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.     

Comparative study of otolith and sulcus morphology for stock discrimination of yellow drum along the Chinese coast

Otolith morphology is widely used for fish stock identification. The sulcus, a structure on the medial side of the otolith, is an important feature in morphological analysis. This study was conducted to evaluate the feasibility of using sulcus morphology for stock identification and to compare its performance with commonly used otolith morphology analysis. Otoliths were collected and analyzed from three geographical groups (the Huanghe (Yellow) River estuary, HHE;the Jiaozhou Bay, JZB;and the Changjiang (Yangtze) River estuary, CJE) of yellow drum Nibea albiflora. The results show that the analysis of sulcus morphology based on shape indices (SIs), elliptic Fourier coefficients (EFc), and a combination of the two parameters identified stocks at overall classification rates of 51.0%, 72.5%, and 73.2%, respectively. These classification rates are similar to those obtained using otolith morphology analysis (57.0%, 73.8%, and 76.5% by SIs, EFc, and their combination, respectively). The findings suggest that sulcus morphology is comparable to the commonly used otolith morphology for identifying stocks of sciaenids, such as the yellow drum. For both otolith and sulcus morphology, EFc could identify the stocks more efficiently than SIs, while the combination of SIs and EFc was even better.     

A geospatial study of the drought impact on surface water reservoirs: study cases from Texas,USA

Satellite images have been used historically to measure and monitor fluctuations in the surface water reservoirs. This study integrates remote sensing and Geographic Information System (GIS) technologies to investigate the impact of drought on 10 selected surface water reservoirs in San Angelo and Dallas, Texas. Oscillations in summer and winter months throughout the 2005–2016 period were assessed using multispectral images from Landsat-5, ?7, and ?8, and changes in the reservoirs were characterized and correlated against local climate data of each reservoir. For quantitative comparisons of the time-series measurements, a robust density slicing approach was employed to classify the range of values of the raster cells in the near-infrared band of Landsat images for each lake into three desired classes (deep water, shallow water, and dry area) based on the natural breaks inherent in the dataset. Statistical analysis shows that the overall accuracy of the classification is about 94%, which demonstrates the efficiency of the density slicer to accurately estimate surface water area changes from an individual Landsat band. Shrinkage in the surface water area over the study period reveals the concrete impact that the drought along with other factors have on the 10 selected lakes. The San Angelo lakes located in west central Texas experienced a nearly consistent pattern of change during most of the study period; whereas the Dallas lakes in northeast Texas followed the oscillating pattern of drought and correlated closely to the local conditions. Shockingly, the extreme drought caused complete vanishing of several lakes, and consequently Texas had to remove them from its recreational plans. Our new findings can certainly help with the water resource management in Texas and our study approach can be adapted for monitoring lake oscillations in other areas across the world. This geospatial study demonstrates the societal benefits from incorporating remote sensing and GIS in investigating geo-environmental problems associated with severe climate changes.     

顾及空间非平稳特征的遥感干旱监测

遥感技术具备实时快速、时空连续、广覆盖尺度等独特优势,在全球气候恶化大背景下,利用遥感干旱监测方法相比于传统地面监测手段,能够提供实时、准确、稳定的旱情信息,辅助科学决策。目前常用遥感旱情监测方法大多依赖全域性数学模型建模,假定了旱情模式的空间平稳特性,因而难以准确反映旱情模式的局部差异特征。本文提出利用地理加权回归模型GWR (Geographically Weighted Regression),考虑旱情模式的空间非平稳特性,综合多种遥感地面旱情监测指数,以实现传统全域旱情监测模型的局部优化。以美国大陆为研究区,监测2002年—2011年共10年的旱情状态。研究表明,GWR模型能够提供空间变化的局部最佳估计模型参数,监测结果更加吻合标准美国旱情监测USDM (U.S Drought Monitor)验证数据,且与地面实测值的最高相关系数R达到0.8552,均方根误差RMSE达到0.972,显著优于其他遥感旱情监测模型。GWR模型具备空间非平稳探测优势,实现了旱情模式的局部精细探测,能够显著提升遥感旱情监测精度,具备较好的应用前景。     

青藏高原地面加热场强度变化及其与太阳活动的关系

利用1958—2006年日喀则和玉树观测的历年各月平均地面(0 cm)温度和气温(百叶箱)资料,采用新量纲重新计算并续补了48年的青藏高原地面加热场强度距平指数。结果表明,青藏高原地面加热场强度存在后延1~2个月的显著相关,干季具有较好的持续性。除存在明显的年际和年代际变化特征外,总体表现出春、夏季由弱变强,秋、冬季由强变弱,且具有稳定而显著的准11年和17年周期。持续的太阳黑子数偏少对青藏高原地面加热场强度的增强具有明显的指示性;太阳黑子周期长度(SCL)变长(太阳活动减弱)时,青藏高原地面加热场强度减弱。通过初步分析认为,太阳活动是引起青藏高原地面加热场强度变化的重要原因之一。     

四川盆地干旱灾害统计特征

利用四川盆地1980—2009年17市103个县(市)实测逐日降水资料,按照四川省气象局制定的四川盆地的干旱地方标准DB51/T581—2007,对四川盆地近30年干旱灾害进行统计分析。结果表明:四川盆地夏旱出现的频率最高,夏旱的高发区集中在盆地西北部的成都、德阳和绵阳,伏旱的发生频率最低,强度最强。春、夏、伏旱的空间分布高发区依次从盆地西北部向东南转移。干旱发生的频率整体呈增长趋势,且严重干旱发生频次增长明显,与20世纪80年代相比90年代增幅达到110.3%,21世纪00年代在90年代的基础上又递增20.0%,21世纪00年代发生的严重干旱频次为80年代的2.5倍。     

江淮流域极端降水时空变化特征:站点观测和再分析的对比

利用淮河流域1979—2011年260个站点观测、ERA-Interim和NCEP/DOE再分析资料的日降水量数据,选用8个极端降水指数,从空间分布、发展趋势、时间变化等方面对比分析了我国江淮流域极端降水的变化规律,研究了再分析数据的适用性,结果表明:1)持续湿润指数(CWD)、强降水日数(R10mm,R20mm)以及百分位指数(R95p,R99p)具有一致的北少南多的分布特征,而持续干燥指数(CDD)为北多南少,且强度指数(Rx1day,Rx5day)和百分位指数在浙江沿海均有极大值存在。2)大部分地区的强降水日数呈减少趋势,仅在江淮周边地区有弱上升趋势。3)区域平均的降水强度指数具有上升的趋势变化,逐月变化具有先增长后减少的结构特征,5—6月的增长量最大,峰值出现在7月,在夏末、冬季有较明显的随年代增加的趋势,在秋季则随年代减少。4)再分析资料ERA-Interim和NCEP/DOE对不同指数的再现能力有所不同,ERA-Interim对强降水日数(R10mm)、CDD、百分位指数的空间分布以及CDD的变化趋势再现能力较好,与强度指数和百分位指数年际变化的相关性较高,但对CWD变化趋势分布特点的再现能力较弱;NCEP/DOE更善于再现较强降水日数(R20mm)的空间分布以及强度指数和百分位指数的线性变化趋势。5)两种再分析资料能合理地再现强降水日数(R10mm,R20mm)和CDD年际变化特征和强度指数的季节变化特征。     

2022年夏季中国高温干旱气候特征及成因探讨

2022年夏季,中国中东部发生了极端高温干旱气候异常,给经济、农业、人民生活造成了严重影响。本文回顾了此次高温干旱气候异常的时空特征,分析了其主要成因。2022年夏季,中国中东部区域平均的极端高温频次、日最高温度平均值、高温日数等指标均达到了1979年以来的最大值,区域平均降水则达到了1979年以来的最低值。此次气候异常主要是由于夏季中国中东部受强大的高压系统控制,与偏强的西太副高、中纬度的西风带扰动以及热带海温的影响有关。此外,本文探讨了全球增暖趋势对极端高温事件增多的影响,以及未来中国地区高温和干旱事件的可能变化。     

北京怀柔云蒙山地区花岗岩风化过程的地球化学基因

地球化学基因是近两年提出的一种新的地球化学示踪技术,本文选择北京怀柔云蒙山地区两个邻近的花岗岩风化剖面(编号为B和C)来分析岩性地球化学基因和金矿化地球化学基因的属性特征.剖面B样品的化学蚀变指数CIA变化为51.3～58.9,WIG的范围为89.4～68.6,属于初始风化程度;剖面C样品的CIA变化为52.4～78....     

黄土丘陵沟壑区县域土壤有机质空间分布特征及预测

分析、预测土壤属性空间变异及其动态是区域土地质量评价和可持续土地利用的一个重要组成部分。在陕西省横山县采集了254个耕层(0~20cm)土样,利用数字地形与遥感影像分析技术,提取了相关地形与遥感指数,分析不同土地利用类型、不同地形条件下土壤有机质空间变异及分布特征,并利用相关因子进行回归预测分析。结果表明,县域土壤有机质平均含量很低,变异性较大。不同土地利用类型土壤有机质差异显著,其中以水稻田有机质含量最高,而林地和灌木林地相对较低。不同土地利用类型土壤有机质含量次序为:水稻田>川地>梯田>坝地>荒草地>坡耕地>林地>灌木林地。不同坡度分析表明,“0~3°”这一坡度等级有机质含量显著高于其它坡度等级;不同坡向有机质含量差异不显著,但不同坡向有机质含量存在一个明显的趋势,阴坡有机质含量整体上要比阳坡高。相关分析表明土壤有机质与高程h呈现负相关关系,与坡向的余弦值COSα正相关,与复合地形指数CTI正相关;土壤有机质和修正后的土壤调节植被指数(MSAVI)以及湿度指数(WI)正相关。利用相关环境变量及遥感指数进行多元线性逐步回归分析,预测结果不甚理想,存在一个平滑效应,对于残差解释相对较低,须进一步研究以更好的解释残差。