A mixed-phase bulk orographic precipitation model with embedded convection

A novel analytical model for mixed-phase, unblocked and unseeded orographic precipitation with embedded convection is developed and evaluated. The model takes an idealised background flow and terrain geometry, and calculates the area-averaged precipitation rate and other microphysical quantities. The results provide insight into key physical processes, including cloud condensation, vapour deposition, evaporation, sublimation, as well as precipitation formation and sedimentation (fallout). To account for embedded convection in nominally stratiform clouds, diagnostics for purely convective and purely stratiform clouds are calculated independently and combined using weighting functions based on relevant dynamical and microphysical time scales. An in-depth description of the model is presented, as well as a quantitative assessment of its performance against idealised, convection-permitting numerical simulations with a sophisticated microphysics parameterisation. The model is found to accurately reproduce the simulation diagnostics over most of the parameter space considered.

Large-scale dynamics associated with clustering of extratropical cyclones affecting Western Europe

Some recent winters in Western Europe have been characterized by the occurrence of multiple extratropical cyclones following a similar path. The occurrence of such cyclone clusters leads to large socio-economic impacts due to damaging winds, storm surges, and floods. Recent studies have statistically characterized the clustering of extratropical cyclones over the North Atlantic and Europe and hypothesized potential physical mechanisms responsible for their formation. Here we analyze 4 months characterized by multiple cyclones over Western Europe (February 1990, January 1993, December 1999, and January 2007). The evolution of the eddy driven jet stream, Rossby wave-breaking, and upstream/downstream cyclone development are investigated to infer the role of the large-scale flow and to determine if clustered cyclones are related to each other. Results suggest that optimal conditions for the occurrence of cyclone clusters are provided by a recurrent extension of an intensified eddy driven jet toward Western Europe lasting at least 1 week. Multiple Rossby wave-breaking occurrences on both the poleward and equatorward flanks of the jet contribute to the development of these anomalous large-scale conditions. The analysis of the daily weather charts reveals that upstream cyclone development (secondary cyclogenesis, where new cyclones are generated on the trailing fronts of mature cyclones) is strongly related to cyclone clustering, with multiple cyclones developing on a single jet streak. The present analysis permits a deeper understanding of the physical reasons leading to the occurrence of cyclone families over the North Atlantic, enabling a better estimation of the associated cumulative risk over Europe.

House price dynamics in Panama City

In this paper, we analyze the drivers of the housing markets in Panama City. To the best of our knowledge, no formal academic analysis has been documented on the Panamanian housing market. In this paper, we outline key unique characteristics of the market and provide a brief review of broader economic indicators and housing market literature. Using a unique dataset comprising property-level information over 2007–2014, we employ a hedonic modeling framework to analyze the impacts of certain amenities and drivers that may affect housing values. The results indicate several unique features of the Panamanian housing market.

House price dynamics and bank herding: European empirical evidence

This paper investigates the behavior of residential property and examines the linkages between house price dynamics and bank herding behavior. The analysis presents evidence that irrational behaviour may have played a significant role in several countries, including; United Kingdom, Spain, Denmark, Sweden and Ireland. In addition, we also provide evidence indicative of herding behaviour in the European residential mortgage loan market. Granger Causality tests indicate that non-fundamentally justified prices dynamics contributed to herding by lenders and that this behaviour was a response by the banks as a group to common information on residential property assets. In contrast, in Germany, Portugal and Austria, residential property prices were largely explained by fundamentals. Furthermore, these countries show no evidence of either irrational price bubbles or herd behaviour in the mortgage market. Granger Causality tests indicate that both variables are independent.

Coupling an aerosol box model with one-dimensional flow: a tool for understanding observations of new particle formation events

Field observations of new particle formation and the subsequent particle growth are typically only possible at a fixed measurement location, and hence do not follow the temporal evolution of an air parcel in a Lagrangian sense. Standard analysis for determining formation and growth rates requires that the time-dependent formation rate and growth rate of the particles are spatially invariant; air parcel advection means that the observed temporal evolution of the particle size distribution at a fixed measurement location may not represent the true evolution if there are spatial variations in the formation and growth rates. Here we present a zero-dimensional aerosol box model coupled with one-dimensional atmospheric flow to describe the impact of advection on the evolution of simulated new particle formation events. Wind speed, particle formation rates and growth rates are input parameters that can vary as a function of time and location, using wind speed to connect location to time. The output simulates measurements at a fixed location; formation and growth rates of the particle mode can then be calculated from the simulated observations at a stationary point for different scenarios and be compared with the ‘true’ input parameters. Hence, we can investigate how spatial variations in the formation and growth rates of new particles would appear in observations of particle number size distributions at a fixed measurement site. We show that the particle size distribution and growth rate at a fixed location is dependent on the formation and growth parameters upwind, even if local conditions do not vary. We also show that different input parameters used may result in very similar simulated measurements. Erroneous interpretation of observations in terms of particle formation and growth rates, and the time span and areal extent of new particle formation, is possible if the spatial effects are not accounted for.

Predation of Bradysia sp (Diptera: Sciaridae), Liriomyza trifolii (Diptera: Agromyzidae) and Bemisia tabaci (Hemiptera: Aleyrodidae) by Coenosia attenuata (Diptera: Muscidae) in greenhouse crops

We studied the predation behaviour of the "hunter fly" (Coenosia attenuata Stein) in the laboratory and greenhouse. In the laboratory, which was conducted at 25 degrees C at 60-80% RH, with a 16L : 8D photoperiod, we examined the functional response of this species to three different pests, namely the sciarid fly (Bradysia sp.), the tobacco whitefly (Bemisia tabaci) and the leaf miner Liriomyza trifolii. In the greenhouse, we studied the population dynamics of the predator and its prey on pepper and water melon crops grown in southern Spain. Adult hunter flies were found to exhibit a type I functional response to adult sciarid flies and whiteflies, but a type II response to adult leaf miners. The type II response was a result of the greater difficulty in capturing and handling leaf miners compared to the other two species. The dynamics of the predator-prey interaction in the greenhouse revealed that the predator specializes mainly on adult sciarids and that the presence of the other prey can be supplemental, but is never essential for survival of the predator; this, however, is crop-dependent. The results oil the dynamics of the predator-prey systems were obtained through a known population dynamics model with modifications.

Validity of the ice shelf water plume concept beneath Filchner-Ronne Ice Shelf

In winter, brine rejection from sea ice formation and export in the Weddell Sea, offshore of Filchner-Ronne Ice Shelf (FRIS), leads to the formation of High Salinity Shelf Water (HSSW). This dense water mass enters the cavity beneath FRIS by sinking southward down the sloping continental shelf towards the grounding line. Melting occurs when the HSSW encounters the ice shelf, and the meltwater released cools and freshens the HSSW to form a water mass known as Ice Shelf Water (ISW). If this ISW rises, the ‘ice pump’ is initiated (Lewis and Perkin, 1986), whereby the ascending ISW becomes supercooled and deposits marine ice at shallower locations due to the pressure increase in the in-situ freezing temperature. Sandh¨ager et al. (2004) were able to infer the thickness patterns of marine ice deposits at the base of FRIS (figure 1), so the primary aim of this work is to try to understand the ocean flows that determine these patterns. The plume model we use to investigate ISW flow is described fully by Holland and Feltham (accepted) so only a relatively brief outline is presented here. The plume is simulated by combining a parameterisation of ice shelf basal interaction and a multiplesize- class frazil dynamics model with an unsteady, depth-averaged reduced-gravity plume model. In the model an active region of ISW evolves above and within an expanse of stagnant ambient fluid, which is considered to be ice-free and has fixed profiles of temperature and salinity. The two main assumptions of the model are that there is a well-mixed layer underneath the ice shelf and that the ambient fluid outside the plume is stagnant with fixed properties. The topography of the ice shelf that the plume flows beneath is set to the FRIS ice shelf draft calculated by Sandh¨ager et al. (2004) masked with the grounding line from the Antarctic Digital Database (ADD Consortium, 2002). To initiate the plumes, we assume that the intrusion of dense HSSW initially causes melting at the points on the grounding line where the glaciological tributaries feeding FRIS go afloat.

Stochastic volatility jump-diffusions for European equity index dynamics

Major research on equity index dynamics has investigated only US indices (usually the S&P 500) and has provided contradictory results. In this paper a clarification and extension of that previous research is given. We find that European equity indices have quite different dynamics from the S&P 500. Each of the European indices considered may be satisfactorily modelled using either an affine model with price and volatility jumps or a GARCH volatility process without jumps. The S&P 500 dynamics are much more difficult to capture in a jump-diffusion framework.

Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?

If stock and stock index futures markets are functioning properly price movements in these markets should best be described by a first order vector error correction model with the error correction term being the price differential between the two markets (the basis). Recent evidence suggests that there are more dynamics present than should be in effectively functioning markets. Using self-exciting threshold autoregressive (SETAR) models, this study analyses whether such dynamics can be related to different regimes within which the basis can fluctuate in a predictable manner without triggering arbitrage. These findings reveal that the basis shows strong evidence of autoregressive behaviour when its value is between the two thresholds but that the extra dynamics disappear once the basis moves above the upper threshold and their persistence is reduced, although not eradicated, once the basis moves below the lower threshold. This suggests that once nonlinearity associated with transactions costs is accounted for, stock and stock index futures markets function more effectively than is suggested by linear models of the pricing relationship.

Time-variations in commodity price jumps

In this paper, we study jumps in commodity prices. Unlike assumed in existing models of commodity price dynamics, a simple analysis of the data reveals that the probability of tail events is not constant but depends on the time of the year, i.e. exhibits seasonality. We propose a stochastic volatility jump–diffusion model to capture this seasonal variation. Applying the Markov Chain Monte Carlo (MCMC) methodology, we estimate our model using 20 years of futures data from four different commodity markets. We find strong statistical evidence to suggest that our model with seasonal jump intensity outperforms models featuring a constant jump intensity. To demonstrate the practical relevance of our findings, we show that our model typically improves Value-at-Risk (VaR) forecasts.

The effect of doubled CO2 and model basic state biases on the monsoon-ENSO system. II: Changing ENSO regimes

Integrations of a fully-coupled climate model with and without flux adjustments in the equatorial oceans are performed under 2×CO2 conditions to explore in more detail the impact of increased greenhouse gas forcing on the monsoon-ENSO system. When flux adjustments are used to correct some systematic model biases, ENSO behaviour in the modelled future climate features distinct irregular and periodic (biennial) regimes. Comparison with the observed record yields some consistency with ENSO modes primarily based on air-sea interaction and those dependent on basinwide ocean wave dynamics. Simple theory is also used to draw analogies between the regimes and irregular (stochastically forced) and self-excited oscillations respectively. Periodic behaviour is also found in the Asian-Australian monsoon system, part of an overall biennial tendency of the model under these conditions related to strong monsoon forcing and increased coupling between the Indian and Pacific Oceans. The tropospheric biennial oscillation (TBO) thus serves as a useful descriptor for the coupled monsoon-ENSO system in this case. The presence of obvious regime changes in the monsoon-ENSO system on interdecadal timescales, when using flux adjustments, suggests there may be greater uncertainty in projections of future climate, although further modelling studies are required to confirm the realism and cause of such changes.

The frequency and dynamics of stratospheric sudden warmings in the 21st century

Changes to stratospheric sudden warmings (SSWs) over the coming century, as predicted by the Geophysical Fluid Dynamics Laboratory (GFDL) chemistry climate model [Atmospheric Model With Transport and Chemistry (AMTRAC)], are investigated in detail. Two sets of integrations, each a three-member ensemble, are analyzed. The first set is driven with observed climate forcings between 1960 and 2004; the second is driven with climate forcings from a coupled model run, including trace gas concentrations representing a midrange estimate of future anthropogenic emissions between 1990 and 2099. A small positive trend in the frequency of SSWs is found. This trend, amounting to 1 event/decade over a century, is statistically significant at the 90% confidence level and is consistent over the two sets of model integrations. Comparison of the model SSW climatology between the late 20th and 21st centuries shows that the increase is largest toward the end of the winter season. In contrast, the dynamical properties are not significantly altered in the coming century, despite the increase in SSW frequency. Owing to the intrinsic complexity of our model, the direct cause of the predicted trend in SSW frequency remains an open question.

Evaluating the ability of a numerical weather prediction model to forecast tracer concentrations during ETEX 2

In this paper the meteorological processes responsible for transporting tracer during the second ETEX (European Tracer EXperiment) release are determined using the UK Met Office Unified Model (UM). The UM predicted distribution of tracer is also compared with observations from the ETEX campaign. The dominant meteorological process is a warm conveyor belt which transports large amounts of tracer away from the surface up to a height of 4 km over a 36 h period. Convection is also an important process, transporting tracer to heights of up to 8 km. Potential sources of error when using an operational numerical weather prediction model to forecast air quality are also investigated. These potential sources of error include model dynamics, model resolution and model physics. In the UM a semi-Lagrangian monotonic advection scheme is used with cubic polynomial interpolation. This can predict unrealistic negative values of tracer which are subsequently set to zero, and hence results in an overprediction of tracer concentrations. In order to conserve mass in the UM tracer simulations it was necessary to include a flux corrected transport method. Model resolution can also affect the accuracy of predicted tracer distributions. Low resolution simulations (50 km grid length) were unable to resolve a change in wind direction observed during ETEX 2, this led to an error in the transport direction and hence an error in tracer distribution. High resolution simulations (12 km grid length) captured the change in wind direction and hence produced a tracer distribution that compared better with the observations. The representation of convective mixing was found to have a large effect on the vertical transport of tracer. Turning off the convective mixing parameterisation in the UM significantly reduced the vertical transport of tracer. Finally, air quality forecasts were found to be sensitive to the timing of synoptic scale features. Errors in the position of the cold front relative to the tracer release location of only 1 h resulted in changes in the predicted tracer concentrations that were of the same order of magnitude as the absolute tracer concentrations.

Theoretical investigation of infrared spectra and pocket dynamics of photodissociated carbonmonoxy myoglobin

Molecular dynamics simulations of the photodissociated state of carbonmonoxy myoglobin (MbCO) are presented using a fluctuating charge model for CO. A new three-point charge model is fitted to high-level ab initio calculations of the dipole and quadrupole moment functions taken from the literature. The infrared spectrum of the CO molecule in the heme pocket is calculated using the dipole moment time autocorrelation function and shows good agreement with experiment. In particular, the new model reproduces the experimentally observed splitting of the CO absorption spectrum. The splitting of 3–7 cm−1 (compared to the experimental value of 10 cm−1) can be directly attributed to the two possible orientations of CO within the docking site at the edge of the distal heme pocket (the B states), as previously suggested on the basis of experimental femtosecond time-resolved infrared studies. Further information on the time evolution of the position and orientation of the CO molecule is obtained and analyzed. The calculated difference in the free energy between the two possible orientations (Fe···CO and Fe···OC) is 0.3 kcal mol−1 and agrees well with the experimentally estimated value of 0.29 kcal mol−1. A comparison of the new fluctuating charge model with an established fixed charge model reveals some differences that may be critical for the correct prediction of the infrared spectrum and energy barriers. The photodissociation of CO from the myoglobin mutant L29F using the new model shows rapid escape of CO from the distal heme pocket, in good agreement with recent experimental data. The effect of the protein environment on the multipole moments of the CO ligand is investigated and taken into account in a refined model. Molecular dynamics simulations with this refined model are in agreement with the calculations based on the gas-phase model. However, it is demonstrated that even small changes in the electrostatics of CO alter the details of the dynamics.