株洲大京风景区周边农家乐旅游开发探讨

大京农家乐发展过程中出现了政府管理缺位,经营模式无特色,卫生状况差,宣传途径简单等问题,需要在政府的引导、扶持、监管下合理布局,有序推进,建设好景区配套设施和农家乐电子信息宣传系统,构建统一的宣传渠道,从而实现其可持续发展.     

现货价格和需求关联时期权组合合约模式下采购风险管理策略

在现货价格和客户端需求关联的情形下,本文引用期权组合合约建立现货市场供应量有限时的两阶段采购风险管理模型,以期最大化零售商的期望收益。文中先用逆向归纳法列出零售商第二阶段的最优策略,采用标准扰动定理得出有效合约应满足的最优性条件,并将原模型转化为单调的最短路径问题,应用动态规划求解最优的采购策略。最后用算例分析了现货价格与需求的相关系数及现货市场的供应量对最优策略的影响,发现当供应量一定时,各有效合约的最优预订量及有效合约的总预订量都随着相关系数的增大而提高,并且有效合约受相关系数的影响大小取决于合约的灵活性;并且,当相关系数一定时,有效合约的总预订量及执行价格最低的有效合约的最优预订量都随着供应量的增加而单调减少。     

基于延期交割费的我国燃料油期现货价格关系辨析

本文基于延期交割费的描述性统计分析,发现国内燃料油期现货市场间存在延期交割费。利用经验模态分解(EMD)方法,本文将延期交割费的影响因素分为短期市场波动、中期经济自然环境影响及长期趋势,分别对应EMD结果中的高频、低频和趋势分量。在此基础上,本文通过ARMA-GARCH模型度量燃料油市场价格风险,检验了延期交割费与燃料油市场价格风险之间的关系。结果显示延期交割费一定程度体现了市场价格风险,反映出上海燃料油期货市场的有效性。     

Inference for a change-point problem under an OU setting with unequal and unknown volatilities

An Ornstein–Uhlenbeck (OU) process is employed as a versatile model to capture the mean-reverting and stochastic evolution of many variables in various fields of applications including finance and economics. Within the OU setting, we develop a new estimation method to determine the unknown change-point location under the assumption that the volatilities before and after the change point in a time series are unequal. Our method hinges on the concept of a weighted least sum of squared errors approach and enhanced by a fusion of an iterative algorithm. The consistency of the change-point estimator is established. This article highlights a numerical implementation on simulated and observed financial market data demonstrating the significant flexibility and accuracy of our proposed modelling and estimation method. The Canadian Journal of Statistics 48: 62–78; 2020 © 2019 Statistical Society of Canada     

论风景名胜资源的“评”与“价”

在当前风景名胜资源保护与利用的过程中，缺乏制衡保护与利用行为的客观标尺，以及规划与管理间缺乏相互联系与互动的现象十分突出。该文以促进风景名胜资源评价方法的客观性与全面性为出发点，将风景名胜资源评价中的“评”定义为对资源使用价值的定性分析，“价”定义为对资源价值的定量核算，从而在建立更为完善的风景名胜资源评价体系的同时，使价值规律贯穿于整个风景名胜资源的保护与利用工作中。     

河南上街旅游景区发展高尔夫运动分析

2009年,国际奥委会第121次大会确定高尔夫球运动将正式重返奥运会赛场,这将促进我国高尔夫运动的快速发展。但目前高尔夫运动缺乏科学和系统规划,造成大量资源浪费。针对河南上街旅游景区发展高尔夫运动进行了SWOT分析、市场以及前景分析,并对景区的高尔夫运动发展提出了关注国家政策、科学合理规划及实施战略联盟等建议。     

湖北东湖风景名胜区的文化景观及法律保护

东湖风景名胜区不仅是中国最大的城中湖，而且还是毛泽东同志在解放后除中南海之外居住时间最长的地方，具有重要的人文历史价值和旅游观光价值。必须依法整治东湖风景名胜区内的违法建筑和非法经营摊点，对东湖风景名胜区的规划建设实施依法管理，把东湖建设成国内一流的旅游胜地。     

基于合作关系的旅游景点市场分析

针对旅游景点之间存在合作关系这一特点,建立了旅游景点之间的合作模型.对模型进行定性分析,阐述了相关系数对系统的影响,给出了相应的数值模拟图;并讨论了影响旅游景点发展的主要因素;最后给出了多个旅游景点之间合作的模型.     

"五个统筹"背景下的风景区居民点调控问题研究

风景区的发展不仅带动了对资源和环境的保护,同时也给风景区内部和周边居民点带来了社会经济与生态环境的双重影响。居民点问题在当前每个风景区中都是确实存在和无法回避的。在＂五个统筹＂背景下,结合国内外的理论和实践,以苏州澄湖为例,探讨了风景区居民点调控问题,并提出了相关的对策建议。     

Optimal procurement of long-term contracts in the presence of imperfect spot market

B2B spot market has grown rapidly and become an effective trading channel for commodity products. Besides long-term contract procurement from conventional suppliers (forward and option), a buyer can procure or sell commodities at any time in B2B spot market to adjust her inventory level. However, spot prices are generally volatile and the market is imperfect in the sense that spot trading may be realized with uncertainty in a given period of time and often comes with extra transaction cost. This paper considers a commodity buyer who can order forward and option contracts in advance and trade in a B2B spot market when spot price and demand are observed stochastically. Based on a single-period newsvendor model, we discuss three optimal order strategies and derive respective expected profits when the buyer is risk-neutral. The sensitivity of purchase costs, market liquidity and transaction cost is investigated. We also compare the optimal expected profits for different strategies to illustrate the effects of the two long-term contracts in the presence of the B2B spot market. We then extend our model to a multi-period setting and derive the optimal strategy. Finally, we numerically compute the optimal order strategy for a risk-averse buyer and analyze the impact of spot market, risk aversion, as well as the correlation between customer demand and spot price.