45 resultados para Volatilità implicita, formula di Black and Scholes
em Publishing Network for Geoscientific
Resumo:
Results of heat-flow measurements in the western Black Sea and within the African-Sicilian region of the Mediterranean Sea are presented. New data reveal a well-defined correlation with the deep-seated geologic structure of the regions examined. A heat-flow anomaly within the Pantelleria graben, in the authors' opinion, is a consequence of connective heat transfer along channels of disjunctive faults.
Resumo:
Paleoenvironmental proxy data for ocean properties, eolian sediment input, and continental rainfall based on high-resolution analyses of sediment cores from the southwestern Black Sea and the northernmost Gulf of Aqaba were used to infer hydroclimatic changes in northern Anatolia and the northern Red Sea region during the last ~7500 years. Pronounced and coherent multicentennial variations in these records reveal patterns that strongly resemble modern temperature and rainfall anomalies related to the Arctic Oscillation/North Atlantic Oscillation (AO/NAO). These patterns suggest a prominent role of AO/NAO-like atmospheric variability during the Holocene beyond interannual to interdecadal timescales, most likely originating from solar output changes.
Resumo:
The SESAME dataset contains mesozooplankton data collected during April 2008 in the North-West Black Sea (between 44°46' N and 42°29'N latitude and 28°64'E and 30°59'E longitude). Mesozooplankton sampling was undertaken at 9 stations where samples were collected using a Nansen closing net in the 0-10, 10-25, 25-50, 50-100, 100-150, 150-180 m layer. The dataset includes 28 samples analysed for mesozooplankton species composition, species abundance and total biomass. The Taxon-specific mesozooplankton abundance sample or aliquots were analyzed under the binocular microscope. Taxonomic identification was done according to Morduhai-Boltovskii et al. 1968. Total biomass was estimated using a tabel with wet weight for each species an stage (Petipa method).
Resumo:
The SESAME dataset contains mesozooplankton data collected during September 2008 in the North-West Black Sea (between 44°46' N and 42°29'N latitude and 28°64'E and 30°59'E longitude). Mesozooplankton sampling was undertaken at 9 stations where samples were collected using a Juday net in the 0-10, 10-25, 25-50, 50-100, 100-150, 150-200 m layer. The dataset includes 30 samples analysed for mesozooplankton species composition, species abundance and total biomass. Sampling volume was estimated by multiplying the mouth area with the wire length. The Taxon-specific mesozooplankton abundance sample or aliquots were analyzed under the binocular microscope. Taxonomic identification was done according to Morduhai-Boltovskii et al. 1968. Total biomass was estimated using a tabel with wet weight for each species an stage (Petipa method).
Resumo:
One of the key objectives of Deep Sea Drilling Project (DSDP) Leg 75 was to shed light on the underlying causes of Cretaceous oceanic anoxia in the South Atlantic by addressing two major hypotheses: productivity productivity-driven anoxia vs. enhanced ocean stratification leading to preservation of organic matter and black shale deposition. Here we present a detailed geochemical dataset from sediments deposited during the Cenomanian/Turonian (C/T) transition and the global oceanic anoxic event 2 (OAE 2) at DSDP Site 530A, located off-shore Namibia (southeast Angola Basin, north of Walvis Ridge). To characterise the succession of alternating black and green shales at this site and to reconstruct the evolution of their paleoenvironmental setting, we have combined data derived from investigations on bulk organic matter, biomarkers and the inorganic fraction. The location of the C/T boundary itself is biostratigraphically not well constrained due to the carbonate-poor (but organic matter-rich) facies of these sediments. The bulk d13Corg record and compound-specific d13C data, in combination with published as well as new biostratigraphic data, enabled us to locate more precisely the C/T boundary at DSDP Site 530A. The compound-specific d13C record is the first of this kind reported from C/T black shales in the South Atlantic. It is employed for paleoenvironmental reconstructions and chemostratigraphic correlation to other C/T sections in order to discuss the paleoceanographic aspects and implications of the observations at DSDP Site 530A in a broader context, e.g., with regard to the potential trigger mechanisms of OAE 2, global changes in black shale deposition and climate. On a stratigraphic level, an approximation and monitoring of the syndepositional degree of oxygen depletion within the sediments/bottom waters in comparison to the upper water column is achieved by comparing normalised concentrations of redox-sensitive trace elements with the abundance of highly source specific molecular compounds. These biomarkers are derived from photoautotrophic and simultaneously anoxygenic green sulphur bacteria (Chlorobiacea) and are interpreted as paleoindicators for events of photic zone euxinia. In contrast to a number of other OAE 2 sections that are characterised by continuous black shale sequences, DSDP Site 530A represents a highly dynamic setting where newly deposited black shales were repeatedly exposed to conditions of subtle bottom water re-oxidation, presumably leading to their progressive alteration into green shales. The frequent alternation between both facies and the related anoxic to slight oxygenated conditions can be best explained by variations in vertical extent of an oxygen minimum zone in response to changes in a highly productive western continental margin setting driven by upwelling.
Resumo:
Numerous marine tephra layers cored at Sites 792 and 793 in the Izu-Bonin forearc region offer additional information about the timing and spatial characteristics of arc volcanism and the evolution of island arcs. Explosive volcanism along the Izu-Bonin Arc, with maxima just before rifting of the arc at ~40 and 5-0 Ma, produced black and white tephras of variable grain sizes and chemical compositions. Most of the tephras belong chemically to low-K and low-alkali tholeiitic rock series with a few tephra of the high-K and alkalic rock series. Most of the tephras (low-K series) were derived from the Izu-Bonin Arc, although a few were produced far to the west of the Izu-Bonin Arc (e.g., from the Ryukyu Arc). Black tephras may have come from nearby sources, such as Aogashima, Sumisu, and Torishima islands. The high-K series of tephras, within the sediments younger than 3 Ma, may reflect thickening of the island-arc crust.
Resumo:
Quaternary marine tephras in the Izu-Bonin Arc offer significant information about explosive volcanic activities of the arc. Visual core descriptions, petrographic examinations, and chemical and grain-size analyses were conducted on tephras of backarc, arc, and forearc origin. Tephras are black and white and occur in simple and multiple modes with mixed and nonmixed ashes of black and white glass shards. The grain size distributions of the tephras are classified into three categories: coarse, white pumiceous, and fine white and black well-sorted types. The frequency of occurrence of the white and black tephras differs within the tectonic settings of the arc. Chemically, the Quaternary tephras in this region belong to low-alkali tholeiitic series with lower K2O and TiO2 than normal ordinary arc volcanic materials. Several tephras from different sites along the forearc correlate with each other and with tephras in the Shikoku Basin site and with Aogashima volcanics. These volcanic ashes resemble those in other backarc rifting areas, such as in the Fiji, Okinawa (Ryukyu), and Mariana regions.
Resumo:
Pliocene and Pleistocene sediments of the Oman margin and Owen Ridge are characterized by continuous alternation of light and dark layers of nannofossil ooze and marly nannofossil ooze and cyclic variation of wet-bulk density. Origin of the wet-bulk density and color cycles was examined at Ocean Drilling Program Site 722 on the Owen Ridge and Site 728 on the Oman margin using 3.4-m.y.-long GRAPE (gamma ray attenuation) wet-bulk density records and records of sediment color represented as changes in gray level on black-and-white core photographs. At Sites 722 and 728 sediments display a weak correlation of decreasing wet-bulk density with increasing darkness of sediment color. Wet-bulk density is inversely related to organic carbon concentration and displays little relation to calcium carbonate concentration, which varies inversely with the abundance of terrigenous sediment components. Sediment color darkens with increasing terrigenous sediment abundance (decreasing carbonate content) and with increasing organic carbon concentration. Upper Pleistocene sediments at Site 722 display a regular pattern of dark colored intervals coinciding with glacial periods, whereas at Site 728 the pattern of color variation is more irregular. There is not a consistent relationship between the dark intervals and their relative wet-bulk density in the upper Pleistocene sections at Sites 722 and 728, suggesting that dominance of organic matter or terrigenous sediment as primary coloring agents varies. Spectra of wet-bulk density and optical density time series display concentration of variance at orbital periodicities of 100, 41, 23, and 19 k.y. A strong 41-k.y. periodicity characterizes wet-bulk density and optical density variation at both sites throughout most of the past 3.4 m.y. Cyclicity at the 41-k.y. periodicity is characterized by a lack of coherence between wet-bulk density and optical density suggesting that the bulk density and color cycles reflect the mixed influence of varying abundance of terrigenous sediments and organic matter. The 23-k.y. periodicity in wet-bulk density and sediment color cycles is generally characterized by significant coherence between wet-bulk density and optical density, which reflects an inverse relationship between these parameters. Varying organic matter abundance, associated with changes in productivity or preservation, is inferred to more strongly influence changes in wet-bulk density and sediment color at this periodicity.
Resumo:
Monthly measurements of pH, alkalinity and oxygen over two years (February 1998-February 2000) at the Dyfamed site in the central zone of the Ligurian-Provençal Basin of the Mediterranean made it possible to assess the vertical distributions (5-2000 m) and the seasonal variations of these properties. Alkalinity varies linearly with salinity between surface water and the Levantine Intermediate Water (marked by a maximum of temperature and salinity). In deep water, total alkalinity is also correlated linearly to salinity, but the slope of the regression line is 15% less. In surface water, the pH at 25°C varies between 7.91 and 8.06 on the total proton scale depending upon the season. The lowest values are observed in winter, the highest in spring and in summer. These variations are primarily due to biological production. The pH goes through a minimum around 150-200 m and a small maximum below the intermediate water. The total dissolved inorganic carbon content (deduced from pH and alkalinity) is variable in surface water (2205-2310 ?mol/kg) and has a maximum in intermediate water, which is related to the salinity maximum. Normalized total inorganic carbon at a constant salinity is strongly negatively correlated with pH at 25°C. The fugacity of CO2, (fCO2) varies between 320 and 430 ?atm in surface water, according to the season. Below the seasonal thermocline, the maximum fCO2 (about 410 ?atm) is located around 150-200 m. The presence of a minimum of oxygen in the intermediate water of this area has been observed for several years, but our measurements made it possible to specify the relationship between oxygen and salinity in deep water. Data from the intense vertical mixing during the winters of 1999 and 2000 were used to calculate the oxygen quantity exchanged with the atmosphere during these periods. The estimated quantity of oxygen entering the Mediterranean Sea exceeds that deduced from exchange coefficients calculated with the formula of Wanninkhof and McGillis. During the vertical mixing in the 1999 winter, fCO2 in surface water was on average below equilibrium with atmospheric fCO2, thus implying that CO2 was entering the sea. However, on this time scale, even with high exchange coefficients, the estimated CO2 uptake had no significant influence on the inorganic carbon content in the water column.
Resumo:
Studies of sulfur behavior in the water column and in sediments in river and seawater mixing zone were conducted in three areas of the Black and Azov Seas. These investigations showed constancy of sulfate concentrations versus chlorinity. Sulfur isotope composition in sulfates of surface, bottom, and pore waters depended on sulfate contents and salinity. The dependence was complicated by partial sulfate depletion in pore water due to bacterial sulfate reduction and also by alteration of isotope composition. Surface sediments in mixing zones are characterized by intensive sulfate reduction, great variability of content and isotopic composition of reduced sulfur, and a low mean isotopic fractionation factor of sulfur.
Resumo:
Studies combining sedimentological and biological evidence to reconstruct Holocene climate beyond the major changes, and especially seasonality, are rare in Europe, and are nearly completely absent in Germany. The present study tries to reconstruct changes of seasonality from evidence of annual algal successions within the framework of well-established pollen zonation and 14C-AMS dates from terrestrial plants. Laminated Holocene sediments in Lake Jues (10°20.70' E, 51°39.30' N, 241 m a.s.l.), located at the SW margin of the Harz Mountains, central Germany, were studied for sediment characteristics, pollen, diatoms and coccal green algae. An age model is based on 21 calibrated AMS radiocarbon dates from terrestrial plants. The sedimentary record covers the entire Holocene period. Trophic status and circulation/stagnation patterns of the lake were inferred from algal assemblages, the subannual structure of varves and the physico-chemical properties of the sediment. During the Holocene, mixing conditions alternated between di-, oligo- and meromictic depending on length and variability of spring and fall periods, and the stability of winter and summer weather. The trophic state was controlled by nutrient input, circulation patterns and the temperature-dependent rates of organic production and mineralization. Climate shifts, mainly in phase with those recorded from other European regions, are inferred from changing limnological conditions and terrestrial vegetation. Significant changes occurred at 11,600 cal. yr. BP (Preboreal warming), between 10,600 and 10,100 cal. yr. BP (Boreal cooling), and between 8,400 and 4,550 cal. yr. BP (warm and dry interval of the Atlantic). Since 4,550 cal. yr. BP the climate became gradually cooler, wetter and more oceanic. This trend was interrupted by warmer and dryer phases between 3,440 and 2,850 cal. yr. BP and, likely, between 2,500 and 2,250 cal. yr. BP.
Resumo:
Black shales possessing high concentrations of organic carbon (Foresman, 1978, doi:10.2973/dsdp.proc.40.111.1978) were deposited in many parts of the proto South Atlantic Ocean during the Cretaceous period (Bolli et al., 1978, doi:10.2973/dsdp.proc.40.104.1978). The way such sediments accumulated is not fully understood, but is likely to have occurred through a combination of low oxygen availability and abundant supply of organic matter. Thin, centimetre-thick layers of black shales are commonly interbedded with thicker layers of organic carbon-deficient, green claystones, as found in strata of Aptian to Coniacian age, at Deep Sea Drilling Project (DSDP) Site 530, in the southern Angola Basin (Hay et al., 1982, doi:10.1130/0016-7606(1982)93<1038:SAAOOC>2.0.CO;2) and elsewhere. These differences in carbon content and colour reflect the conditions of deposition, and possibly variations in the supply of organic matter (Summerhayes and Masran, 1983, doi:10.2973/dsdp.proc.76.116.1983; Dean and Gardner, 1982). We have compared, using organic geochemical methods the compositions of organic matter in three pairs of closely-bedded black and green Cenomanian claystones obtained from Site 530. Kerogen analyses and distributions of biological markers show that the organic matter of the black shales is more marine and better preserved than that of the green claystones.