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.     

2015年台风“彩虹”过境后下山冷急流引起的南海北部海域异常海面降温

This study deals with a unusual cooling event after Typhoon Mujigea passed over the northern South China Sea(SCS) in October 2015. We analyze the satellite sea surface temperature(SST) time series from October 3 to 18,2015 and find that the cooling process in the coastal ocean had two different stages. The first stage occurred immediately after typhoon passage on October 3, and reached a maximum SST drop of –2℃ on October 7 as the usual cold wake after typhoon. The second stage or the unusual extended cooling event occurred after 7d of the typhoon passage, and lasted for 5d from October 10 to 15. The maximum SST cooling was –4℃ and occurred after 12d of typhoon passage. The mechanism analysis results indicate that after landing and moving northwestward to the Yunnan-Guizhou Plateau(YGP), Typhoon Mujigea(2015) met the westerly wind front on October 5. The lowpressure and positive-vorticity disturbances to the front triggered meridional air flow and low-pressure trough,thus induced a katabatic cold jet downward from the Qinghai-Tibet Plateau(QTP) passing through the YGP to the northwestern SCS. The second cooling reached the maximum SST drop 4d later after the maximum air temperature drop of –9℃ on October 11. The simultaneous air temperature and SST observations at three coastal stations reveal that it is this katabatic cold jet intrusion to lead the unusual SST cooling event.     

热带东印度洋SST对气候变暖和变冷的响应

The response of the eastern tropical Indian Ocean(ETIO) to heat fluxes of equal amplitude but opposite sign is investigated using the Community Earth System Model(CESM). A significant positive asymmetry in sea surface temperature(SST) is found over the ETIO—the warming responses to the positive forcing exceeds the cooling to the negative forcing. A mixed layer heat budget analysis is carried out to identify the mechanisms responsible for the SST asymmetry. Results show that it is mainly ascribed to the ocean dynamical processes, including vertical advections and diffusion. The net surface heat flux, on the contrary, works to reduce the asymmetry through its shortwave radiation and latent heat flux components. The former is due to the nonlinear relationship between SST and cloud, while the latter is resulted mainly from Newtonian damping and air-sea stability effects. Changes in the SST skewness are also evaluated, with more enhanced negative SST skewness over the ETIO found for the cooling than heating scenarios due to the asymmetric thermocline-SST feedback.     

The symmetry energy and incompressibility constrained by the observations of glitching pulsars

We investigate the masses of glitching pulsars in order to constrain their equation of state(EOS). The observations of glitches(sudden jumps in rotational frequency) may provide information on the interior physics of neutron stars. With the assumption that glitches are triggered by superfluid neutrons, the masses of glitching neutron stars can be estimated using observations of maximum glitches.Together with the observations of thermal emission from glitching pulsars Vela and J1709–4429, the slope of symmetry energy and incompressibility of nuclear matter at saturation density can be constrained.The slope of symmetry energy L should be larger than 67 MeV while the lower limit of incompressibility for symmetric nuclear matter K_0 is 215 MeV. We also obtain a relationship between L and K_0:6.173 MeV + 0.283 K_0≤ L ≤ 7.729 MeV + 0.291 K_0. The restricted EOSs are consistent with the observations of 2-solar-mass neutron stars and gravitational waves from a binary neutron star inspiral.     

大气折光系数测定及在悬索桥基准索股线形测量中的应用

大跨度悬索桥基准索股跨中位置处于百米高空,如何测得精确的垂度值,对主缆线形进行控制至关重要。本文分析了影响悬索桥基准索股垂度测量精度的主要因素,提出了基于实时大气折光系数改正的单向三角高程的跨中垂度测量新方法。在桥址区建立高精度的高差基准,通过对桥址区的大气折光系数的测定及改正试验,证明该测量方法切实可行。基准索股跨中垂度采用双测站进行测量,当双测站所测同一点绝对垂度互差小于10 mm时,取双测站所测垂度均值作为该点的垂度值。该方法的测量结果达到设计精度要求,对同类工程测量项目有借鉴意义。     

钱塘江河口风暴潮经验预报

钱塘江河口的风暴潮预报工作可归结为澉浦或乍浦两个单站的预报,这使得经验预报成为可能。利用一种动力线性模型将动力学的线性问题转化为统计学的线性回归模型,通过合理选取预报量及预报因子,并采用正交筛选技术确定每个预报因子所对应的系数,建立经验预报方程。后报结果表明该方法可取得较好的效果。     

惠民凹陷南坡北北西向走滑断裂带的发育特征及成因分析

通过对惠民南坡前中生代断裂的平面分布和三维地震剖面特征的分析,识别出了一组在平面上相互平行,在剖面上具有负花状构造的北北西向走滑断裂带。通过对负花状构造的形态及其卷入地层特征的分析,认为该组断裂带经历过两期不同性质的走滑运动,在中生代经历了较强的左行张性走滑,在新生代经历了较弱的右行压性走滑。其演化过程与鲁西地块上北北西向走滑断层的演化过程一致,均属于郯庐断裂区域性走滑作用所形成的帚状构造体系的一部分,郯庐断裂在中生代的左行走滑和新生代的右行走滑是控制其发展演化的主要因素。     

Analysis of the Sea Fog in the Sea Around the Great Wall Station,Antarctica

The synoptic analysis of sea fog in western Antarctic sea region is made based on the observation data in the Chinese Antarctic station, Great Wall Station, from December 1994 to November 1995, and the facsimile weather charts issued by Chile. It is found that more than 90% fog in this region is the advection cooling fog. Also, the synoptic mechanism of the fog creation and distinction is discussed by analyzing the pressure field, the temperature field and the upperlevel stratification. Finally, the focus of attention in forecasting fog is pointed out.     

基于回归模型的热带气旋条件下的海表降温参数化方案设计

Combining a linear regression and a temperature budget formula, a multivariate regression model is proposed to parameterize and estimate sea surface temperature(SST) cooling induced by tropical cyclones(TCs). Three major dynamic and thermodynamic processes governing the TC-induced SST cooling(SSTC), vertical mixing, upwelling and heat flux, are parameterized empirically using a combination of multiple atmospheric and oceanic variables:sea surface height(SSH), wind speed, wind curl, TC translation speed and surface net heat flux. The regression model fits reasonably well with 10-year statistical observations/reanalysis data obtained from 100 selected TCs in the northwestern Pacific during 2001–2010, with an averaged fitting error of 0.07 and a mean absolute error of 0.72°C between diagnostic and observed SST cooling. The results reveal that the vertical mixing is overall the pre dominant process producing ocean SST cooling, accounting for 55% of the total cooling. The upwelling accounts for 18% of the total cooling and its maximum occurs near the TC center, associated with TC-induced Ekman pumping. The surface heat flux accounts for 26% of the total cooling, and its contribution increases towards the tropics and the continental shelf. The ocean thermal structures, represented by the SSH in the regression model,plays an important role in modulating the SST cooling pattern. The concept of the regression model can be applicable in TC weather prediction models to improve SST parameterization schemes.     

青藏高原东南缘次林错岩体晚白垩世—早新生代快速剥蚀

青藏高原东南缘是研究构造、地貌演化和气候变化相互作用的理想场所,前人研究主要揭示了晚始新世—早中新世和晚中新世以来的快速剥蚀事件,缺乏晚白垩世—早新生代时期地貌演化过程的研究。次林错花岗岩已有的低温热年代学数据覆盖了整个新生代时期,为探索该区域新生代早期的剥露演化历史提供了重要资料。该岩体新生代早期冷却事件是岩浆冷却单一作用的结果,还是受快速剥蚀作用的影响,目前仍然存疑,需要定量研究。因此,本文结合已有的岩石地化和年代学数据,对次林错花岗岩开展了锆石饱和温度和一维岩浆冷却模拟研究。锆石饱和温度计算结果表明次林错花岗岩的岩浆结晶温度介于647～705℃之间,属低温花岗岩。一维岩浆冷却模拟结果显示岩体侵位时的最小围岩温度为160～120℃,对应深度约为3.7～5.0 km。结合锆石和磷灰石(U-Th)/He年代学数据,本文认为该岩体在晚白垩世—早新生代时期(67～40 Ma)经历了一期剥蚀量至少为2 km的快速剥蚀事件。已发表成果的综合分析表明,此次快速剥露事件可能是整个青藏高原地区广泛存在的构造剥蚀事件,新特提斯洋的俯冲闭合与印亚板块的初始碰撞可能是触发此次大规模区域剥蚀的主要原因。