沪深股市回报率、波动率和交易量关系的实证研究

本文首先对回报率与交易量之间的关系进行了研究,发现并不存在非对称的数量关系,但存在双向的葛兰杰因果关系;同时将交易量对波动率的解释能力进行了研究,发现在沪市交易量对波动率具有解释力,而在深市交易量对波动率没有解释力。     

X波段五腔渡越管振荡器的理论与实验研究

 提出了一种新结构的X波段五腔渡越管振荡器，进行了理论和实验研究。根据场分布进行了一维非线性分析，结果表明该结构可以产生高功率微波，并判断了工作模式，为TM₀₁模的3π/5模。采用粒子模拟验证了一维非线性分析的结论，并优化设计出五腔渡越管振荡器,优化结果为：输出功率约1 GW， 工作频率9.3 GHz，束波转换效率约22%。实验中，通过参数调节，得到频率约9.25 GHz，峰值功率约780 MW，脉宽（半高宽）21 ns的输出微波，束波转换效率约为16%。实验结果与模拟结果基本符合。     

可再生能源配额制与碳排放权交易并行实施的政策效果

中国将同时实施可再生能源配额制与碳排放权交易,并以售电商为配额制的考核主体。本文建立两级供应链模型分析两者相互作用的政策效果。研究结果表明,引入碳排放权交易将导致火电价格上涨与可再生能源电力价格下降,有利于实现两者在同一价格水平竞争。然而,碳排放权交易亦将造成零售电价上涨,电力需求减少,且变化幅度与碳排放权价格和减排成本成正比。若配额比例与售电商差异性提高,在不影响环境成本内化于火电批发价格的同时,可降低售电商的转嫁成本。从而减小了可再生能源电力价格降幅与零售电价涨幅,并平抑碳排放权价格与减排成本上涨造成的电价与需求波动。     

Analysis of the temperature dependence of the high-frequency EMR spectra of Mn ions in the lithium-ion battery material LiMn<Subscript>2</Subscript>O<Subscript>4</Subscript>

This paper deals with the analysis of the temperature dependence of high-frequency EMR (HF-EMR) spectra due to Mn³⁺ and Mn⁴⁺ ions in the lithium manganese spinel LiMn₂O₄. A range of powder samples obtained by the sol-gel method with calcinations in several temperature ranges were prepared for this study. Based on the initial characterization carried out by a number of techniques, the physicochemical and structural properties of the samples were earlier determined. Independently, temperature magnetization and HF-EMR measurements were carried out. The EMR spectra vary strongly between samples, indicating possible structural or chemical changes. Quantitative analysis of the temperature dependence of the HF-EMR spectra due to Mn³⁺ and Mn⁴⁺ ions in LiMn₂O₄ is presented in this paper. The spectral analysis concerns the line shape, linewidth, intensity and g-factors. Fittings using the Lorentzian spectral shape and, to a certain extent, the Gaussian spectral shape have been carried out in order to parameterize the temperature dependence of the HF-EMR spectra. This parameterization of the HF-EMR experimental data enables a deeper characterization of the samples. Subsequently, a better insight into the role of the Mn³⁺ and Mn⁴⁺ ions in accounting for the characteristics most suitable for application of LiMn₂O₄ as a cathode material may be gained.     

Polycarbonate nanoparticles spray coated on silicon substrate using micro-electromechanical-systems-based high-frequency ultrasonic nozzle

Mono-disperse polycarbonate (PC) nanoparticles 20 nm in diameter was spray coated on silicon substrate using a novel high-frequency ultrasonic nozzle. Specifically, Bisphenol-A polycarbonate with a molecular weight (M_w) of approximately 6.4 × 10⁴ g/mol was first dissolved in pyridine. The resulting solution was sprayed into surfactant-containing de-ionized (DI) water using a 300 kHz silicon-based multiple-Fourier horn nozzle (MFHN). As pyridine was extracted into the water, PC nanoparticles formed but remained dispersed. This suspension of PC nanoparticles was then sprayed onto a silicon substrate using a 500 kHz 3-Fourier horn nozzle. Scanning electron microscopy (SEM) of the dried substrate revealed that PC nanoparticles were spread uniformly with no aggregation.     

Influence of cell packing by centrifugation on 40-MHz ultrasound backscatter

High-frequency ultrasound (HFUS) signals backscattered from RBL-2H3 cell pellets prepared under different centrifugal forces were analyzed to investigate the packing effect of cell aggregates. The measurements were performed in a pulse-echo setup with a 40-MHz transducer. The changes of ultrasound signals from cell pellet in backscattered power, statistical parameter, and pellet thickness were monitored after centrifugation at between 100g and 1600g. Experimental results showed that the HFUS backscattered power from cell pellets was inversely proportional to centrifugal force and increased to a plateau within 1-2 h after centrifugation. The initial thickness of cell pellets decreased with higher centrifugal force, but the changes in thickness and time that took to reach a plateau increased at higher centrifugal force. The envelope statistics of backscattered signals with Nakagami distribution indicates that the centrifugal force and elapsed time after centrifugation affected the backscattering characteristics. The present study suggests that centrifugal force and data acquisition time after cell pellet formation should be considered in in vitro cell packing method with centrifugation to emulate the tissue in vivo.     

激光大气闪烁的高频谱特性

 采用三波长闪烁仪进行了大气边界层的光传输实验，结果表明：在相同的传播条件下，非平面波激光大气闪烁功率谱的高频部分与波长存在着一定的关系，功率谱无标度区间的斜率即标度指数是一个与湍流强度、波长等因素有关的函数，在满足弱起伏的条件下，标度指数一般与波长呈负相关，波长愈长则标度指数愈小，频谱下降的趋势愈快；波长愈短则标度指数愈大，频谱下降的趋势愈慢。     

用来激励高频超声换能器的电激励源

讨论了超声换能器的几种激励方法，分析了三种常用激励方法在激励高频超声换能器时的特点及其同局限性，我们雪崩ＭＡＲＸ电路制作的单极窄脉冲能地激励率高达１００ＭＨｚ的换能器并取得了较好的结果。     

Stimulated Brillouin scattering in magnetized diffusive semiconductor plasmas

Using the hydrodynamical model and following the coupled mode approach, detailed analytical investigation of stimulated Brillouin scattering is performed in an electrostrictive semiconductor. The total induced current density including diffusion current density and the effective Brillouin susceptibility are obtained under off-resonant laser irradiation. The analysis deals with the qualitative behaviour of the Brillouin gain and transmitted intensity with respect to excess doping concentration and magnetic field. Efforts are directed towards optimizing the doping level and magnetic field to achieve maximum Brillouin gain at pump intensities far below the optical damage threshold level. It is found that by immersing a moderately doped semiconductor in a sufficiently strong magnetic field in transverse direction, one can achieve resonant enhancement of Brillouin gain provided the generated acoustic mode lies in the dispersionless regime.     

Effects of different sintering temperature and Nb2O5 content on structural and magnetic properties of Z-type hexaferrites

Nb-doped Z-type hexaferrites (Ba₃(Co_0.4Zn_0.6)₂Fe₂₄O₄₁) with composition of Ba₃(Co_0.4Zn_0.6)₂Fe₂₄O₄₁+x Nb₂O₅ (where x=0.0, 0.1, 0.2, 0.4, 0.6, 0.8, 1.2, 1.6 and 2.0 wt%) were prepared by a solid-state reaction method. The effects of different sintering temperature (T_s) and Nb₂O₅ content on the sintering behaviors, phase composing, microstructure, and magnetic properties of the samples were investigated. The results from X-ray diffraction and scanning electron microscopy show that as the amount of Nb₂O₅ additive increases, the major phase changes to Z-phase, Simultaneously, M-phase and a small amount of niobate phase appear. The Nb₂O₅ additive promotes the grain growth as reaction center at lower sintering temperature (1220 °C), but at higher temperature (1260 °C), niobate phase separated out in grain boundaries as secondary phase will restrain abnormal grain growth, so closed pores in grains are not formed. The Nb₂O₅ additive can enhance densification, improve initial permeability of hexaferrites by increasing the grain growth of hexaferrite and the displacement of ions in the sintering process due to the aberration and activation of crystal lattice, which is accompanied by the solubility of Nb⁵⁺ in the hexaferrites. A relative density of 96%, maximum initial permeability (32–33), minimum coercivity (454–455 A/m) and resonance frequency above 400 MHz were obtained for the sample with 0.8 wt% Nb₂O₅ sintered at 1260 °C for 6 h.