The EU regulation on cross-border trade of electricity: A two-stage equilibrium model

The regulation on cross-border exchanges of electricity in the European Union is meant to enhance the trade of electricity between Member States, by facilitating access to the network and improving the management of congestion at the interconnections. This paper presents a computational model that embeds these two features. The problem is cast in the form of a two-stage equilibrium between regional Regulators. In the first stage, they decide on the allocation of their regional network costs between generators and customers. Either they maximise their regional welfare non-cooperatively (Nash equilibrium), or they centralise the decision as a super-regulator (leading to a cooperative equilibrium). In the second-stage equilibrium, the consequences of first-stage’s decisions are assessed by modelling the energy market as the result of imperfect competition equilibrium on competitive market, coupled with regulated pricing on the domestic less competitive markets. The “rules” that come out of the first-stage game largely influence the final equilibrium. We illustrate this on an extensive numerical example, showing that the model behaves properly and identifying policy issues worth of further investigations.     

无套利期权定价模型在一般均衡框架下的一致性研究

期权定价有无套利方法和一般均衡方法两种.本文在一般均衡框架下构造了一个允许连续消费的简单经济模型,并将基于无套利方法的期权定价模型中所假定的标的证券的价格变化动态过程内生化于理性预期均衡中.在常数相对风险厌恶(CRRA)的效用函数的条件下,我们推导出Merton(1973)期权定价公式,从而证明无套利方法与均衡方法的内在一致性,而CRRA这种类型的效用函数是无套利定价模型在一般均衡框架中成立的充分条件.本文进一步将此模型在一个简单经济中扩展到m种证券的情况,也得到相似的结论.     

不完全大金融市场均衡的存在性

在Aumann的大经济框架下,构造了大金融经济模型;在常规条件下,证明了具有可测空间经纪人的不完全市场均衡的存在性.由于均衡性讨论是在资产结构不完全条件下展开,与张国胜(1998,2000)的工作相比,主要结论不仅拓展了模型的经济适用范围,而且实现了方法上的突破.     

Preparation of aqueous CdS colloids in the presence of cadmium complexonates: effect of complexonates on the size of CdS nanoparticles

The results of a systematic study of the preparation of CdS colloids in aqueous solutions containing different Cd²⁺ complexonates are presented. The effects of the ratio of the reagents and the nature and concentration of various stabilizing surfactants and Cd²⁺ complexonates, including those of some sulfur-containing compounds, on the size of the colloidal particles have been studied. Thermodynamic calculation of the expected equilibrium size of the colloidal particles as a function of the solvent composition, taking into account the increase in the solubility of the CdS phase as the particle size decreases, has been performed. Comparison of the calculated results with the experimental data shows that the size of colloidal particles is determined to a great extent by kinetic factors of their growth rather than by thermodynamic factors. It has been established that when the size of colloidal particles is less than a critical value, their dissolution by adding strong compexing agents to the system does not result in a change in the observed mean-volume size of the particles.Translated fromIzvestiya Akademii Nauk. Seriya Khimicheskaya, No. 9, pp. 1739–1746, September, 1995.The authors are grateful to A. L. Chuvilin (G. K. Boreskov Institute of Catalysis, SB of the RAS) for help in preparing the electron photomicrographs.The work was financially supported by the Russian Foundation for Basic Research (Project No. 93-03-4816).     

一类捕食与被捕食模型极限环的存在性

本文考虑一类被捕食种群为线性密度制约，捕食者种群无密度制约且具ＨｏｌｌｉｎｇⅠ型功能性反应的捕食与被捕食两种群模型　得到了系统存在极限环的必要条件，且证明了当ｂ充分小时，系统至少存在两个极限环。     

Global invariants and equilibrium states in lattice gases

It is now well known that, in addition to the physical conserved quantities, lattice gases also have other unphysical ones related to the discretization of their phase space. From an abstract point of view a lattice gas can be considered like a full discrete Markov processL and these spurious conserved quantities yield the existence of a nonspatially homogeneous equilibrium state forL ^k. We show that a particular set of these conserved quantities is of special interest: Its elements will be called regular. These regular invariants are simply built from the local ones and their projection on each node is always a locally conserved quantity. Moreover, for most models they are one-to-one related to the Gibbs states ofL ^k which remain factorized. It turns out that all the classical known spurious invariants are regular and one can exhibit simple conditions to build models with only regular invariants. For the latter it is then justified to determine the transport coefficients of the locally conserved densities with the Green-Kubo procedure.     

Arms races as iterated prisoner's dilemma games

Many important aspects of arms races are captured by the iterated prisoner's dilemma (IPD) game. In this analysis, strategies are developed and analyzed for IPD games which most resemble arms races; those which are finite, uncertain and time varying in length. It is shown that, under certain conditions, it can be rational to unilaterally cooperate following a series of mutual defection. A number of conclusions concerning arms race behavior are drawn.     

Simulation of shockwave propagation with a thermal lattice Boltzmann model

A two‐dimensional 19‐velocity (D2Q19) lattice Boltzmann model which satisfies the conservation laws governing the macroscopic and microscopic mass, momentum and energy with local equilibrium distribution order O(u⁴) rather than the usual O(u³) has been developed. This model is applied to simulate the reflection of shockwaves on the surface of a triangular obstacle. Good qualitative agreement between the numerical predictions and experimental measurements is obtained. As the model contains the higher‐order terms in the local equilibrium distribution, it performs much better in terms of numerical accuracy and stability than the earlier 13‐velocity models with the local equilibrium distribution accurate only up to the second order in the velocity u. Copyright © 2003 John Wiley & Sons, Ltd.     

社会核算矩阵的建立和平衡——交互熵方法

可计算一般均衡 (CGE)模型的参数估计或校准要求一个一致性的数据 ,而这个一致性的数据集则由社会核算矩阵 SAM(Social Accounting Matrix)所构成 .由于在许多国家特别是发展中国家 ,由于构成SAM的各种数据来源不同可能使这些来源不同的数据不一致 ,因此如何平衡和估计 SAM则是一个困难和关键的问题 .本文用交互熵方法如何建立和平衡 SAM.     

一类种内竞争模型的稳定性

一类种内竞争模型的稳定性曹贤通（郑州纺织工学院，郑州４５０００７）在本文中，我们研究一种按生殖能力不同而分类的种内竞争模型￣［１］这里，Ｊ（ｔ）和Ａ＿ｉ（ｔ）分别表示幼虫和第ｉ成虫群体的数量；ｎ＞０为固有净增长率￣［２］；０＜π≤１为幼虫到成虫的成活...