密封拍卖与土木工程招投标中的均衡投标策略

笔者在文中给出了独立私人价值下风险中性、常相对风险和常绝对风险(包括风险厌恶,风险中性和风险追求)及对数效用函数的投标人在第一价格密封拍卖和最低价格中标的采购招标中的均衡投标策略.     

美式看跌期权的最佳执行价格

利用快速傅里叶变换法加龙格-库塔法对期权的最佳执行价格进行了分析和计算,最后通过数值算例说明了这一方法的有效性和准确性.     

自由竞争下道路收费定价的对策研究

基于对策论的原理,分析了高速公路和铁路运输的收费定价问题.以道路经营者为研究主体,建立了对策模型,研究在自由竞争的情况下高速公路和铁路一方的定价行为对另一方产生的影响.在双方都以利润最大化为目的前提下,得出影响收费定价的各个因素,以及双方在定价博弈中的相互制约程度,使收费定价达到均衡状态.给出了铁路公司与公路公司相互之间的反应函数,并通过此反应函数得到了最优均衡状态下的收费定价,在一定程度上为铁路和高速公路经营者提供了定价依据.     

基于最优潮流的无功电价研究

无功功率服务价格是电力工业重组中的一个重要的研究课题.传统的最优潮流数学模型将有功发电成本最小作为优化目标,不考虑无功功率的生产成本,因此无法得到合理的无功功率价格.本文在分析电力定价方法的基础上,对无功电价作了详细研究.在引入了无功功率的生产成本和无功功功率补偿的成本之后,运用最优潮流方法,分析了不同的优化目标及不同的约束条件下对以经济学为基础的无功电价的影响,分析影响无功电价的因素.     

一种基于视线距离的改进的数据关联算法

基于视线距离的数据关联算法,利用关联组合的平均视线距离和有效传感器个数来计算关联代价,认为同一个目标只要被超过2/3的传感器所观测到,所得关联组合就是有效的,并以关联代价最小为关联准则构建数据关联算法。仿真结果表明,改进算法对于漏检、观测误差较大时仍然具有很高的关联正确率,证明了该算法的有效性。     

Explaining “peak car” with economic variables

Many western countries have seen a plateau and subsequent decrease of car travel during the 21st century. What has generated particular interest and debate is the statement that the development cannot be explained by changes in traditional explanatory factors such as GDP and fuel prices. Instead, it has been argued, the observed trends are indications of substantial changes in lifestyles, preferences and attitudes to car travel; what we are experiencing is not just a temporary plateau, but a true “peak car”. However, this study shows that the traditional variables GDP and fuel price are in fact sufficient to explain the observed trends in car traffic in all the countries included in our study: the United States, France, the United Kingdom, Sweden and (to a large extent) Australia and Germany. We argue that the importance of the fuel price increases in the early 2000s has been underappreciated in the studies that shaped the later debate. Results also indicate that GDP elasticities tend to decrease with rising GDP, and that fuel price elasticities tend to increase at high price levels and during periods of rapid price increases.     

Collective public-transport tickets and anticipated majority choice: A model of student tickets

In Germany, many universities have student tickets that are bargained for between student representatives and public transport companies, approved by referendum, and mandatory for all students. They allow the use of public transport at no additional cost. I analyze such a scenario in a theoretical model as an example of a flat-rate ticket for public transport which is implemented by majority decision. The mandatory character of the ticket reduces transaction costs like marketing and ticket inspection, reducing the ticket price and thus the students’ commuting expenses. However, there is a countervailing effect. Students face and rationally expect zero marginal monetary commuting costs, so that new students choose a place of residence which is relatively far from the university. This in turn raises the equilibrium ticket price. It may even be the case that students would be better off if such a ticket had never existed. Nonetheless, they always vote for it in referenda, because accepting the high price is optimal given their place of residence. After laying out the model, I analyze an optimal policy, which consists, for example, of subsidizing student dorms at an efficient distance to the city center.     

城市轨道交通新建线路对沿线住宅价格增值的时空效应

定量分析城市轨道交通对沿线土地价值的影响，是通过土地价值捕获将外部效益内部化， 解决中国新型城镇化过程中城市轨道交通财务可持续的关键问题。本文在开源数据环境下，获 取2011—2016年北京市二手房交易数据，采用特征价格模型(HPM)分析北京城市轨道交通新建 线路对沿线住宅价格增值的时空效应。研究表明：与全局常参数的多元线性回归模型(MLR)、空 间滞后模型(SLM)、空间误差模型(SEM)和空间杜宾模型(SDM)相比，局部变参数的地理加权回归 模型(GWR)拟合效果更优，可以更好地消除残差的空间效应，刻画轨道交通与土地价值关系的空 间异质性。城市轨道交通带来的可达性提升对沿线80%以上住宅小区的房价具有显著的正效 应，住宅价格增值比率随地铁站距离递远递减，且具有显著的空间异质性。轨道交通对住宅价格 的影响在空间上具有网络化效应，新建线路不仅会改变周边房价，对城轨网络其他位置的住宅也 具有影响。城市轨道交通对住宅价格的影响范围为1 km，在该范围内，住宅价格受到的增值效应 在 2011—2016 年基本稳定，约为 3%；受新线直接影响区域的住宅价格会产生相对更大的提升 (0.02%~0.22%)。     

Is car drivers’ response to congestion charging schemes based on the correct perception of price signals?

This paper deals with the question of whether the capability of car drivers to estimate the cost of a new hypothetical, highly differentiated congestion charge influences their decision to change travel behaviour. The analysis makes use of an integrated choice and latent variable model (ICLV) which merges classic choice models with the structural equation approach (SEM) for latent variables. This hybrid model improves the explanatory power considerably compared with a conventional discrete choice model. The results suggest that charge complexity decreases the resistance in considering behavioural changes. Car drivers tend to avoid a travel option where the price is not known beforehand, a phenomenon known as ambiguity avoidance.