The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test

This paper considers the effect of using a GARCH filter on the properties of the BDS test statistic as well as a number of other issues relating to the application of the test. It is found that, for certain values of the user-adjustable parameters, the finite sample distribution of the test is far-removed from asymptotic normality. In particular, when data generated from some completely different model class are filtered through a GARCH model, the frequency of rejection of iid falls, often substantially. The implication of this result is that it might be inappropriate to use non-rejection of iid of the standardised residuals of a GARCH model as evidence that the GARCH model ‘fits’ the data.

Clouds and the atmospheric circulation response to warming

We study the effect of clouds on the atmospheric circulation response to CO2 quadrupling in an aquaplanet model with a slab-ocean lower boundary. The cloud effect is isolated by locking the clouds to either the control or 4xCO2 state in the shortwave (SW) or longwave (LW) radiation schemes. In our model, cloud-radiative changes explain more than half of the total poleward expansion of the Hadley cells, midlatitude jets, and storm tracks under CO2 quadrupling, even though they cause only one-fourth of the total global-mean surface warming. The effect of clouds on circulation results mainly from the SW cloud-radiative changes, which strongly enhance the Equator-to-pole temperature gradient at all levels in the troposphere, favoring stronger and poleward-shifted midlatitude eddies. By contrast, quadrupling CO2 while holding the clouds fixed causes strong polar amplification and weakened midlatitude baroclinicity at lower levels, yielding only a small poleward expansion of the circulation. Our results show that (a) the atmospheric circulation responds sensitively to cloud-driven changes in meridional and vertical temperature distribution, and (b) the spatial structure of cloud feedbacks likely plays a dominant role in the circulation response to greenhouse gas forcing. While the magnitude and spatial structure of the cloud feedback are expected to be highly model-dependent, an analysis of 4xCO2 simulations of CMIP5 models shows that the SW cloud feedback likely forces a poleward expansion of the tropospheric circulation in most climate models.

Climatology and variability of trace gases in extratropical double-tropopause regions from MLS, HIRDLS, and ACE-FTS measurements

Upper tropospheric and lower stratospheric measurements from the Aura Microwave Limb Sounder (MLS), the Aura High Resolution Dynamics Limb Sounder (HIRDLS), and the Atmospheric Chemistry Experiment-Fourier transform spectrometer (ACE-FTS) are used to present the first global climatological comparison of extratropical, nonpolar trace gas distributions in double-tropopause (DT) and single-tropopause (ST) regions. Stratospheric tracers, O3, HNO3, and HCl, have lower mixing ratios ∼2–8 km above the primary (lowermost) tropopause in DT than in ST regions in all seasons, with maximum Northern Hemisphere (NH) differences near 50% in winter and 30% in summer. Southern Hemisphere winter differences are somewhat smaller, but summer differences are similar in the two hemispheres. H2O in DT regions of both hemispheres shows strong negative anomalies in November through February and positive anomalies in July through October, reflecting the strong seasonal cycle in H2O near the tropical tropopause. CO and other tropospheric tracers examined have higher DT than ST values 2–7 km above the primary tropopause, with the largest differences in winter. Large DT-ST differences extend to high NH latitudes in fall and winter, with longitudinal maxima in regions associated with enhanced wave activity and subtropical jet variations. Results for O3 and HNO3 agree closely between MLS and HIRDLS, and differences from ACE-FTS are consistent with its sparse and irregular midlatitude sampling. Consistent signatures in climatological trace gas fields provide strong evidence that transport from the tropical upper troposphere into the layer between double tropopauses is an important pathway for stratosphere-troposphere exchange.

Advancements in decadal climate predictability: the role of nonoceanic drivers

We review recent progress in understanding the role of sea ice, land surface, stratosphere, and aerosols in decadal-scale predictability and discuss the perspectives for improving the predictive capabilities of current Earth system models (ESMs). These constituents have received relatively little attention because their contribution to the slow climatic manifold is controversial in comparison to that of the large heat capacity of the oceans. Furthermore, their initialization as well as their representation in state-of-the-art climate models remains a challenge. Numerous extraoceanic processes that could be active over the decadal range are proposed. Potential predictability associated with the aforementioned, poorly represented, and scarcely observed constituents of the climate system has been primarily inspected through numerical simulations performed under idealized experimental settings. The impact, however, on practical decadal predictions, conducted with realistically initialized full-fledged climate models, is still largely unexploited. Enhancing initial-value predictability through an improved model initialization appears to be a viable option for land surface, sea ice, and, marginally, the stratosphere. Similarly, capturing future aerosol emission storylines might lead to an improved representation of both global and regional short-term climatic changes. In addition to these factors, a key role on the overall predictive ability of ESMs is expected to be played by an accurate representation of processes associated with specific components of the climate system. These act as “signal carriers,” transferring across the climatic phase space the information associated with the initial state and boundary forcings, and dynamically bridging different (otherwise unconnected) subsystems. Through this mechanism, Earth system components trigger low-frequency variability modes, thus extending the predictability beyond the seasonal scale.

Temperature-responsive properties and drug solubilization capacity of amphiphilic copolymers based on N-vinylpyrrolidone and vinyl propyl ether

A series of amphiphilic copolymers were synthesized by free-radical copolymerization of N-vinylpyrrolidone (NVP) with vinyl propyl ether (VPE), and the structure of the copolymers was characterized by elemental analysis and gel permeation chromatography. The reactivity of VPE in copolymerization was found to be significantly lower than the reactivity of NVP, which resulted in a decrease of copolymers’ yields and molecular weights with higher content of VPE in the feed mixture. An investigation of the behavior of the copolymers in aqueous solutions at different temperatures by dynamic light scattering revealed the presence of lower critical solution temperature, which depending on the content of VPE ranged within 23−38 °C. Aqueous solutions of these copolymers were studied by fluorescent spectroscopy with pyrene as a polarity probe to reveal the formation of hydrophobic domains. The copolymers were found to be useful for enhancing the solubility of riboflavin in water.

Field studies on the effect of built forms on urban wind environments

Airflow through urban environments is one of the most important factors affecting human health, outdoor and indoor thermal comfort, air quality and the energy performance of buildings. This paper presents a study on the effects of wind induced airflows through urban built form using statistical analysis. The data employed in the analysis are from the year-long simultaneous field measurements conducted at the University of Reading campus in the United Kingdom. In this study, the association between typical architectural forms and the wind environment are investigated; such forms include: a street canyon, a semi-closure, a courtyard form and a relatively open space in a low-rise building complex. Measured data captures wind speed and wind direction at six representative locations and statistical analysis identifies key factors describing the effects of built form on the resulting airflows. Factor analysis of the measured data identified meteorological and architectural layout factors as key factors. The derivation of these factors and their variation with the studied built forms are presented in detail.

Is there a “case for property” all the time?

The “case for property” in the mixed-asset portfolio is a topic of continuing interest to practitioners and academics. Such an analysis typically is performed over a fixed period of time and the optimum allocation to property inferred from the weight assigned to property through the use of mean-variance analysis. It is well known, however, that the parameters used in the portfolio analysis problem are unstable through time. Thus, the weight proposed for property in one period is unlikely to be that found in another. Consequently, in order to assess the case for property more thoroughly, the impact of property in the mixed-asset portfolio is evaluated on a rolling basis over a long period of time. In this way we test whether the inclusion of property significantly improves the performance of an existing equity/bond portfolio all of the time. The main findings are that the inclusion of direct property into an existing equity/bond portfolio leads to increase or decreases in return, depending on the relative performance of property compared with the other asset classes. However, including property in the mixed-asset portfolio always leads to reductions in portfolio risk. Consequently, adding property into an equity/bond portfolio can lead to significant increases in risk-adjusted performance. Thus, if the decision to include direct property in the mixed-asset portfolio is based upon its diversification benefits the answer is yes, there is a “case for property” all the time!

Multi‐method global sensitivity analysis (MMGSA) for modelling floodplain hydrological processes

When studying hydrological processes with a numerical model, global sensitivity analysis (GSA) is essential if one is to understand the impact of model parameters and model formulation on results. However, different definitions of sensitivity can lead to a difference in the ranking of importance of the different model factors. Here we combine a fuzzy performance function with different methods of calculating global sensitivity to perform a multi-method global sensitivity analysis (MMGSA). We use an application of a finite element subsurface flow model (ESTEL-2D) on a flood inundation event on a floodplain of the River Severn to illustrate this new methodology. We demonstrate the utility of the method for model understanding and show how the prediction of state variables, such as Darcian velocity vectors, can be affected by such a MMGSA. This paper is a first attempt to use GSA with a numerically intensive hydrological model.

The economic theory of the firm as a foundation for international business theory

The economic theory of the firm is central to the theory of the multinational enterprise. Recent literature on multinationals, however, makes only limited reference to the economic theory of the firm. Multinationals play an important role in coordinating the international division of labour through internal markets. The paper reviews the economic principles that underlie this view. Optimal internalisation equates marginal benefits and costs. The benefits of internalisation stem mainly from the difficulties of licensing proprietary knowledge, reflecting the view that MNEs possess an ‘ownership’ or ‘firm-specific’ advantage. The costs of internalisation, it is argued, reflect managerial capability, and in particular the capability to manage a large firm. The paper argues that management capability is a complement to ownership advantage. Ownership advantage determines the potential of the firm, and management capability governs the fulfilment of this potential through overcoming barriers to growth. The analysis is applied to a variety of issues, including out-sourcing, geographical dispersion of production, and regional specialisation in marketing.

Mastery-approach goals eliminate retrieval-induced forgetting: the role of achievement goals in memory inhibition

The present study examined how achievement goals affect retrieval-induced forgetting. Researchers have suggested that mastery-approach goals (i.e., developing one’s own competence) promote a relational encoding, whereas performance-approach goals (i.e., demonstrating one’s ability in comparison to others) promote item-specific encoding. These different encoding processes may affect the degree to which participants integrate the exemplars within a category and, as a result, we expected that retrieval-induced forgetting may be reduced or eliminated under mastery-approach goals. Three experiments were conducted using a retrieval-practice paradigm with different stimuli, where participants’ achievement goals were manipulated through brief written instructions. A meta-analysis that synthesized the results of the three experiments showed that retrieval-induced forgetting was not statistically significant in the mastery-approach goal condition, whereas it was statistically significant in the performance-approach goal condition. These results suggest that mastery-approach goals eliminate retrieval-induced forgetting, but performance-approach goals do not, demonstrating that motivation factors can influence inhibition and forgetting.

Multi-method global sensitivity analysis (MMGSA) for modelling floodplain hydrological processes

When studying hydrological processes with a numerical model, global sensitivity analysis (GSA) is essential if one is to understand the impact of model parameters and model formulation on results. However, different definitions of sensitivity can lead to a difference in the ranking of importance of the different model factors. Here we combine a fuzzy performance function with different methods of calculating global sensitivity to perform a multi-method global sensitivity analysis (MMGSA). We use an application of a finite element subsurface flow model (ESTEL-2D) on a flood inundation event on a floodplain of the River Severn to illustrate this new methodology. We demonstrate the utility of the method for model understanding and show how the prediction of state variables, such as Darcian velocity vectors, can be affected by such a MMGSA. This paper is a first attempt to use GSA with a numerically intensive hydrological model

Ionothermal synthesis of the mixed-anion material, Ba3Cl4CO3

A low-temperature ionothermal method for the facile synthesis of the halide carbonate, Ba3Cl4CO3, in single-crystalline form has been developed. This has enabled the first determination of the crystal structure of this material to be carried out. Analysis of single-crystal X-ray diffraction data indicates that barium chloride carbonate crystallises in the orthorhombic space group Pnma (Z=4), with a=8.4074(11), b=9.5886(12), c=12.4833(15) Å (Rw=0.0392). It exhibits a complex structure in which a three-dimensional network is formed from cross-linking of chains of anion-centred octahedra that share faces.

Characterization of para-Nitrophenol-degrading bacterial communities in river water by using functional markers and stable isotope probing

Microbial degradation is a major determinant of the fate of pollutants in the environment. para-Nitrophenol (PNP) is an EPA listed priority pollutant with a wide environmental distribution, but little is known about the microorganisms that degrade it in the environment. We studied the diversity of active PNP-degrading bacterial populations in river water using a novel functional marker approach coupled with [13C6]PNP stable isotope probing (SIP). Culturing together with culture-independent terminal restriction fragment length polymorphism analysis of 16S rRNA gene amplicons identified Pseudomonas syringae to be the major driver of PNP degradation in river water microcosms. This was confirmed by SIP-pyrosequencing of amplified 16S rRNA. Similarly, functional gene analysis showed that degradation followed the Gram-negative bacterial pathway and involved pnpA from Pseudomonas spp. However, analysis of maleylacetate reductase (encoded by mar), an enzyme common to late stages of both Gram-negative and Gram-positive bacterial PNP degradation pathways, identified a diverse assemblage of bacteria associated with PNP degradation, suggesting that mar has limited use as a specific marker of PNP biodegradation. Both the pnpA and mar genes were detected in a PNP-degrading isolate, P. syringae AKHD2, which was isolated from river water. Our results suggest that PNP-degrading cultures of Pseudomonas spp. are representative of environmental PNP-degrading populations.

Cloud information content analysis of multi-angular measurements in the oxygen A-band: application to 3MI and MSPI

The vertical distribution of cloud cover has a significant impact on a large number of meteorological and climatic processes. Cloud top altitude and cloud geometrical thickness are then essential. Previous studies established the possibility of retrieving those parameters from multi-angular oxygen A-band measurements. Here we perform a study and comparison of the performances of future instruments. The 3MI (Multi-angle, Multi-channel and Multi-polarization Imager) instrument developed by EUMETSAT, which is an extension of the POLDER/PARASOL instrument, and MSPI (Multi-angles Spectro-Polarimetric Imager) develoloped by NASA's Jet Propulsion Laboratory will measure total and polarized light reflected by the Earth's atmosphere–surface system in several spectral bands (from UV to SWIR) and several viewing geometries. Those instruments should provide opportunities to observe the links between the cloud structures and the anisotropy of the reflected solar radiation into space. Specific algorithms will need be developed in order to take advantage of the new capabilities of this instrument. However, prior to this effort, we need to understand, through a theoretical Shannon information content analysis, the limits and advantages of these new instruments for retrieving liquid and ice cloud properties, and especially, in this study, the amount of information coming from the A-Band channel on the cloud top altitude (CTOP) and geometrical thickness (CGT). We compare the information content of 3MI A-Band in two configurations and that of MSPI. Quantitative information content estimates show that the retrieval of CTOP with a high accuracy is possible in almost all cases investigated. The retrieval of CGT seems less easy but possible for optically thick clouds above a black surface, at least when CGT > 1–2 km.