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   

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   

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   

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   

中国主要入海河口咸潮入侵变化特征     

李文善  左常圣  王慧  董军兴  高通  潘嵩  金波文 《海洋通报》2019,38(6):650-655

长江口、钱塘江口和珠江口是受咸潮影响较为严重的区域。本文利用全国沿海海平面变化影响调查、沿海水文观测等数据,分析了近十年长江口、珠江口和钱塘江口咸潮入侵的变化特征及影响。分析结果表明:(1) 2009-2018年,长江口咸潮入侵次数和持续时间均呈减少趋势,该时段长江口共监测到约48次咸潮入侵过程,发生时间集中在9-10月至翌年5月,其中3月和11月入侵次数较多,分别为12次和7次。(2)钱塘江口咸潮入侵过程受沿海季节性海平面影响显著,12月至翌年3月为钱塘江口季节性低海平面期,4-7月上旬径流量较大,上述两个时期钱塘江口受咸潮入侵的影响均较小,7月下旬至11月上旬,钱塘江口处于季节性高海平面期,是咸潮影响的集中时段。(3) 2009-2018年,珠江口共监测到约57次咸潮入侵过程,发生时间集中在9-10月至翌年3-4月,其中1月、2月和10月咸潮入侵次数较多,均超过10次,2015年至今咸潮持续时间明显增加。(4)咸潮入侵次数和持续时间与基础海面和径流量等密切相关,咸潮入侵影响三大河口沿线水厂供水以及工农业生产取水,给沿岸城市的居民生活、工农业生产和渔业养殖等造成一定不利影响。  相似文献   

载人潜水器运行管理机制探析          下载免费PDF全文

齐海滨  李德威  刘保华  杨雷  刘晓辉 《海洋开发与管理》2019,36(7):3-7

为了探索深海,不同类型的深海运载装备得以成功开发,并应用于深海科学、资源勘探开发、工程保障及战略安全等不同领域。深海运载装备可以分为载人潜水器(HOV)、遥控深潜器(ROV)、自治式深潜器(AUV)及混合型深潜器,其中以载人潜水器为代表的高技术装备群成为建设海洋强国的重要保障力量。文章对美国"阿尔文"号、俄罗斯"和平I"号和"和平II"号、日本"深海6500"号、法国"鹦鹉螺"号、中国"蛟龙"号载人潜水器运行管理机制进行了阐述,综合比较其优缺点,提出了建立职业化运行保障队伍、优化作业流程,创新组织结构、探索多型潜水器海上作业模式等运行管理机制构架的建议。  相似文献   

北半球热带中太平洋与印度洋海表温度梯度对夏季西北太平洋热带气旋生成频数变化的影响     

方珂  余锦华 《热带海洋学报》2019,38(5):42-51

基于1951—2018年哈德里中心海温资料、美国气象环境预报中心和美国国家大气研究中心再分析资料和第四代欧洲中心汉堡模式, 针对1994年、2018年等西北太平洋热带气旋(TC)生成异常多的年份, 研究了引起TC增加的海表温度异常(SSTA)模态及其影响机制。结果表明, 北半球热带中太平洋增暖与印度洋变冷是夏季西北太平洋TC生成频数增加的主要原因, 北大西洋负三极型式SSTA促使TC生成的进一步增加。热带中太平洋增暖与印度洋冷却在菲律宾以东激发出西风异常和气旋性环流异常。北大西洋负三极型式SSTA在我国南海、菲律宾至东南沿岸激发出气旋性环流异常。前者在西北太平洋中部, 后者在南海产生有利于TC生成的局地环境。1994年和2018年夏季热带中太平洋出现暖SSTA、印度洋为冷SSTA、北大西洋呈现负三极型式SSTA, 西北太平洋TC生成频数极端增多。近30年来, 当出现热带中太平洋增暖和印度洋冷却时, 北大西洋表现出比1989年以前更强的负三极型式SSTA, 使西北太平洋TC生成频数和北半球热带印度洋-太平洋SSTA梯度的线性相关更显著。  相似文献