信息不对称条件下垄断企业的最优二级差别定价

实施二级差别定价,就是将产品分成若干数量组,按组制定不同的价格,其实质是实施数量差别定价,消费者购买的数量越多,支付的边际价格就越低。文中以"累积边际剩余"作为分析工具,建立了"边际定价、区间计费、套餐销售"的离散型最优二级差别定价模型,建立了由"控制方程"和"边际定价函数"组成的连续型最优二级差别定价模型,进而阐释了套餐定价的原理,证明了"最优套餐定价和最优分部定价的极限状态是连续型最优二级差别定价"。     

公共事业规制中的非线性定价及福利改进--以全球通和神州行为例

本文运用20世纪70年代后期发展起来的非线性定价理论对中国移动通信公司的全球通和神州行定价方式的福利状况进行了研究。从中发现，在全球通和神州行现行的定价方式下存在一个任何消费者都不会在其间消费的产量陷阱，因此存在社会总福利的损失，而通过一个简单的非线性定价策略，可以降低这一产量陷阱并提高社会总体福利水平，并且求出了这一策略的最优形式。本项研究还表明，要成功地实行非线性定价，仅仅依靠传统的需求曲线是不够的，必须获得更多的有关消费者类型的信息。     

次优和非最优的一般分析:方法的创新

本文运用理性预期思想和随机等价方法开拓性地研究了资源配置的效率，包括帕累托最优（无约束帕累托最优和有约束帕累托最优）和非帕累托最优。基本结论是，一个资源配置中所有商品价格波动的总方差等于零等价于在二阶条件具备下其处于帕累托最优状态，也等价于资源配置满足无约束条件下的怕累托最优条件或有约束条件下的帕累托次优条件；而总方差大于零等价于资源配置处于非帕累托最优状态；总方差与资源配置中期望价格的比值越小，则这个配置的效率越高，反之，则越低。最后，设计了一个“信息逐步披露的预期帕累托改进”模型，讨论了非帕累托最优配置的改进途径及其政策含义。     

下游市场存在竞争的企业集团转移定价研究

基于企业集团面临下游竞争，研究了企业集团的中间产品的转移定价问题。研究结果表明，集团的中间产品的转移价格大干中间产品的边际成本。与Hirshkifer提出的边际成本转移定价策略相比，本文提出的转移定价策略为优。     

基于产品定价问题的非线性盈亏平衡分析

本文针对企业按固定比例生产的联产品进行非线性盈亏平衡分析,确定最优规模和最优规模所对应的最优价格,分析最小规模和最大规模之间的风险问题,指出了企业各种产品定价和非线性盈亏平衡分析的基本思路。示例最优规模、最大规模和最小规模以及盈亏平衡点的产量和价格,并分析了绝对量和相对量的变化关系。     

促进文化产业发展的财税政策——理论基础及政策设计

文化产业因为有正的外部性导致文化产品的市场定价低于其真实的价格(外部性内部化后的均衡价格),导致均衡的文化产品消费量低于最优的消费量.因为有准公共物品属性,所以容易导致“搭便车”的行为,从而影响文化产品的供给.为了提高文化产品的供给量,增加文化产品的消费量,政府可以加大对文化产业的税收优惠,减少文化产业正外部性造成的损失；加大对文化产业的财政投入,增加文化产品的有效供给.     

基于非线性RBC模型的我国经济周期波动研究

通过采用非线性移动平均方法求解得到了一个三部门的中国经济周期模型,在此基础上考察并比较了线性模型与非线性模型对于中国经济现实数据的拟合程度。实证分析结果发现,非线性移动平均模型相对较好地拟合了中国经济的现实数据,原因可能在于:(1)非线性移动平均模型的二阶核密度与三阶核密度函数均表明以产出为代表的变量的二阶成分与三阶成分对于变量的变化具有持续性、显著性作用,而线性模型则忽略了高阶成分;(2)线性逼近过程中引入了大量的外生参数,这些参数校准与估计过程中的偏误导致线性模型对现实数据的拟合程度较差。因此,采用非线性模型考察中国经济周期可能优于线性模型。     

供热价格制订的理论探讨

本文概述了供热价格的三种定价方法,对比分析了平均成本定价法和边际成本定价法,介绍了供热成本的主要影响因素,最后用边际理论对两部制热价的合理性进行了论证。     

易变质产品双边定价库存模型研究

本文研究易变质产品库存模型中供货阶段和订货阶段之间的价格差异,引进双边定价的概念,提出一种新的基于易变质产品的双边定价库存模型。新模型以利润最大化为目标,寻求供货阶段和订货阶段的价格均衡条件和时间均衡条件。文中通过严格的数学推导,证明了目标函数最优解的存在性和唯一性。在这基础上,提出一种基于利润最大化的求解最优价格和最优时间比例系数的数值优化算法。实验结果证明了该数值算法具有快速收敛的特性,同时说明了该模型的合理性和有效性。     

行为金融与最优资产定价

行为金融是在传统金融理论的基础上引入心理学研究的成果，它弥补和修正了传统金融理论中存在的许多缺陷。本文中所介绍的最优资产定价模型就是在运用预期理论的基础上对传统定价模型所进行的修正和改进，提高了定价模型的现时解释力。     

E-retailer's dynamic inventory and pricing policy with price-protection services

This paper investigates a coordinated inventory and pricing problem with the e-retailer's price-protection service over multiple periods. By solving a stochastic dynamic programming in the two-dimensional state space, the optimal policy is fully characterized. Specifically, the inventory policy is a previous price-dependent base-stock policy. The pricing policy: as the previous price increases, the optimal current price stays unchanged first, then increases, and finally decreases. Numerical results indicate that with the impact of the price-protection service increasing, the base-stock level and current price rise under some conditions. Moreover, the price-protection service benefits the e-retailer when its impact is large enough.     

Optimal Two‐part Pricing under Cost Uncertainty

This paper examines the optimal two‐part pricing under cost uncertainty. We consider a risk‐averse monopolistic firm that is subject to a cost shock to its constant marginal cost of production. The firm uses two‐part pricing to sell its output to a continuum of heterogeneous consumers. We show that the global and marginal effects of risk aversion on the firm's optimal two‐part pricing are to raise the unit price and lower the fixed payment. We further show that an increase in the fixed cost of production induces the firm to raise (lower) the unit price and lower (raise) the fixed payment under decreasing (increasing) absolute risk aversion. The firm's optimal two‐part pricing is unaffected by changes in the fixed cost under constant absolute risk aversion. Finally, we show that a mean‐preserving spread increase in cost uncertainty induces the firm to raise the unit price and lower the fixed payment under either decreasing or constant absolute risk aversion. Copyright © 2011 John Wiley & Sons, Ltd.     

Optimal Two‐Part Pricing under Demand Uncertainty

This paper examines the pricing behavior of a risk‐averse monopolistic firm under demand uncertainty. The firm produces a single good at a constant marginal cost. To facilitate sales, the firm uses a two‐part pricing contract that includes a membership fee and a selling price per unit. The good is sold to a continuum of heterogeneous consumers who are subject to a common demand shock. We show that the global and marginal effects of risk aversion are to push the unit price closer to the constant marginal cost and to shrink the market coverage so as to limit the firm’s risk exposure to the demand uncertainty. The more risk‐averse firm as such charges a higher membership fee to consumers. We further show that an increase in the fixed cost of production induces the firm to lower (raise) the unit price, to raise (lower) the membership fee, and to shrink (enlarge) the market coverage under decreasing (increasing) absolute risk aversion. The firm’s optimal two‐part pricing contract, however, is unaffected by changes in the fixed cost under constant absolute risk aversion. Finally, we show that a mean‐preserving‐spread increase in the demand uncertainty induces the firm to lower the unit price, to raise the membership fee, and to shrink the market coverage under either decreasing or constant absolute risk aversion. The firm’s risk preferences as such play a pivotal role in determining the optimal two‐part pricing under demand uncertainty. Copyright © 2013 John Wiley & Sons, Ltd.     

Social optimal pricing in a spatial market

This paper investigates optimal spatial price patterns derived on the basis of welfare maximization (in terms of consumer surplus plus profit) under alternative spatial pricing policies, including discriminatory, fo.b., and c.i.f. pricing. It shows that under all forms of spatial pricing policies, optimal spatial prices should equate marginal costs of production with the mill price, and that transportation costs incurred are always charged to consumers, even in the case of c.i.f. pricing. In addition, it shows that society never prefers c.i.f. to any other pricing policies, and is always indifferent between discriminatory and Lo.b. pricing. Some additional properties of optimal spatial prices are also presented.     

Peak load pricing with spatial diffusion

The demand for public utility service varies not only temporally but spatially as well. The analysis of the problem of meeting these variations in system load with optimum plant capacity within the framework of a price determination structure is the objective of this paper. No simple cost-based solution proves possible. The solution presented, under a social welfare-maximization criterion, is similar to the joint product pricing discussed by Marshall. The characteristics of peak load pricing developed apply to the profit-maximizing firm as well as to the welfare-maximizing firm. With a profit-maximization objective, price will exceed rather than equal marginal cost. When regulation is imposed, whatever its form, normally there will be a price reduction as the output of the firm is moved closer to the welfare-maximizing level.     

A two-level electricity demand model : Evaluation of the connecticut time-of-day pricing test

A two-stage budgeting model is developed for electricity demand where comsumption in each period is treated as a different commodity. A relative household demand model is first estimated, a consistent price index for electricity is constructed, and then a total electricity consumption model is estimated. Economic procedures are derived which permit application of the model to both time-of-day price situations and also declining vlock price situatiions which result in non-linear budget sets. The model is applied to both types of situations- the data from the Connecticut time-of-day pricing test as well as data from the declining block rate situation of the prevoius year. The model is also tested in a forecasting application to time-of-day customers.     

The Impact of Consumption Hassle on Pricing Schedules

A curious phenomenon in the retail pricing of many product categories (e.g., tuna, frozen orange juice, and tomato paste) is the existence of quantity surcharges. A related curiosity is the existence of both discounts and surcharges within the same product category. To explain the former phenomenon, extant research invokes heterogeneity in consumption parameters, heterogeneity in search costs, or concern for retail price image. To the best of our knowledge, there is no received explanation for the latter phenomenon. We add to this rich stream of work by proposing a novel explanation for quantity surcharges. Our explanation is based on the notion of consumption hassle. We analyze a market that is heterogeneous in a hedonic parameter that influences valuations as well as the effective cost of the consumption hassle. We then derive consumer choices (small pack, large pack, or two small packs) taking into account Individual Rationality (IR) and Incentive Compatibility (IC) constraints. In the absence of consumption hassle, we obtain two segments with one purchasing the small pack and the other purchasing the large pack. Moreover, the optimal pricing for the seller involves quantity discounts. However, with the introduction of consumption hassle, the market potentially splits into three segments: one purchasing the small pack, another purchasing two small packs, and the third purchasing the large pack. Moreover, the optimal pricing for the seller involves quantity surcharges. Overall, our analytical findings offer an additional explanation for the phenomenon of quantity surcharges. More importantly, they offer a rationale for the existence of multiple pricing schedules within the same product category by explicitly recognizing variations in consumption hassle. Copyright © 2012 John Wiley & Sons, Ltd.     

Efficient Intertemporal Utility Pricing under Uncertainty

Electric utilities today face increasing competition from substitutes for utility-generated power. As a result, utilities are being forced to reevaluate their pricing policies to address competition from other fuels and potential customer ‘bypass’ of the utility. This paper extends the analysis of second-best utility pricing to explicitly account for both the short- and long-run price responses of customers with competitive alternatives to utility-generated power. The presence of long-run substitution opportunities reduces the optimal percentage mark-up of price over marginal cost for noncore customers. Uncertainty concerning the substitution response of noncore electricity customers also tends to reduce the optimal price mark-up. © 1997 John Wiley & Sons, Ltd.     

基于特征价格模型的住宅需求价格弹性分析——深圳住宅市场实证研究

基于特征价格模型(hedonic model)分析住宅价格包络函数曲线形态,边际价格增长速度随着特定特征值递增从呈现下降趋势转为呈上升趋势,即均衡价格曲线从凹向特征值轴转为凸向特征值轴.通过对深圳经济特区内外的两个住宅交易子样本进行hedonic分析,结果表明,均衡价格的增长速度随着特征变量面积的变化呈现由凹变凸的趋势...     

Price Dispersion and Consumer Reservation Prices

We describe firm pricing when consumers follow simple reservation price rules. In stark contrast to other models in the literature, this approach yields price dispersion in pure strategies even when firms have the same marginal costs. At the equilibrium, lower price firms earn higher profits. The range of price dispersion increases with the number of firms: the highest price is the monopoly price, while the lowest price tends to marginal cost. The average transaction price remains substantially above marginal cost even with many firms. The equilibrium pricing pattern is the same when prices are chosen sequentially.