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.     

驯化水温及温升速率对三门湾三种虾蟹类热耐受性的影响

作者采用动态实验法与静态实验法相结合的方法,研究了三门湾脊尾白虾(Exopalaemon carinicauda)、口虾蛄(Oratosquilla oratoria)和日本(Charybdis japonica)在不同季节的基础水温即驯化水温(8~29℃)和温升速率(0.5~15.0℃/h)下的热耐受能力。结果表明,驯化水温和温升速率对各实验动物的热耐受性均有显著影响。实验动物的热耐受性与驯化水温总体上呈显著正相关,而温升速率对热耐受性的影响具有物种特异性,并受驯化水温制约;在不同驯化水温下,各实验动物的热耐受性随温升速率增大呈不同变化趋势。各实验动物的24 h高起始致死温度受驯化水温的影响显著,随着驯化水温从8℃升高到29℃,脊尾白虾、日本和口虾蛄的24hUILT50分别从24.2、34.6、24.9℃显著增大到35.3、37.4和34.4℃。结合3种实验动物的最大临界温度分析,它们的热耐受能力依次为:日本脊尾白虾口虾蛄。研究结果可为探究三门湾水域潜在的热污染状况及其生态环境效应提供科学依据。     

利用远震研究四川盆地及其周缘瑞利面波相速度和方位各向异性

基于四川盆地及周边的245个宽频带台站2010年9月—2014年9月期间的远震记录,提取双台路径瑞利面波相速度频散资料,反演得到四川盆地20～120s的高分辨率瑞利面波相速度及各向异性空间分布.在丰富区域地球物理基础数据的同时,结合已有研究成果对地壳上地幔变形耦合进行探讨,结果表明短周期(20～30s)的相速度分布与四川盆地的地质构造特征相吻合,作为川滇地块、松潘—甘孜地块和四川盆地之间的边界——龙门山断裂带和鲜水河断裂带对上述三个地块上地壳的速度结构具有明显的控制作用;松潘—甘孜地块,特别是川滇地块中下地壳普遍表现为明显的低速异常,表明中下地壳相对软弱;而四川盆地的中下地壳整体呈现相对高速,表明四川盆地具有相对坚硬的中下地壳.研究区域东南角接近北扬子地块与南扬子地块的缝合部位,呈现高速异常.四川盆地南部和东南邻区不同周期均具有较强的各向异性,且快波方向较为一致,反映这些地区不同深度变形耦合较好.四川盆地西部、北部及东北部邻区,不同周期的各向异性快波方向变化较大,不同深度变形耦合较差.这些特征与绕喜马拉雅东构造结的物质流动被扬子地块的高速地壳阻挡的宏观认识基本一致.     

对雅鲁藏布江结合带形成演化的再探讨

通过1∶5万区域地质调查和收集相关资料的综合研究,本文对雅鲁藏布江结合带的形成演化作了进一步的探讨。雅鲁藏布江特提斯洋具有弧后扩张洋盆的性质,在早三叠世至中三叠世中期洋盆初步形成,中三叠世晚期至晚三叠世洋盆全面形成,从早侏罗世至晚白垩世洋盆逐步萎缩,到古新世至始新世关闭。南带的蛇绿岩主要为洋中脊扩张型(MORB型),形成于中三叠世晚期至晚三叠世。北带的蛇绿岩主要为与洋内俯冲相关的俯冲带上盘型(SSZ型),形成于早中侏罗世。带内侏罗纪至白垩纪其他岩浆岩主要为前弧玄武岩类(FAB型)。显示雅鲁藏布江特提斯洋从早侏罗世开始发生了洋内俯冲,并同步向北向冈底斯带之下主动俯冲消减和向南向喜马拉雅地块之下被动俯冲消减,持续发展到晚白垩世,在古新世至始新世俯冲碰撞消亡转化为结合带。     

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.     

Tropical Cyclone Genesis Potential Index for Bay of Bengal During Peak Post-Monsoon (October-November) Season Including Atmosphere-Ocean Parameters

Several studies on tropical cyclone genesis potential index (GPI) mainly using atmospheric parameters (relative/absolute vorticity, relative humidity, vertical wind shear, potential instability, vertical velocity etc.) have been reported earlier. Though the ocean plays a vital role in the genesis and intensification of cyclones, no ocean parameter has been included in most of the studies. In this study, we have made an attempt to develop a new GPI for Bay of Bengal during peak post-monsoon (October-November) season including upper ocean heat content (UOHC) using the data for the period 1995–2015. It is found that the new GPI is better correlated with the total number of depressions, cyclones and severe cyclones (TNDC) compared with the existing GPI which was developed for the north Indian Ocean and presently used by India Meteorological Department (IMD), New Delhi. The correlation has significantly enhanced (r=0.86:significant at >99% level) by using the first differences [year(0) –year(?1)] of the time series data. Since, the new GPI which considers atmosphere and ocean (UOHC) parameters, it appears to be more suitable for Bay of Bengal during the peak post-monsoon season.     

中尺度暖涡对热带气旋强度变化的影响及作用机制

基于两组理想化数值试验，对比研究了分布于热带气旋不同位置处的海洋中尺度暖涡所引发的热带气旋强度变化的时空特征。研究发现，热带气旋中心附近的暖涡对热带气旋强度有增强作用，而位于热带气旋外围的暖涡则会抑制热带气旋的发展。本研究将暖涡增强（减弱）热带气旋强度的区域称为内（外）区。随着时间的推移，内（外）区暖涡对热带气旋强度的增强（减弱）幅度逐渐减小（增大），区域范围同步减小（增大）。内区暖涡增强了热带气旋的次级环流和结构对称性、增加了海气界面热通量，同时减弱了外围螺旋雨带，进而导致热带气旋强度增强；若暖涡在外区，其对热带气旋的作用相反，导致热带气旋强度减弱。由于理想化试验中热带气旋静止不动，因此研究结果可能只适用于传播速度较慢的热带气旋。本研究结果有助于更好地理解热带气旋和海洋中尺度暖涡之间的相互作用，并通过引入热带气旋外区暖涡的影响助力提高热带气旋强度预报工作。     

Observational Subseasonal Variability of the PM2.5 Concentration in the Beijing-Tianjin-Hebei Area during the January 2021 Sudden Stratospheric Warming

It is still not well understood if subseasonal variability of the local PM_2.5 in the Beijing-Tianjin-Hebei (BTH) region is affected by the stratospheric state. Using PM_2.5 observations and the ERA5 reanalysis, the evolution of the air quality in BTH during the January 2021 sudden stratospheric warming (SSW) is explored. The subseasonal variability of the PM_2.5 concentration after the SSW onset is evidently enhanced. Stratospheric circumpolar easterly anomalies lasted for 53 days during the January–February 2021 SSW with two evident stratospheric pulses arriving at the ground. During the tropospheric wave weakening period and the intermittent period of dormant stratospheric pulses, the East Asian winter monsoon weakened, anomalous temperature inversion developed in the lower troposphere, anomalous surface southerlies prevailed, atmospheric moisture increased, and the boundary layer top height lowered, all of which favor the accumulation of pollutant particulates, leading to two periods of pollution processes in the BTH region. In the phase of strengthened East Asian winter monsoon around the very beginning of the SSW and another two periods when stratospheric pulses had reached the near surface, opposite-signed circulation patterns and meteorological conditions were observed, which helped to dilute and diffuse air pollutants in the BTH region. As a result, the air quality was excellent during the two periods when the stratospheric pulse had reached the near surface. The increased subseasonal variation of the regional pollutant particulates after the SSW onset highlights the important role of the stratosphere in the regional environment and provides implications for the environmental prediction.     

气候变化对长江上游径流影响预估

利用第五次国际耦合模式比较计划(CMIP5)中5个气候模式在3种典型浓度路径(RCPs)下的预估结果驱动SWAT水文模型,预估了21世纪气候变化对长江上游年径流量、季节分配以及极端径流的影响。结果表明：预估的长江上游平均气温呈显著上升趋势,21世纪末较当前(1986—2005年)升高1.5~5.5℃,降水总体呈增加趋势,在21世纪30年代后高于当前气候平均值,21世纪末相对于当前增加5%~15%。流域内气候变化存在明显空间差异,金沙江和岷沱江流域气温升高和降水增加幅度均大于流域平均值。预估的长江上游年径流量及各月平均径流均有增加趋势,在21世纪30年代后高于当前多年平均值,21世纪中期增加4%~8%,21世纪末增加10%~15%。预估的径流年内分布的均匀性有所增加,但年际变化明显增大,极端旱涝事件的频率和强度明显增加。预估的各子流域径流变化对气候变化的响应也存在差异,金沙江和岷沱江流域年径流量、年际变化和年内分布变化小,对气候变化的响应表现为低敏感;嘉陵江流域、乌江流域和长江上游干流径流增加幅度大,同时极端丰枯出现的频率和程度增加显著,是气候变化响应的敏感区域。     

一次攀西地区飑线天气过程形成机制分析

利用地面气象常规观测资料、区域自动站观测资料、雷达及卫星资料和NCEP 1°×1°的逐6h再分析资料,对2018年5月13日攀西地区南部的飑线天气过程的形成机制进行分析。结果表明:飑线发生在高空槽前,高空槽逐渐东移推动冷性气流沿背风坡东移,然后与前方低层暖空气汇合抬升形成对流;露点锋触发了飑线天气过程的形成;产生飑线天气区域的大气具有上干下湿、不稳定能量高、垂直风切变强、高层风速大和形成之前存在逆温层的特点;高空急流和动量下传对飑线的发生和加强具有促进作用;地形对飑线的形成和天气现象的分布有影响。