Changes in storm track and cyclone activity in three SRES ensemble experiments with the ECHAM5/MPI-OM1 GCM

Synoptic activity over the Northern Hemisphere is evaluated in ensembles of ECHAM5/MPI-OM1 simulations for recent climate conditions (20C) and for three climate scenarios (following SRES A1B, A2, B1). A close agreement is found between the simulations for present day climate and the respective results from reanalysis. Significant changes in the winter mid-tropospheric storm tracks are detected in all three scenario simulations. Ensemble mean climate signals are rather similar, with particularly large activity increases downstream of the Atlantic storm track over Western Europe. The magnitude of this signal is largely dependent on the imposed change in forcing. However, differences between individual ensemble members may be large. With respect to the surface cyclones, the scenario runs produce a reduction in cyclonic track density over the mid-latitudes, even in the areas with increasing mid-tropospheric activity. The largest decrease in track densities occurs at subtropical latitudes, e.g., over the Mediterranean Basin. An increase of cyclone intensities is detected for limited areas (e.g., near Great Britain and Aleutian Isles) for the A1B and A2 experiments. The changes in synoptic activity are associated with alterations of the Northern Hemisphere circulation and background conditions (blocking frequencies, jet stream). The North Atlantic Oscillation index also shows increased values with enhanced forcing. With respect to the effects of changing synoptic activity, the regional change in cyclone intensities is accompanied by alterations of the extreme surface winds, with increasing values over Great Britain, North and Baltic Seas, as well as the areas with vanishing sea ice, and decreases over much of the subtropics.

An infrared desert dust index for the Along-Track Scanning Radiometers

A new aerosol index for the Along-Track Scanning Radiometers (ATSRs) is presented that provides a means to detect desert dust contamination in infrared SST retrievals. The ATSR Saharan dust index (ASDI) utilises only the thermal infrared channels and may therefore be applied consistently to the entire ATSR data record (1991 to present), for both day time and night time observations. The derivation of the ASDI is based on a principal component (PC) analysis (PCA) of two unique pairs of channel brightness temperature differences (BTDs). In 2-D space (i.e. BTD vs BTD), it is found that the loci of data unaffected by aerosol are confined to a single axis of variability. In contrast, the loci of aerosol-contaminated data fall off-axis, shifting in a direction that is approximately orthogonal to the clear-sky axis. The ASDI is therefore defined to be the second PC, where the first PC accounts for the clear-sky variability. The primary ASDI utilises the ATSR nadir and forward-view observations at 11 and 12 μm (ASDI2). A secondary, three-channel nadir-only ASDI (ASDI3) is also defined for situations where data from the forward view are not available. Empirical and theoretical analyses suggest that ASDI is well correlated with aerosol optical depth (AOD: correlation r is typically > 0.7) and provides an effective tool for detecting desert mineral dust. Overall, ASDI2 is found to be more effective than ASDI3, with the latter being sensitive only to very high dust loading. In addition, use of ASDI3 is confined to night time observations as it relies on data from the 3.7 μm channel, which is sensitive to reflected solar radiation. This highlights the benefits of having data from both a nadir- and a forward-view for this particular approach to aerosol detection.

Atmospheric blocking in a high resolution climate model: influences of mean state, orography and eddy forcing

An underestimate of atmospheric blocking occurrence is a well-known limitation of many climate models. This article presents an analysis of Northern Hemisphere winter blocking in an atmospheric model with increased horizontal resolution. European blocking frequency increases with model resolution, and this results from an improvement in the atmospheric patterns of variability as well as a simple improvement in the mean state. There is some evidence that the transient eddy momentum forcing of European blocks is increased at high resolution, which could account for this. However, it is also shown that the increase in resolution of the orography is needed to realise the improvement in blocking, consistent with the increase in height of the Rocky Mountains acting to increase the tilt of the Atlantic jet stream and giving higher mean geopotential heights over northern Europe. Blocking frequencies in the Pacific sector are also increased with atmospheric resolution, but in this case the improvement in orography actually leads to a decrease in blocking

Influence of dietary protein intake and glycemic index on the association between TCF7L2 HapA and weight gain

BACKGROUND: Genetic polymorphisms of transcription factor 7-like 2 (TCF7L2) have been associated with type 2 diabetes and BMI. OBJECTIVE: The objective was to investigate whether TCF7L2 HapA is associated with weight development and whether such an association is modulated by protein intake or by the glycemic index (GI). DESIGN: The investigation was based on prospective data from 5 cohort studies nested within the European Prospective Investigation into Cancer and Nutrition. Weight change was followed up for a mean (±SD) of 6.8 ± 2.5 y. TCF7L2 rs7903146 and rs10885406 were successfully genotyped in 11,069 individuals and used to derive HapA. Multiple logistic and linear regression analysis was applied to test for the main effect of HapA and its interaction with dietary protein or GI. Analyses from the cohorts were combined by random-effects meta-analysis. RESULTS: HapA was associated neither with baseline BMI (0.03 ± 0.07 BMI units per allele; P = 0.6) nor with annual weight change (8.8 ± 11.7 g/y per allele; P = 0.5). However, a previously shown positive association between intake of protein, particularly of animal origin, and subsequent weight change in this population proved to be attenuated by TCF7L2 HapA (P-interaction = 0.01). We showed that weight gain becomes independent of protein intake with an increasing number of HapA alleles. Substitution of protein with either fat or carbohydrates showed the same effects. No interaction with GI was observed. CONCLUSION: TCF7L2 HapA attenuates the positive association between animal protein intake and long-term body weight change in middle-aged Europeans but does not interact with the GI of the diet.

Physical activity attenuates the body mass index-increasing influence of genetic variation in the FTO gene 1-3.

BACKGROUND: Intronic variation in the FTO (fat mass and obesity-associated) gene has been unequivocally associated with increased body mass index (BMI; in kg/m(2)) and the risk of obesity in populations of different ethnicity. OBJECTIVE: We examined whether this robust genetic predisposition to obesity can be attenuated by being more physically active. DESIGN: The FTO variant rs1121980 was genotyped in 20,374 participants (39-79 y of age) from the European Prospective Investigation into Cancer and Nutrition-Norfolk Study, an ethnically homogeneous population-based cohort. Physical activity (PA) was assessed with a validated self-reported questionnaire. The interaction between rs1121980 and PA on BMI and waist circumference (WC) was examined by including the interaction term in mixed-effect models. RESULTS: We confirmed that the risk (T) allele of rs1121980 was significantly associated with BMI (0.31-unit increase per allele; P < 0.001) and WC (0.77-cm increase per allele; P < 0.001). The PA level attenuated the effect of rs1121980 on BMI and WC; ie, whereas in active individuals the risk allele increased BMI by 0.25 per allele, the increase in BMI was significantly (P for interaction = 0.004) more pronounced (76%) in inactive individuals (0.44 per risk allele). We observed similar effects for WC (P for interaction = 0.02): the risk allele increased WC by 1.04 cm per allele in inactive individuals but by only 0.64 cm in active individuals. CONCLUSIONS: Our results showed that PA attenuates the effect of the FTO rs1121980 genotype on BMI and WC. This observation has important public health implications because we showed that a genetic susceptibility to obesity induced by FTO variation can be overcome, at least in part, by adopting a physically active lifestyle.

Six new loci associated with body mass index highlight a neuronal influence on body weight regulation

Common variants at only two loci, FTO and MC4R, have been reproducibly associated with body mass index (BMI) in humans. To identify additional loci, we conducted meta-analysis of 15 genome-wide association studies for BMI (n > 32,000) and followed up top signals in 14 additional cohorts (n > 59,000). We strongly confirm FTO and MC4R and identify six additional loci (P < 5 x 10(-8)): TMEM18, KCTD15, GNPDA2, SH2B1, MTCH2 and NEGR1 (where a 45-kb deletion polymorphism is a candidate causal variant). Several of the likely causal genes are highly expressed or known to act in the central nervous system (CNS), emphasizing, as in rare monogenic forms of obesity, the role of the CNS in predisposition to obesity.

Northern Hemisphere atmospheric blocking as simulated by 15 atmospheric general circulation models in the period 1979-1988

As a part of the Atmospheric Model Intercomparison Project (AMIP), the behaviour of 15 general circulation models has been analysed in order to diagnose and compare the ability of the different models in simulating Northern Hemisphere midlatitude atmospheric blocking. In accordance with the established AMIP procedure, the 10-year model integrations were performed using prescribed, time-evolving monthly mean observed SSTs spanning the period January 1979–December 1988. Atmospheric observational data (ECMWF analyses) over the same period have been also used to verify the models results. The models involved in this comparison represent a wide spectrum of model complexity, with different horizontal and vertical resolution, numerical techniques and physical parametrizations, and exhibit large differences in blocking behaviour. Nevertheless, a few common features can be found, such as the general tendency to underestimate both blocking frequency and the average duration of blocks. The problem of the possible relationship between model blocking and model systematic errors has also been assessed, although without resorting to ad-hoc numerical experimentation it is impossible to relate with certainty particular model deficiencies in representing blocking to precise parts of the model formulation.

Northern Hemisphere atmospheric blocking as simulated by 15 atmospheric general circulation models in the period 1979-1988 (Results from an AMIP diagnostic subproject)

As a part of the Atmospheric Model Intercomparison Project (AMIP), the behaviour of 15 general circulation models has been analysed in order to diagnose and compare the ability of the different models in simulating Northern Hemisphere midlatitude atmospheric blocking. In accordance with the established AMIP procedure, the 10-year model integrations were performed using prescribed, time-evolving monthly mean observed SSTs spanning the period January 1979–December 1988. Atmospheric observational data (ECMWF analyses) over the same period have been also used to verify the models results. The models involved in this comparison represent a wide spectrum of model complexity, with different horizontal and vertical resolution, numerical techniques and physical parametrizations, and exhibit large differences in blocking behaviour. Nevertheless, a few common features can be found, such as the general tendency to underestimate both blocking frequency and the average duration of blocks. The problem of the possible relationship between model blocking and model systematic errors has also been assessed, although without resorting to ad-hoc numerical experimentation it is impossible to relate with certainty particular model deficiencies in representing blocking to precise parts of the model formulation.

Glycemic Index, glycemic control and beyond

It is currently estimated that over 370 million individuals have diabetes, making diabetes a major public health issue contributing significantly to global morbidity and mortality. The steep rise in diabetes prevalence over the past decades is attributable, in a large part, to lifestyle changes, with dietary habits and behaviour significant contributors. Despite the relatively wide availability of anti-diabetic medicine, it is lifestyle approaches that still remain the cornerstone of diabetes prevention and treatment. Glycemic index (GI) is a nutritional tool, which represents the glycemic response to carbohydrate ingestion. In light of the major impact of nutrition on diabetes pathophysiology, with the rising need to combat the escalating diabetes epidemic, this review will focus on the role of GI in glycemic control, the primary target of diabetic treatment and beyond. The review will present the evidence relating GI and diabetes treatment and prevention, as well as weight loss, weight maintenance and CVD risk factors.

Linking Northern Hemisphere blocking and storm track biases in the CMIP5 climate models

The relationship between biases in Northern Hemisphere (NH) atmospheric blocking frequency and extratropical cyclone track density is investigated in 12 CMIP5 climate models to identify mechanisms underlying climate model biases and inform future model development. Biases in the Greenland blocking and summer Pacific blocking frequencies are associated with biases in the storm track latitudes while biases in winter European blocking frequency are related to the North Atlantic storm track tilt and Mediterranean cyclone density. However, biases in summer European and winter Pacific blocking appear less related with cyclone track density. Furthermore, the models with smaller biases in winter European blocking frequency have smaller biases in the cyclone density in Europe, which suggests that they are different aspects of the same bias. This is not found elsewhere in the NH. The summer North Atlantic and the North Pacific mean CMIP5 track density and blocking biases might therefore have different origins.

A trading strategy based on the lead–lag relationship between the spot index and futures contract for the FTSE 100

This paper examines the lead–lag relationship between the FTSE 100 index and index futures price employing a number of time series models. Using 10-min observations from June 1996–1997, it is found that lagged changes in the futures price can help to predict changes in the spot price. The best forecasting model is of the error correction type, allowing for the theoretical difference between spot and futures prices according to the cost of carry relationship. This predictive ability is in turn utilised to derive a trading strategy which is tested under real-world conditions to search for systematic profitable trading opportunities. It is revealed that although the model forecasts produce significantly higher returns than a passive benchmark, the model was unable to outperform the benchmark after allowing for transaction costs.

An alternative approach to investigating lead-lag relationships between stock and stock index futures markets

In the absence of market frictions, the cost-of-carry model of stock index futures pricing predicts that returns on the underlying stock index and the associated stock index futures contract will be perfectly contemporaneously correlated. Evidence suggests, however, that this prediction is violated with clear evidence that the stock index futures market leads the stock market. It is argued that traditional tests, which assume that the underlying data generating process is constant, might be prone to overstate the lead-lag relationship. Using a new test for lead-lag relationships based on cross correlations and cross bicorrelations it is found that, contrary to results from using the traditional methodology, periods where the futures market leads the cash market are few and far between and when any lead-lag relationship is detected, it does not last long. Overall, the results are consistent with the prediction of the standard cost-of-carry model and market efficiency.

Predicting stock index volatility: can market volume help?

This paper explores a number of statistical models for predicting the daily stock return volatility of an aggregate of all stocks traded on the NYSE. An application of linear and non-linear Granger causality tests highlights evidence of bidirectional causality, although the relationship is stronger from volatility to volume than the other way around. The out-of-sample forecasting performance of various linear, GARCH, EGARCH, GJR and neural network models of volatility are evaluated and compared. The models are also augmented by the addition of a measure of lagged volume to form more general ex-ante forecasting models. The results indicate that augmenting models of volatility with measures of lagged volume leads only to very modest improvements, if any, in forecasting performance.