Pricing Weather Derivatives Index based on Temperature: The Case of Bahir Dar,Ethiopia

In this paper we present a stochastic model for daily average temperature to calculate the temperature indices upon which temperature-based derivatives are written. We propose a seasonal mean and volatility model that describes the daily average temperature behavior using the mean-reverting Ornstein-Uhlenbeck process. We also use higher order continuous-time autoregressive process with lag 3 for modeling the time evolution of the temperatures after removing trend and seasonality. Our model is fitted to 11 years of data recorded, in the period 1 January 2005 to 31 December 2015, Bahir Dar, Ethiopia, obtained from Ethiopia National Meteorological Services Agency. The analytical approximation formulas are used to price heating degree days (HDD) and cooling degree days (CDD) futures. The suggested model is analytically tractable for derivation of explicit prices for CDD and HDD futures and option. The price of the CDD future is calculated, using analytical approximation formulas. Numerical examples are presented to indicate the accuracy of the method. The results show that our model performs better to predict CDD indices.     

Effects of the seasonal variation in chlorophyll concentration on sea surface temperature in the global ocean

The effects of biological heating on the upper-ocean temperature of the global ocean are investigated using two ocean-only experiments forced by prescribed atmospheric fields during 1990–2007, on with fixed constant chlorophyll concentration, and the other with seasonally varying chlorophyll concentration. Although the existence of high chlorophyll concentrations can trap solar radiation in the upper layer and warm the surface, cooling sea surface temperature (SST) can be seen in some regions and seasons. Seventeen regions are selected and classified according to their dynamic processes, and the cooling mechanisms are investigated through heat budget analysis. The chlorophyll-induced SST variation is dependent on the variation in chlorophyll concentration and net surface heat flux and on such dynamic ocean processes as mixing, upwelling and advection. The mixed layer depth is also an important factor determining the effect. The chlorophyll-induced SST warming appears in most regions during the local spring to autumn when the mixed layer is shallow, e.g., low latitudes without upwelling and the mid-latitudes. Chlorophyll-induced SST cooling appears in regions experiencing strong upwelling, e.g., the western Arabian Sea, west coast of North Africa, South Africa and South America, the eastern tropical Pacific Ocean and the Atlantic Ocean, and strong mixing (with deep mixed layer depth), e.g., the mid-latitudes in winter.     

Finite element modeling of heating phenomena of cracks excited by high-intensity ultrasonic pulses

A three-dimensional thermo-mechanical coupled finite element model is built up to simulate the phenomena of dynamical contact and frictional heating of crack faces when the plate containing the crack is excited by high-intensity ultrasonic pulses. In the finite element model, the high-power ultrasonic transducer is modeled by using a piezoelectric thermal-analogy method, and the dynamical interaction between both crack faces is modeled using a contact-impact theory. In the simulations, the frictional heating taking place at the crack faces is quantitatively calculated by using finite element thermal-structural coupling analysis, especially, the influences of acoustic chaos to plate vibration and crack heating are calculated and analysed in detail. Meanwhile, the related ultrasonic infrared images are also obtained experimentally, and the theoretical simulation results are in agreement with that of the experiments. The results show that, by using the theoretical method, a good simulation of dynamic interaction and friction heating process of the crack faces under non-chaotic or chaotic sound excitation can be obtained.     

西安东部夜间异常增温原因及其数值模式预报订正

利用陕西省气象监测站观测资料、NCEP/NCAR和ERA5全球再分析资料,对2019年12月10日凌晨西安东部一次夜间温度异常跃增过程进行深入分析.结果表明:①此次夜间增温过程发展迅速、局地性强、预报难度大.②500 hPa内蒙东部冷槽底后部干燥的西北气流和850 hPa干暖气团有利于产生大气下沉绝热增温.西安地区近地...     

台风“摩羯”和“利奇马”经渤海强度变化特征分析

利用FY 4水汽云图、NCEP/FNL资料、自动站资料和ERA Interim海温资料,分析入海增强台风“摩羯”（1814）和入海减弱台风“利奇马”（1909）经过渤海强度变化特征。结论如下：台风“摩羯”中心入海增强过程伴随着中高层冷空气侵入,冷空气深入“摩羯”云系中心,台风强度减弱并逐渐消亡。台风“利奇马”入海前冷空气已经侵入台风中心,台风入海后强度减弱,暖心结构变得不对称,低层有清晰的斜压特征。“摩羯”入海前渤海上空为强辐散区,“利奇马”入海前渤海上空为弱辐合场,北上前进方向出现高空辐散有利于台风加强。台风登陆前垂直风切变与台风强度反位相分布,北上后台风垂直风切变与台风强度同位相分布。“摩羯”入海后水汽通道出现断裂,其入海增强更多依赖于热力条件和动力条件。“利奇马”水汽通量和水汽通量散度源于自身环流的贡献。台风“摩羯”入海后潜热加热率激增,“利奇马”低层维持弱潜热加热直至台风消亡。     

基于气温和体感温度的中国南方地区供暖必要性分析

利用1961—2017年中国各省市701个完整时间序列逐日气象资料的台站数据,以《民用建筑供暖通风与空气调节设计规范》(GB50736—2012)中的供暖标准为指标,采用滑动5 d平均方法,从气温和体感温度两种角度,分析了中国南方地区省市供暖的必要性.结果表明:从气温计算的采暖期看,江苏省、安徽省北部、四川省西部、贵州...     

海原断裂干盐池拉分盆地中央断层的形成机制探讨

拉分盆地内部的"对角线式中央断层",不仅在拉分盆地的消亡过程中发挥着重要作用,还对大地震的发生具有重要控制作用,研究其形成演化具有重要的意义.然而,与拉分盆地相比,专门针对中央断层的研究较少,制约了人们对拉分盆地乃至走滑断裂带构造演化过程的理解.文中以海原断裂带中段的干盐池拉分盆地为例,对盆地内的中央断层开展了地质地貌...     

热释光断代技术测定断层活动时代可能性的研究

本文根据多年来研究断层活动所积累的热释光年龄资料和断层运动过程中各种温、压条件变化的模拟实验结果,阐述了断层运动所产生的摩擦升温有可能使断层面上乃至断层带内某些矿物原有的热释光“退火”,初步探讨了用热释光测年技术测定断层活动年代的可能性     

Numerical Modelling of the Effects of Ozone on the Summer Atmospheric Circulation

ＮｕｍｅｒｉｃａｌＭｏｄｅｌｌｉｎｇｏｆｔｈｅＥｆｆｅｃｔｓｏｆＯｚｏｎｅｏｎｔｈｅＳｕｍｍｅｒＡｔｍｏｓｐｈｅｒｉｃＣｉｒｃｕｌａｔｉｏｎＷａｎｇＱｉａｎｑｉａｎ（王谦谦）；ＷａｎｇＹｉｎｈｕｉ（汪迎辉）；ＳｏｎｇＹｕ（宋煜）（Ｎａｍｉｎｇｉｎｓｔ...     

Mineral composition variation in Alpine Schist, Southern Alps, New Zealand: Implications for recrystallization and exhumation

Abstract Compositional variation of silicates (plagioclase, K-feldspar, epidote, titanite, garnet, white mica, biotite, chlorite), ilmenite, carbonates (calcite, ankerite) and apatite, in quartzofeldspathic lithologies of the Alpine Schist, New Zealand, is discussed in terms of increasing metamorphic grade and possible isograd-producing reactions. The mineral data, in conjunction with geological considerations, are used to determine polychronous P-T arrays of an early high P/T event (c. 16°C/kb; 5°C/km) overprinted by a lower P/T event (c. 50°C/kb; 15°C/km) that provides an estimation of Mesozoic and Cenozoic exhumation of schist of 11 to 13 km and 19 to 22 km respectively. The effects of possible shear heating and recrystallization to form K-feldspar zone schist near the Alpine Fault is consistent with movement along a mid to lower crustal detachment surface during Cenozoic shortening, and near isothermal exhumation of the schists to form the Southern Alps.