2009低碳技术国际学术会议动态

南中日韩三国学者共同组织的国际低碳技术学术会议于2009年9月15～18日在北京友谊宾馆召开．低碳经济是一种正在国际和国内兴起的经济模式，其核心是在市场机制基础上，通过制度框架和政策措施的制定与创新，推动提高能效技术、节约能源技术、可再生能源技术和温室气体减排技术等的开发与运用，促进整个社会经济向高能效、低能耗和低碳排放的模式转型．低碳技术是实现低碳经济的基础和前提．     

双向编组站系统作业分工的优化模型及算法

在对双向编组站作业过程进行系统分析的基础上，综合考虑了直通，改编地方３种车流的作业方式，构造了基于资源约束的系统作业分工优化模型。     

我国制造科学的跨世纪发展战略与策略研究

本文阐述在新的国际政治，经济，科技形势下，制造业及先进制造技术在国民经济中的重要地位和作用；阐述２０世纪制造技术和制造科学的新发展；论述先进制造技术基础理论体系的建立将对发展先进制造技术起先导性，持久性和战略性的作用；提出跨世纪发展我国制造 战略指导思想，战略目标以及发展策略。     

当代的力学热点--由介绍第20届国际理论和应用力学大会引起的思考

本文通过介绍第２０届国际理论和应用力学大会的概况，分析了当代力学发展的现状和热点，并由此提出了对我国力不安展的思考和构想。     

弹性箔片空气动压轴承的完全气弹润滑解

弹性箔片空气动压轴承被广泛应用于各种透平机械中, 然而由于其结构的复杂性, 对于这类轴承的建模、静动态性能计算以及相应转子系统动力学分析等理论研究一直处在严重滞后于实验研究的被动局面. 通过引入柔性箔片的静、动变形以及联立求解气体润滑Reynolds方程和弹性箔片的静、动变形方程, 给出了弹性箔片空气动压轴承的完全气弹润滑耦合解, 完全气弹润滑解不仅适用于箔片轴承的静态性能分析, 同样也适用于动态刚度和阻尼的计算, 从而为弹性箔片空气动压轴承静、动态性能分析和相应转子系统动力学行为预测提供了系统的理论与分析方法.     

IBM提出给医药业带来变革的7种信息技术

国际商用机器公司(IBM)前些时候提出，美国医药业应该优先采用7项信息技术，并称这7项技术将在今后6年内给医药行业带来“革命性”变化。     

生物工程技术对现代制药业的影响

生物工程技术对现代制药业的影响体现在三个方面：（１）对生产领域的改进和创新；（２）给制药企业带来巨大的市场，促使企业之间广泛的联合、兼并；（３）对世界各国制药业格局产生深远的影响。     

纳米压印加工技术发展综述

纳米技术是一项有望为21世纪人类生活的各个方面带来革命的技术。纳米技术不是在一夜之间产生出来的；它是在业已发展多年的、为我们带来了微芯片和其它微米产品的基础上产生的。任何纳米技术均依赖通过纳米加工技术将物体加工至纳米尺度。许多具有100纳米以下加工能力的技术已被开发出来。纳米压印技术就是其中的一项很有希望的技术；它具有低成本、高产量和高分辨率的特点。本文对纳米压印技术的发展进行了综述，描述了纳米压印的基本原理，然后对近年的新进展进行了介绍，并特别强调了纳米压印的产业化问题。我们希望这篇综述能够引起国内工业界和学术界的关注，并致力于在中国发展纳米压印技术。     

全球转基因抗虫玉米专利布局及对我国的发展建议

转基因抗虫玉米在我国具有良好商业化应用前景，通过分析其全球专利布局，以厘清全球转基因抗虫玉米技术研发格局、洞悉技术发展趋势，明确我国该领域技术发展差距，为合理部署我国转基因抗虫玉米技术创新，有序推进其产业化发展、完善知识产权布局与保护，提供数据支撑。基于专利信息，采用文献计量法从时间、地域和研发主体等维度梳理全球转基因抗虫玉米技术研发格局，通过文本聚类和技术发展路线分析，明晰转基因抗虫玉米技术研发热点、发展历程及未来发展趋势。结果显示，当前全球转基因抗虫玉米技术研发趋于成熟，美国和中国是主要技术来源国，美国在专利规模、全球化布局和产业化发展方面优势显著，国际种业巨头专利储备丰富，布局地域广泛。表达载体构建是该领域的重点技术，多重抗虫基因组成的嵌合基因和多抗虫基因表达盒组合是其未来发展方向。我国在专利申请规模、全球化布局和产业化发展方面尚有差距，在表达载体构建和检测方法方面的专利布局仍有不足。建议我国以基因表达载体构建技术为重点优化技术研发布局、积极培育种企创新能力强化其创新主体地位，进一步提升知识产权保护水平及全球化布局战略意识。     

为保持在纳米技术的前沿地位欧盟提出行动计划

欧盟委员会宣布，它试图通过安全和负责任的方式，使欧洲在快速发展的纳米技术领域保持前沿地位。纳米技术为原子和分子水平的应用带来了一系列效益，包括更有效的传输药物、治疗疾病、更快的计算机处理和更有效率的太阳能电池。欧盟委员会提出一个行动计划，建议采取措施在国家和欧洲的范围内加强在这一领域的研究并开发有用的产品和服务。     

A Dynamic Factor Approach to Mortality Modeling

Longevity risk has become one of the major risks facing the insurance and pensions markets globally. The trade in longevity risk is underpinned by accurate forecasting of mortality rates. Using techniques from macroeconomic forecasting we propose a dynamic factor model of mortality that fits and forecasts age‐specific mortality rates parsimoniously. We compare the forecasting quality of this model against the Lee–Carter model and its variants. Our results show the dynamic factor model generally provides superior forecasts when applied to international mortality data. We also show that existing multifactorial models have superior fit but their forecasting performance worsens as more factors are added. The dynamic factor approach used here can potentially be further improved upon by applying an appropriate stopping rule for the number of static and dynamic factors. Copyright © 2013 John Wiley & Sons, Ltd.     

Dynamic Model Averaging and CPI Inflation Forecasts: A Comparison between the Euro Area and the United States

The paper forecasts consumer price inflation in the euro area (EA) and in the USA between 1980:Q1 and 2012:Q4 based on a large set of predictors, with dynamic model averaging (DMA) and dynamic model selection (DMS). DMA/DMS allows not solely for coefficients to change over time, but also for changes in the entire forecasting model over time. DMA/DMS provides on average the best inflation forecasts with regard to alternative approaches (such as the random walk). DMS outperforms DMA. These results are robust for different sample periods and for various forecast horizons. The paper highlights common features between the USA and the EA. First, two groups of predictors forecast inflation: temporary fundamentals that have a frequent impact on inflation but only for short time periods; and persistent fundamentals whose switches are less frequent over time. Second, the importance of some variables (particularly international food commodity prices, house prices and oil prices) as predictors for consumer price index inflation increases when such variables experience large shocks. The paper also shows that significant differences prevail in the forecasting models between the USA and the EA. Such differences can be explained by the structure of these respective economies. Copyright © 2015 John Wiley & Sons, Ltd.     

Is implied volatility more informative for forecasting realized volatility: An international perspective

Inspired by the commonly held view that international stock market volatility is equivalent to cross-market information flow, we propose various ways of constructing two types of information flow, based on realized volatility (RV) and implied volatility (IV), in multiple international markets. We focus on the RVs derived from the intraday prices of eight international stock markets and use a heterogeneous autoregressive framework to forecast the future volatility of each market for 1 day to 22 days ahead. Our Diebold-Mariano tests provide strong evidence that information flow with IV enhances the accuracy of forecasting international RVs over all of the prediction horizons. The results of a model confidence set test show that a market's own IV and the first principal component of the international IVs exhibit the strongest predictive ability. In addition, the use of information flows with IV can further increase economic returns. Our results are supported by the findings of a wide range of robustness checks.     

Oil financialization and volatility forecast: Evidence from multidimensional predictors

Using the generalized dynamic factor model, this study constructs three predictors of crude oil price volatility: a fundamental (physical) predictor, a financial predictor, and a macroeconomic uncertainty predictor. Moreover, an event‐triggered predictor is constructed using data extracted from Google Trends. We construct GARCH‐MIDAS (generalized autoregressive conditional heteroskedasticity–mixed‐data sampling) models combining realized volatility with the predictors to predict oil price volatility at different forecasting horizons. We then identify the predictive power of the realized volatility and the predictors by the model confidence set (MCS) test. The findings show that, among the four indexes, the financial predictor has the most predictive power for crude oil volatility, which provides strong evidence that financialization has been the key determinant of crude oil price behavior since the 2008 global financial crisis. In addition, the fundamental predictor, followed by the financial predictor, effectively forecasts crude oil price volatility in the long‐run forecasting horizons. Our findings indicate that the different predictors can provide distinct predictive information at the different horizons given the specific market situation. These findings have useful implications for market traders in terms of managing crude oil price risk.     

厂商在市场需求及预测不确定下的多期定价研究

建立多阶段线性需求-价格模型,运用动态规划思想,针对耐用品市场需求量不确定及耐用品生产厂商市场信息预测不准的问题展开探讨.得到了如果消费者对耐用品价格的预期与耐用品生产厂商对市场的预期不一致,耐用品需求量的波动及厂商掌握信息量的多少将对耐用品生产厂商的最优定价具有影响等结论.并根据现实市场状况,对信息不对称下的耐用品定价模型的经济含艾给予分析,结果表明模型对耐用品生产厂商的市场决策具有理论指导意义.     

企业在市场需求及预测不确定下的多期定价研究

建立多阶段线性需求一价格模型,运用动态规划思想,针对耐用品市场需求量不确定及耐用品生产厂商市场信息预测不准的问题展开探讨。得到了如果消费者对耐用品价格的预期与耐用品生产厂商对市场的预期不一致,耐用品需求量的波动及厂商掌握信息量的多少将对耐用品生产厂商的最优定价具有影响等结论。并根据现实市场状况,对信息不对称下的耐用品定价模型的经济含义给予分析,结果表明模型对耐用品生产厂商的市场决策具有理论指导意义。     

International equity flows and the predictability of US stock returns

We examined the link between international equity flows and US stock returns. Based on the results of tests of in‐sample and out‐of‐sample predictability of stock returns, we found evidence of a strong positive (negative) link between international equity flows and contemporaneous (one‐month‐ahead) stock returns. Our results also indicate that an investor, in real time, could have used information on the link between international equity flows and one‐month‐ahead stock returns to improve the performance of simple trading rules. Copyright © 2007 John Wiley & Sons, Ltd.     

基于经济发展方式转变的生态创新动力机制研究

生态创新是驱动经济发展方式转变的关键,是现代经济的基本特征。文章首先探讨了生态创新的内涵和特征,然后分析了经济发展方式转变的内容,在此基础上分别从宏观和微观层面研究了基于经济发展方式转变的生态创新动力因素,形成了市场机制、政府激励、科技推动、生态竞争四位一体的动力机制,以此来促进经济发展的转型升级。     

International transmission mechanism of stock market movements: evidence from emerging equity markets

This paper investigates the transmission patterns of stock market movements between developed and emerging market economies by estimating a four‐variable VAR model. The underlying economic fundamentals and trade links are considered as possible determinants of differences in transmission patterns. The results of the impulse response functions and variance decompositions indicate that significant links exist between the stock markets of the USA and Mexico and weaker links between the markets of the USA, Argentina, and Brazil. Differences in the patterns of stock market responses are consistent with differences in trade flows. The response of emerging markets to a shock to the US market lasts longer than that of a developed market such as the UK. While no single emerging market can affect the US stock market, the combined effect of emerging markets on the US stock market is found to be statistically significant. These findings can be linked to differences in the speed of information processing and to the institutional structure governing the market. Overall the findings suggest that the transmission of stock market movements is in accord with underlying economic fundamentals rather than irrational contagion effects. Copyright © 2000 John Wiley & Sons, Ltd.     

日本基础研究领域国际合作态势的文献计量分析

本文以科学引文索引数据库扩展版收录的、日本发表于2004～2008年的国际合著论文为研究对象，通过对论文在学科领域分布、国家分布、机构分布等方面的文献计量分析，揭示了过去5年来日本在基础研究领域所开展的国际合作的基本表现与特征。