Shift-contagion in energy markets and global crisis

This paper presents an analysis of shift-contagion in energy markets, testing whether linkages between returns in energy markets increase during crisis periods. The research presented herein demonstrates how common movement between energy markets increases due to (i) shift-contagion across energy markets, reflected by structural transmission of shocks across markets and (ii) larger common shocks operating through standard cross-market interdependences. A regime-switching model was developed to detect shift-contagion across energy markets. In the approach adopted herein, the occurrence of shift-contagion is endogenously estimated rather than being exogenously assigned. The results show that shift-contagion has been a major feature of energy markets over the last decade. Evidence is presented which demonstrates that the linkages between energy markets do not appear to be stable. These results are remarkably accurate for forecasting Brent and natural gas for horizons for up to 50 days. Conversely, for WTI (West Texas Intermediate oil) and coal, the model performs well only for forecasting very short horizons (up to 20 days). For all products, the model shows significant biases for long horizons.     

T-S模糊切换系统的非脆弱鲁棒H∞ 控制

为解决传统控制器在存在参数摄动时使闭环系统可靠性及期望的动态性能下降问题,针对一类基于T-S 模糊模型描述的不确定非线性时变时滞切换系统,进行了非脆弱鲁棒H∞控制器设计。首先,应用平行分布补偿法( PDC: Parallel Distributed Compensation) 算法,建立了非线性切换闭环系统的全局模糊模型; 其次,基于平均驻留时间法( ADT: Average Dwell Time) 通过构造出模糊基依赖的Lyapunov-Krasovskii 泛函,得到闭环系统非脆弱鲁棒H_∞控制器存在条件,并将控制器的设计转化为求解一组线性矩阵不等式的凸优化问题。最后,仿真算例验证了该方法的可行性。     

电梯轿厢无随行电缆非接触供电系统设计

电梯轿厢随行电缆有碍美观且需要定期维护,为了摆脱对随行电缆的依赖,设计了一种新颖的电梯轿厢无随行电缆非接触供电系统,采用高频松耦合变压器实现电能的非接触传输.电梯轿厢升降运动时利用蓄电池的储能供电,非接触供电系统处于关闭状态;在每个楼层平层静止时,系统收到电梯平层信号,系统启动供电并对蓄电池充电.这种供电方式可以提高供电效率,减少高频电磁污染.分析了松耦合变压器的等效电路模型,研究了工作气隙、工作频率、补偿电容等对供电效率的影响.根据系统要求设计了简单高效的大功率开关电源充电器,稳压效果好,可靠性高.     

闽南话与普通话语码转换的语用学分析

在闽南地区语境下,闽南话与普通话语码转换有其特有的顺应特征和具体的语用功能。从语用学视角分析闽南话与普通话语码转换的会话实例,发现在闽南文化思维语境下,闽南话与普通话语码转换是说话人在综合考虑闽南话与普通话语言因素、社会文化和心理语境变量的基础上选择的语用策略;在顺应的过程中,闽南话与普通话语码转换实现了简约、尊重、排除、标记等社会语用功能和情感、强调、幽默等心理语用功能。     

基于TNY268的反激式LED恒流驱动开关电源设计

LED照明是提高照明质量、节约能源的重要举措。可靠高效的LED恒流驱动电源设计是充分发挥LED照明优势的关键所在。开关电源被誉为高效节能型电源,它非常适合做LED恒流驱动电源,现已成为LED驱动的主要电源。文中设计了一款基于TNY268的反激式小功率开关电源,该电路结构简单,输出电压和恒流驱动值均可随意设定;并依据设计制作了样机,对样机进行了参数测试。实验结果证明:输出电压对输入电压的变化适应力强,输出精度和效率较高。     

对一起铁路信号联锁机脱机故障的分析研究

本文通过对一起UPS电源故障造成的联锁A、B机不能正常切换且联锁B机脱机造成的全场锁闭的故障进行分析,总结了发生故障的各种原因及解决措施,提出计算机联锁系统联锁机电源故障的故障处理及检维修工作。     

顺应论视角下广告语篇中的汉英语码转换简

不同的目标受众要求广告设计者采用不同的策略和技巧,而语码转换作为语言结构的一个侧面和一种语用策略,就是为了实现对广告语言现实、社会规约和受众心理等方面的顺应,从而达到设计者的交际意图。从顺应理论的角度来分析广告中的汉英语码转换,可以更深刻地理解这种现象及其在广告语言中发挥的作用,从而全面地认识广告语言,对语言的变化发展研究有着添砖加瓦的作用。     

Novel laminated multiferroic heterostructures for reconfigurable microwave devices

Voltage tuning of magnetism is fundamentally and technically important for fast, compact and ultra-low power electronic devices. Multiferroic heterostructures,simultaneously exhibiting distinct ferroelectric and ferromagnetic properties, have caught a lot of attentions because of the capability of controlling magnetism by a voltage via a strain-mediated magnetoelectric（ME） coupling. In these materials, a voltage-induced strain is involved to create an effective magnetic field and change ferromagnetic resonance frequency in the coupled ferromagnetic phases through magnetoelastic interactions. Therefore, the devices made of such materials are compact, ultra-fast and energy efficient,providing new functionalities for microwave components.This paper will review the recent progress of multiferroics and their applications in microwave devices from different aspects, including the creation of the novel laminated multiferroic heterostructures with a strong ME coupling, the realization of the multiferroics based on tunable microwave signal processors and the investigation of nonvolatile tuning of microwave properties using ferroelastic domain switching in multiferroic heterostructures. These tunable multiferroic heterostructures and devices offer great opportunities for realizing the next generation of tunable magnetic microwave components, ultra-low power electronics and spintronics.     

季节性商品的二级供应链转运模型研究

以季节性商品供应链为背景,考虑由一个生产商和二个销售商组成的二级供应链结构,研究了由生产商的定价决策和销售商的订货决策构成的动态博弈框架,分析了(1)转运(不考虑顾客转移)与(2)无转运(顾客部分转移)两种情形下供应链各成员的博弈策略.数值模拟表明:转运策略的引入,使生产商的最优期望利润和销售商的最优订货水平得到了提高;从整体上看,转运策略增加了总体供应链的最优期望利润.     

Forecasting VaR models under Different Volatility Processes and Distributions of Return Innovations

This paper provides clear‐cut evidence that the out‐of‐sample VaR (value‐at‐risk) forecasting performance of alternative parametric volatility models, like EGARCH (exponential general autoregressive conditional heteroskedasticity) or GARCH, and Markov regime‐switching models, can be considerably improved if they are combined with skewed distributions of asset return innovations. The performance of these models is found to be similar to that of the EVT (extreme value theory) approach. The performance of the latter approach can also be improved if asset return innovations are assumed to be skewed distributed. The performance of the Markov regime‐switching model is considerably improved if this model allows for EGARCH effects, for all different volatility regimes considered. Copyright © 2014 John Wiley & Sons, Ltd.