HC-L200挥发性冲压油的研制及工业应用

HC-L200挥发性冲压油根据铝翅片冲压加工工艺的技术特点，选用加氢精制的窄馏份轻质油为基础油，添加特制的脂肪酸酯为润滑剂，以及复合防锈剂和自制的润湿剂等添加剂调和而成。经工业应用表明：研制油品完全能满足用户使用要求。     

EXTRACTIVE DISTILLATION WITH AQUEOUS SOLUTIONS OF HYDROTROPES

The effect of hydrotropes on vapor-liquid equilibrium of a mixture provides a potential technique of extractive distillation for systems which are difficult or impossible to separate by normal rectification. Various hydrotropes, such as sodium toluate, sodium toluence sulfonate, sodium cymcnc sulfonate, sodium mesitylene sulfonate and sodium salicylate, in aqueous solutions have been tested for the separation of close-boiling point mixtures, such as p-cresol/2,6-xylenol, isopropanol/ fm-butanol, and wc-butanol/rert-butanol. The changes in the relative volatility increase with the concentration of hydrotrope and with the hydrotrope to solute ratio.     

Kernel deconvolution of stochastic volatility models

Abstract.  In this paper, we study the problem of the nonparametric estimation of the function m in a stochastic volatility model h _t  =  exp( X _t /2λ) ξ _t , X _t  =  m ( X _{t −1}) +  η _t , where ξ _t is a Gaussian white noise. We show that the model can be written as an autoregression with errors-in-variables. Then an adaptation of the deconvolution kernel estimator proposed by Fan and Truong [ Annals of Statistics , 21, (1993) 1900] estimates the function m with the optimal rate, which depends on the distribution of the measurement error. The rates vary from powers of n to powers of  ln( n ) depending on the rate of decay near infinity of the characteristic function of this noise. The performance of the method are studied by some simulation experiments and some real data are also examined.     

加盐萃取精馏分离醋酸甲酯-甲醇二元恒沸物

用改进的O thm er汽液平衡釜测定了0.101 3M Pa下醋酸甲酯-甲醇体系在萃取剂和盐存在下的相对挥发度,测定了全浓度范围的汽液平衡数据,并进行了加盐萃取精馏工艺的实验。结果表明,水作为萃取剂,加入醋酸钾,可提高醋酸甲酯-甲醇体系的相对挥发度,加盐萃取精馏比普通的萃取精馏有优势,当溶剂体积比为1∶1时,萃取精馏塔塔顶采出的醋酸甲酯的质量分数可达到99%以上,萃取剂回收率达98%,盐可以全部回收。     

Electricity market price volatility: The case of Ontario

Price volatility analysis has been reported in the literature for most competitive electricity markets around the world. However, no studies have been published yet that quantify price volatility in the Ontario electricity market, which is the focus of the present paper. In this paper, a comparative volatility analysis is conducted for the Ontario market and its neighboring electricity markets. Volatility indices are developed based on historical volatility and price velocity concepts, previously applied to other electricity market prices, and employed in the present work. The analysis is carried out in two scenarios: in the first scenario, the volatility indices are determined for the entire price time series. In the second scenario, the price time series are broken up into 24 time series for each of the 24 h and volatility indices are calculated for each specific hour separately. The volatility indices are also applied to the locational marginal prices of several pricing points in the New England, New York, and PJM electricity markets. The outcomes reveal that price volatility is significantly higher in Ontario than the three studied neighboring electricity markets. Furthermore, comparison of the results of this study with similar findings previously published for 15 other electricity markets demonstrates that the Ontario electricity market is one of the most volatile electricity markets world-wide. This high volatility is argued to be associated with the fact that Ontario is a single-settlement, real-time market.     

Cao—SiO2—CaF2三元渣系的挥发率

通过质量损失法对ＣａＯ－ＳｉＯ２－ＣａＦ２三元渣系挥发率与温度、渣组成的关系进行了研究。结果表明：在渣完全熔化之前有一临界温度，其值大小因渣而异，即酸性渣具有低温临界点；碱性渣具有高温临界点；中性渣则两个临界点均存在；当渣的碱度过高（Ｒ≥１．４）或ＣａＦ２含量减少（≤１０％）时，这两个临界点均不存在。临界温度对渣的挥发率有明显影响；在渣完全熔化之后，挥发率将随碱度的降低及ＣａＦ２含量的增加而提高。     

Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model

The behavioral origins of the stylized facts of financial returns have been addressed in a growing body of agent-based models of financial markets. While the traditional efficient market viewpoint explains all statistical properties of returns by similar features of the news arrival process, the more recent behavioral finance models explain them as imprints of universal patterns of interaction in these markets. In this paper we contribute to this literature by introducing a very simple agent-based model in which the ubiquitous stylized facts (fat tails, volatility clustering) are emergent properties of the interaction among traders. The simplicity of the model allows us to estimate the underlying parameters, since it is possible to derive a closed form solution for the distribution of returns. We show that the tail shape characterizing the fatness of the unconditional distribution of returns can be directly derived from some structural variables that govern the traders’ interactions, namely the herding propensity and the autonomous switching tendency.JEL classifications: G12; C61Earlier versions of this paper have been presented at the 11th Symposium of the Society of Nonlinear Dynamics and Econometrics, Florence, March 2003, the 8th Spring Meeting of Young Economists, Leuven, April 2003, the 8th Workshop on Economics with Heterogeneous Interacting Agents, Kiel, May 2003, the 27th congress of Associazione per la Matematica Applicata alle Scienze Economiche e Sociali, Cagliari, September 2003; research seminars at the Department of Econometrics, University of Geneva, March 2003, and at the Department of Physics, University of Cagliari, May 2003, and have gained considerably from comments by many participants in these events.     

Volatility test for bituminous materials

A test, replacing the distillation test for pitches, has been developed. In this test, a sample is placed into an aluminium dish which is introduced into the cavity of a metal block preheated to a selected temperature. The surface of the sample is in a constant stream of nitrogen preheated to the temperature of the test. After an exposure of 30 min, the sample is taken out of the block and the weight loss, which is a measure of the volatility, is determined.     

Identifying cost-minimizing strategies for guaranteeing target dairy income over feed cost via use of the Livestock Gross Margin dairy insurance program

Milk and feed price volatility are the major source of dairy farm risk. Since August 2008 a new federally reinsured insurance program has been available to many US dairy farmers to help minimize the negative effects of adverse price movements. This insurance program is referred to as Livestock Gross Margin Insurance for Dairy Cattle. Given the flexibility in contract design, the dairy farmer has to make 3 critical decisions when purchasing this insurance: 1) the percentage of monthly milk production to be covered, 3) declared feed equivalents used to produce this milk, and 3) the level of gross margin not covered by insurance (i.e., deductible). The objective of this analysis was to provide an optimal strategy of how a dairy farmer could incorporate this insurance program to help manage the variability in net farm income. In this analysis we assumed that a risk-neutral dairy farmer wants to design an insurance contract such that a target guaranteed income over feed cost is obtained at least cost. We undertook this analysis for a representative Wisconsin dairy farm (herd size: 120 cows) producing 8,873 kg (19,545 lb) of milk/cow per year. Wisconsin statistical data indicates that dairy farms of similar size must require an income over feed cost of at least $110/Mg ($5/cwt) of milk to be profitable during the coverage period. Therefore, using data for the July 2009 insurance contract to insure $110/Mg of milk, the least cost contract was found to have a premium of $1.22/Mg ($0.055/cwt) of milk produced insuring approximately 52% of the production with variable monthly production covered during the period of September 2009 to June 2010. This premium represented 1.10% of the desired IOFC. We compared the above optimal strategy with an alternative nonoptimal strategy, defined as a contract insuring the same proportion of milk as the optimal (52%) but with a constant amount insured across all contract months. The premium was found to be almost twice the level obtained under the cost-minimizing solution representing 1.9% of the insured amount. Our model identifies the lowest cost insurance contract for a desired target guaranteed income over feed cost.     

Nd:Gd3Ga5O12多晶原料合成及单晶生长研究

通过对晶体生长时和生长后原料挥发物的XRD分析,发现在炉膛内壁上的挥发物质是Ga2O3和Ga2O的混合物,而观察窗口及后加热器内壁上的挥发物主要是Gd2O3。为避免原料中Ga2O3的挥发,按化学计量比配料,在1300℃下,采用固相反应法合成了Nd：Gd3Ga5O12(Nd：GGG)多晶原料。用此多晶原料,采用提拉法进行了Nd：GGG单晶生长研究,所获单晶的荧光发射峰位于1061．54nm。对晶体表面的开裂现象进行了分析。