合作技术创新的风险因素识别及模糊评价研究

合作创新因主体多样化而分散了创新风险,而合作创新过程中独有的风险及其复杂性和主观性、模糊性远未引起足够的重视。在对合作创新过程中风险因素进行识别的基础上,将合作创新的风险归纳为知识产权风险、合作关系风险和运作流程风险三大类,并结合合作创新风险项目的模糊性特点,运用模糊群体决策理论,建立了风险评价模型,同时给出了风险分析矩阵。

基于模糊粗糙集理论的电网企业安全综合风险评估

伴随着我国能源低碳绿色转型及国民经济技术的飞速发展形势,电网企业逐步进入设备容量大、负荷需求高、自动化和智能化水平显著提升的重要时期,传统电网已无法满足当代用电负荷和能源结构变化的需求,电网运行安全风险随着电力供需关系日趋复杂化。考虑到风险具备模糊性、随机性、不确定性的鲜明特点,本文提出将构建基于粗糙集理论的安全风险辨识和评估模型,结合电网侧安全生产作业特点,围绕固有风险、管理风险和关联风险三方面得到安全风险指标体系和相应风险等级,运用粗糙集理论的属性简约和属性值约简功能进行数据约简,最终形成最小评价规则集作为风险评估标准。结果表明,该方法能够更为准确地量化电网调度、运检、基建和营销等各类专业作业的安全风险程度,支撑安全风险精准研判,帮助电网企业安全风险管控水平进一步提升。

权益市场的不确定性是否推高了公司的债券利差?——来自风险与模糊不确定性的经验证据

近年来我国债券市场频繁出现高信用评级债券违约的现象,聚集性违约与股债两市风险“互溢”和“互补”频繁更迭是否存在关联引起了广泛的关注.论文从公司权益风险与风险的模糊不确定性视角,讨论了权益价格的两种不确定性对债券利差的影响.使用权益的波动率之波动来度量公司权益风险的模糊不确定性,利用2009–2021年我国A股的日内高频数据与匹配的公司债和企业债数据进行实证研究发现,公司权益价格的两种不确定性对债券利差呈完全相反的影响.权益的模糊不确定性与债券利差呈显著的“异向震荡”和“互补”关系,波动率之波动每增加1单位标准差,将引起债券年利差平均下降3个基点.而权益的风险不确定性对债券利差呈显著的“同向联动”和风险“互溢”关系,权益波动率风险每增加1个单位标准差,将引起债券年利差平均上升8个基点.进一步的实证发现,权益风险和风险的模糊不确定性与债券利差的异向影响,在民营企业发行的债券、低信用评级和长期债券中表现尤为突出.机制分析表明,债券的违约距离、公司的预防性储蓄和投资者的模糊性偏好异质性是权益风险的模糊不确定性对债券利差产生影响的可能渠道.论文的结果对股债两市的风险监管和公司信息披露要求提出了有价值的政策建议.

Assessment on Agricultural Drought Risk Based on Variable Fuzzy Sets Model

Drought is one of the major natural disasters causing huge agricultural losses annually. Regional agricultural drought risk assessment has great significance for reducing regional disaster and agricultural drought losses. Based on the fuzzy characteristics of agricultural drought risk, variable fuzzy sets model was used for comprehensively assessing agricultural drought risk of Liaoning Province in China. A multi-layers and multi-indices assessment model was estab-lished according to variable fuzzy sets theory, and agricultural drought risk of all 14 prefecture-level cities was respec-tively estimated in terms of dangerousness, vulnerability, exposure and drought-resistibility. By calculating the combi-nation weights of four drought risk factors, agricultural drought risk grade of each city was obtained. Based on the as-sessment results, the spatial distribution maps of agricultural drought risk were drawn. The results shows that eastern cities have lower drought dangerousness than western cities in Liaoning Province totally. Most cities are located in low drought vulnerability region and high drought exposure region. Because of frequent and severe drought since 2000, most cities are located in lower drought-resistibility region. Comprehensive agricultural drought risk presents apparent spatial characteristics, escalating from the east to the west. Drought dangerousness is the most important factor influencing comprehensive agricultural drought risk. Through the spatial distribution maps of drought risk, decision makers could find out drought situation and make decisions on drought resistance conveniently.

The FAHP-based Risk Assessment in the Conclusion of Equipment Procurement Contract

The risk assessment of contract conclusion is the primary and key part of equipment purchase contract risk management. In this paper, based on the fuzzy characteristics of contract risks, and overcoming the traditional disadvantages of analytic hierarchy process （AHP）, the fuzzy analytic hierarchy process （FAHP） of contract conclusion is proposed for meeting the actual need of equipment procurement contract risk assessment, and implementing the risk factors qualitative and quantitative assessments of different working nodes in contract conclusion. Thus, a scientific and reliable important basis is provided for the risk management of equipment procurement contract.