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

Tesfahun BERHANE  Aemiro SHIBABAW  Gurju AWGICHEW 《资源与生态学报(英文版)》2019,10(4):415-423

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.  相似文献   

Responding to Global Warming: Mitigation Policies and Actions of Stakeholders in China’s Tourism Industry     

FENG Ling  CHEN Da  GAO Shan  WANG Yongzhi  TANG Chengcai 《资源与生态学报(英文版)》2019,10(1):94-103

China’s tourism industry has witnessed rapid progress in recent years, and is now an important part of global tourism in dealing with climate change. Within a framework of Pressure-State-Response (PSR), this paper focuses on the emission reduction pressure, carbon emission status, and responses of stakeholders in China’s tourism industry. Findings include: 1) The central government’s strategy and rapid growth of the industry scale exert rising pressure on China’s tourism to reduce carbon emissions. 2) Carbon emissions of China's tourism account for 13%-14.6% of global tourism, and about 3% of China’s emissions overall. Chinese tourists’ per capita carbon emission is lower than half of the global level. 3) The Chinese government attaches great importance to energy-saving and carbon emission reduction. In the tourism industry, documents, standards and other regulative measures have been issued to ensure that business practitioners set up green operational and managerial systems. In the field of tourism transportation, China's high-speed rail, new energy vehicles, and urban shared bicycles, have developed very rapidly in recent years, and they have effectively reduced the carbon emissions in traveling. Furthermore, this paper finds that Chinese tourists already have awareness and willingness for low-carbon tourism.  相似文献   

Reliability of mooring lines and piles for a permanently manned vessel in a tropical cyclone environment     

《Applied Ocean Research》2019

The factors of safety for stationkeeping systems in current standards (ISO, API) are not derived or validated using reliability analyses. As the oil and gas exploration and production is breaking new boundaries, deploying new floating systems and moving into regions with harsher environments, it is of paramount importance to understand what level of reliability these new marine structures are achieving. This paper presents a reliability analysis of the mooring system of a Floating LNG (FLNG) vessel permanently moored and permanently manned offshore North West Australia in a tropical cyclone environment. The reliability analysis addresses both the mooring chain and the pile foundation. The analysis accounts for the long term characteristics of the environment, including the short term variability, in response to a given sea state and the variability and uncertainty in strength of the mooring chain and the pile. The stationkeeping system was analysed using detailed time domain simulations, capturing system non-linearities and low frequency oscillations as well as wave frequency responses and, thereby, reducing modelling uncertainties to a minimum.It is found that for the conditions modelled, neither the chain nor the pile meet a target reliability of 10⁻⁴/annum using the factors of safety commonly used in design following current ISO and API standards. New factors of safety are proposed to achieve this target reliability. For the pile design, one complicating factor is that current design standards do not explicitly define the exceedance probability that should be associated with the characteristic value of the undrained shear strength to be used in the design. It is demonstrated that the required factor of safety is crucially dependent on the definition of this characteristic value and on the level and the type of uncertainty in the soil strength profile. A recommendation is made regarding the definition of this characteristic value and the associated factor of safety. Furthermore, it is found that designing the mooring system to an environmental condition with a return period of 10,000 yr (as an Abnormal Limit State event), and setting the factor of safety to unity, meets the target reliability of 10⁻⁴/annum for the pile, if the characteristic undrained shear strength is a lower bound, defined in this paper by the 10th percentile value. For the chain however, this target reliability is not achieved.  相似文献   

基于长时间序列遥感数据的阿伯德尔国家公园 生态环境质量评价     

王法溧  何晓宇  方泽兴  魏显虎  叶虎平  施令飞 《地球信息科学学报》2019,21(9):1479-1479

阿伯德尔国家公园位于号称肯尼亚“水塔”的阿伯德尔山脉上,是肯尼亚重要的旅游景区和珍稀动植物保护区,开展该地生态环境质量评价对肯尼亚水资源保护与可持续发展具有重要的意义。本研究基于1987-2018年的Landsat系列遥感数据,通过计算综合遥感生态指数RSEI,结合趋势线分析法对阿伯德尔国家公园近32年间生态环境质量变化进行客观定量分析。研究结果显示：① 1987-2018年研究区RSEI均值从0.62下降到0.51,生态环境质量退化的区域面积为551.52 km ²,占总面积的71.85%,表明在气候变化和人类活动影响下,1987-2018年研究区的环境状况呈恶化趋势;②环境质量显著恶化的区域主要分布于亚高山植被区和东部低海拔森林覆盖区,亚高山地区植被生态系统结构单一,稳定性差,对气候变化和人类活动更为敏感;而东部区域存在过度开发,非法砍伐森林等现象,且旅游开发强度大,环境恶化与人类活动密切相关。  相似文献   

太行山南端浅层速度结构成像和隐伏断裂探测   总被引：1，自引：0，他引：1  

徐增波  刘保金  姬计法  鄷少英  袁洪克  谭雅丽  王宏伟 《大地测量与地球动力学》2019,39(1):88-92

利用太行山南端的深地震反射剖面数据，运用初至波层析成像方法反演得到该区域的浅层P波速度结构和基底面展布形态，发现剖面浅部的P波速度变化与沉积盖层厚度和断裂分布有着较好的对应关系。利用跨断裂完成的浅层地震反射剖面，对区域内2条第四纪隐伏活动断裂进行高分辨率成像。结果表明，汤西断裂为东倾的正断层，控制汤阴地堑的西边界，活动年代为中更新世；汤东断裂为西倾的正断层，是汤阴地堑的主控边界断裂，活动年代为晚更新世。  相似文献   

大亚湾大鹏澳牡蛎养殖临近海域自养微微型浮游生物种群分布特征   总被引：3，自引：3，他引：0  

白美娜  江涛  陈飞羽  王朝晖  江天久 《海洋与湖沼》2019,50(1):129-138

于2013年5月到2014年6月,在大亚湾大鹏澳牡蛎区及邻近海域开展了为期14个月的采样调查,利用高效液相色谱(HPLC)法对表层水体中微微型浮游植物(0.7—2.7μm)光合色素进行测定,并应用色素化学分类软件CHEMTAX对自养微微型浮游生物(aototrophicpicoplankton,APP)功能类群进行分析。结果表明,该海域APP中共检出了15种光合色素,其中青绿藻素(Pras)和玉米黄素(Zea)是微微型色素中浓度最高的2种特征色素,均具有明显的季节变化特征:Pras主要出现在低温季节(牡蛎养殖期),而Zea主要出现在高温季节(非牡蛎养殖期)。CHEMTAX分析表明,大鹏澳海域APP最主要的类群是硅藻、蓝藻和青绿藻,而甲藻、隐藻、定鞭金藻、绿藻和金藻生物量较低。温度和营养盐浓度是影响大鹏澳海域APP的时空分布的重要因素,青绿藻主要出现在低温季节(主要在冬季牡蛎养殖期间),且其生物量与溶解无机氮呈显著正相关;而蓝藻则主要出现在高温季节,与温度呈显著正相关。另外,贝类养殖也是能够影响APP空间分布的重要因素,在大鹏澳海域牡蛎养殖期间,青绿藻生物量在养殖区明显高于非养殖海域。  相似文献   

浮游植物metacaspase的分布、结构及其功能特性     

苏金净  蔡伟聪  李桂玲  李健  曾珺  刘静雯 《海洋与湖沼》2019,50(5):1059-1069

精氨酸/赖氨酸特异性半胱氨酸蛋白酶(Metacaspase)在浮游植物程序性细胞死亡(programmed cell death.PCD)过程中起着关键作用。本文利用生物信息学方法分析metacaspase基因在浮游植物中的分布,并以海洋球石藻(Emilianiahuxleyi)metacaspases(EhMCs)为代表分析其结构和功能,依据Uniprot和String数据库挖掘与metacaspase功能相关并参与浮游植物PCD过程的互作蛋白。结果发现:共计29条、四种类型的metacaspases分布于11种浮游植物中,它们的metacaspase蛋白一级结构存在明显差异,但位于p20的组氨酸和半胱氨酸活性位点均具有高度的保守性;EhMCs三级结构与酵母的metacaspase十分相似,暗示它们具有类似的功能;浮游植物metacaspases与多种蛋白存在直接或间接的互作关系,在细胞PCD过程、响应环境胁迫和能量代谢等方面发挥重要作用。另外.metacaspase的磷酸化修饰可能在浮游植物PCD信号转导过程中起调节作用。  相似文献   

A Holistic Approach to Upwelling and Downwelling along the South-West Coast of India     

Phiros Shah  R. Sajeev  K. J. Thara  Grinson George  Muhammad Shafeeque  S. Akash 《Marine Geodesy》2019,42(1):64-84

An attempt has been made to develop a holistic understanding of upwelling and downwelling along the south-west coast of India. The main objective was to elucidate the roles of different forcings involved in the vertical motion along this coast. The south-west coast of India was characterized by upwelling during the south-west monsoon (May to September) and by downwelling during the north-east monsoon and winter (November to February). The average vertical velocity calculated along the south-west coast from the vertical shift of the 26?°C isotherm is 0.57?m/day during upwelling and 0.698?m/day during downwelling. It was concluded that upwelling along the south-west coast of India is driven by offshore Ekman transport due to the alongshore wind, Ekman pumping, horizontal divergence of currents and by the propagation of coastally trapped waves. Whereas downwelling along the coast is driven only by convergence of currents and the propagation of coastally trapped Kelvin waves. Along the west coast of India, the downwelling-favorable Kelvin waves come from the equator and upwelling-favorable waves come from the Gulf of Mannar region.  相似文献   

海上风电升压站平台高程确定标准的合理性研究     

潘晓春 《海洋技术学报》2019,38(6):83-88

为保证海上风电升压电站建设的经济合理与安全可靠,合理确定海上风电升压电站平台高程十分必要。文中从波浪与潮位的遭遇组合、最大波高取值与现行相关标准的比较、最大波峰高度计算的合理性等方面,全面分析了确定海上风电升压站平台高程各组成项取值标准的合理性,研究认为现行标准明显偏高。建议海上升压站平台底部高程按"100年一遇极端高水位+重现期50年波列累积频率1%的最大波峰高度+安全超高"确定。结合工程实例计算分析,按本文建议可使海上升压站平台高程明显降低,从而节省工程造价,还可减轻升压站工程对周边风机的遮蔽影响,以达到多发电量的效果。  相似文献   

基于改进的向后-向前选择法粗差定位与估值算法     

柴双武  杨晓琴 《大地测量与地球动力学》2019,39(5):538-543

对传统的向后-向前选择法粗差定位方法进行改进，即在原有基础上加入对平差模型的整体检验，计算统计量的相关系数，通过对偏相关系数的检验来定位统计量相关的粗差观测值。通过模拟粗差算例证明，该算法能够准确定位多维粗差，有效改善粗差定位转移的现象，且粗差估值结果比较可靠。  相似文献