1. 语义强度维度
-- Threaten（常用度☆☆☆☆☆）：基础威胁用语，可指任何程度的威胁（从轻微警告到严重恐吓）
例：The boss threatened to cut bonuses.（中性威胁）
-- Menace（常用度☆☆☆）：隐含持续/本质的威胁性，带有"令人不安的存在"的文学意味
例：The dark figure menaced from the alley shadows.（具有压迫感的威胁）
2. 语法表现差异
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word-vs-word-cn
【Threaten】 , 【menace】 both mean to announce or forecast (as by word or look) an impending or probable infliction (as an evil or an injury).
【Threaten】 basically implies an attempt to dissuade or influence by promising punishment or the infliction of reprisals upon those who disobey an injunction or perform acts objectionable to the speaker.
However the term has been so extended in its meaning that it is often used with reference to things (as events, conditions, or symptoms) which presage or otherwise indicate something, and typically something dire or disturbing, to be about to or likely to happen.
【Menace】 is a somewhat more literary term than 【threaten】 , and it carries a much weaker implication of an attempt to dissuade or influence and a much stronger suggestion of an alarming or a definitely hostile character or aspect.
