation the optimal policy is independent of price volatility while higher stock volatility increases the harvesting threshold.     

The dynamics and distribution of the area price in the Nord Pool

The Nord Pool is often cited as a standard and successful electric power exchange. It was first created in Norway and developed into the power change system covering the Nordic countries. The Nord Pool provides a physical market where electricity producers and consumers/distributors meet by submitting bids for sale and purchase for 24 h time segment. If there does not exist a restraint of transmission capacity across the member countries, a single price—system price—is calculated by the intersection of the demand and supply curves, whereas if there exists congestion of transmission lines, area price instead of system price emerges. We are interested in analyzing how often and how far the two prices diverge and the probability distribution of the price ratio between system and area price. We found that the price ratio does not follow the normal distribution but the distribution is fat-tailed.     

基于RBF神经网络的股票价格预测

由于股票的价格是非线性的时间序列,文章提出了基于RBF神经网络的个股价格预测模型,该模型优于传统的股市技术分析方法,又避免了BP算法容易陷入局部极小点和收敛速度慢的缺点。根据实验的仿真结果显示,该模型对于个股价格的短期预测效果较好。     

The asymmetric effect of crude oil prices on stock prices in major international financial markets

The aim of this paper is to explore the potential asymmetric impacts of positive and negative shocks in crude oil prices on stock prices in six major international financial markets which include China, Hong Kong, America, Japan, Britain, and Germany. We test for these asymmetric effects on 8 major international financial markets indices over the 2007M01–2020M03 periods. Our independent measures include the prices of Brent crude oil futures and West Texas Intermediate (WTI) futures. We use the nonlinear ARDL (NARDL) model proposed by Shin et al. (2014), which can capture both short- and long-run nonlinearities through positive and negative partial sum decompositions of the explanatory variables. This research finds that positive and negative fluctuations of oil price have asymmetric effects on stock price index in four financial markets, but the performance of the asymmetry is different. Specifically, the impacts of volatility in oil prices on two indices of Chinese stock prices are different, and the asymmetric effects of oil price volatility on stock price indices in China and other financial markets are significantly different.     

Econometric analysis of residential time-of-use electricity pricing experiments

This paper adapts the two-stage neo-classical model of consumer behavior to the analysis of time-of-use pricing of electricity. Emphasis is placed upon the relationship between partial elasticities, which can be accurately estimated from the first stage, and total elasticities, which can be estimated only by using less reliable information to estimate the second stage. Three functional forms are implemented with data from the Wisconsin Pricing Experiment. Results indicate that (1) the CES and generalized Leontief functional forms are preferred, (2) price elasticities vary substantially with price, and (3) peak and off-peak electricity are partial substitutes but total complements.