Impact of dams on point bar habitat: a case for the extirpation of the Sacramento Valley Tiger Beetle,C. hirticollis abrupta

Quantitative analyses of flow and stage data, remote sensing and geographic information systems analysis, and field studies were used to assess the impact of dams and diversions on the point bar habitat of the Sacramento Valley Tiger Beetle (Cicindela hirticollis abrupta). The reaches of interest include sites of known historic populations of C. h. abrupta along the Sacramento River from approximately 8 km north of Colusa southward to the confluence with the Feather River and along the Feather River between Yuba City and its confluence with the Sacramento River. The results from this study show that construction of two major dams has altered flows such that prolonged and increased flows during summer, fall, and early winter have most likely disrupted life cycles, flooded larvae, drowned overwintering adults and led to high mortality. Additionally, habitat availability has decreased over time because point bars have decreased in number and area causing increased distances between populations and isolation of populations. Moreover, point bar armouring, channel scouring, altered flows, redirected flows through weirs, and lithologic controls have produced a bimodal distribution of mean grain sizes in the Sacramento River in which the more northern bars contain gravel deposits and more southern bars possess fine sands. These conditions negatively alter moisture retention and sediment compaction and, consequently, burrowing conditions needed by this tiger beetle. Additionally, more stabilized flows (reduced variability) and increased fine‐grained deposition have enabled development and encroachment of vegetation onto the sand bars. Finally, human stresses, such as foot traffic and vehicular traffic may have interfered with burrowing, ovipositing, and foraging. The combination of these stress factors has most likely led to a reduction in source populations and, ultimately, the apparent extirpation of the entire metapopulation. Copyright © 2006 John Wiley & Sons, Ltd.     

Trades and Quotes: A Bivariate Point Process

This article formulates a bivariate point process to jointlyanalyze trade and quote arrivals. In microstructure models,trades may reveal private information that is then incorporatedinto new price quotes. This article examines the speed of thisinformation flow and the circumstances that govern it. A jointlikelihood function for trade and quote arrivals is specifiedin a way that recognizes that an intervening trade sometimescensors the time between a trade and the subsequent quote. Modelsof trades and quotes are estimated for eight stocks using Tradeand Quote database (TAQ) data. The essential finding for thearrival of price quotes is that information flow variables,such as high trade arrival rates, large volume per trade, andwide bid–ask spreads, all predict more rapid price revisions.This means prices respond more quickly to trades when informationis flowing so that the price impacts of trades and ultimatelythe volatility of prices are high in such circumstances.     

基于SWMM与NSGA-Ⅱ耦合的城区雨水泵站多目标优化调控

针对城区复杂水系统中雨水泵站的调控系统性弱和优化时效性慢的问题,将SWMM的水量水质过程模拟与NSGA-Ⅱ的快速非支配排序进行深度耦合,从减缓城区内涝、控制面源污染负荷输出与减低耗电量的角度,建立了多线程并行计算和带有决策者偏好的城区雨水泵站多目标优化调控模型。对天津空港经济区的雨水泵站优化调度进行实例研究,结果表明,与常规调度方式相比,在典型设计降水情景下,该优化模型在不显著增加节点积水累计时间的前提下,减少输出了1383.34 kg的污染负荷,节约了621.92 kW·h电能,求解速率可提升至单线程串行计算的4.2倍。该优化方案充分利用了泵站调蓄池的库容缓冲和水质稀释作用,减缓了场次降水对于城区水环境的瞬时冲击影响,降低了运行成本。     

荆江门弯道近期滩槽演变特点及影响因素分析

三峡水库运用改变了下泄水沙条件,坝下游弯曲河型均呈现“凸冲凹淤”演变规律,以致碍航问题日益突出。为研究弯曲河型滩槽演变特点及其成因,以下荆江河段荆江门弯道为例,利用三峡蓄水后近15 a实测地形资料,采用逻辑推理及统计分析方法分析其影响因素并预测了航道变化趋势。结果表明:三峡工程运用后,凸岸边滩年际间呈持续冲刷趋势,冲刷位置不断下移导致河段展宽引起航道条件恶化;在平滩流量(20 000~25 000 m³/s)持续时间＞15 d的年份,凸岸边滩冲刷后退,反之淤长;冲淤幅度与年均来沙量,尤其细沙(d≤0.125 mm)含量密切相关,基本呈同步变化趋势;荆江一期工程实施后,在当前水沙条件下凸岸边滩会继续受冲,形成枯水双槽,航道条件将恶化。水沙过程的改变是弯曲河型滩槽演变的主要原因,遇大水且来沙量较少的年份,荆江门河段很可能出浅碍航,这可为下荆江弯曲河段航道治理提供一定的参考价值。     

利率风险管理的重要免疫工具:持续期模型

利率市场化进程的加快凸现利率风险管理的重要性和迫切性.作为一种利率风险管理的重要免疫工具,持续期配比策略在近些年来有了较大发展.本文在深入探讨Macaulay持续期的三种重要含义的基础上,详细地分析和比较了近期提出的几种主要持续期即:方向持续期、 部分持续期和近似持续期,最后简单讨论了将这些持续期模型及其免疫策略用于中国市场应注意的问题.     

基于久期缺口的商业银行利率风险免疫策略及实证分析

随着利率市场化的深入，利率风险越来越成为影响商业银行绩效的主要风险，因此，如何对商业银行利率风险进行计量及管理，日益成为国内外学术界高度关注的重要课题。通过建立久期缺口模型，提出了商业银行利率风险免疫策略，并进行实证分析表明：通过确立目标项目，调整资产与负债结构，可以较好地实现商业银行的利率风险免疫。     

某城区排涝泵站设计流量计算方法初探

采用平均排除法、最大24 h雨型洪水流量时程分配法和产流汇流法3种方法分别计算了某城区电排站的设计流量,并将3种方法的计算结果进行对比分析,选用合适电排站的设计流量,可为类似工程设计流量的确定提供参考。     

Default- and call-adjusted duration for corporate bonds

Call and default can potentially alter the timing and amounts of promised cashflows for callable, corporate bonds. While prior research has indicated the theoretical importance of adjusting Macaulay duration for the impacts of default and call, the question of their relative impact remains a matter of debate [The High Yield Debt Market, Dow Jones Irwin, New York, 1990, p. 18; J. Finan. 53 (1998) 2225]. We develop a theoretical analysis incorporating both default and call effects on duration and test its implications employing a previously unexplored data base of Canadian, investment grade, corporate bond indices containing an unusual provision making it possible to identify callable and noncallable indices.     

区域金融生态系统基本性状模型研究

金融生态环境概念是我国金融学术界的首创。金融生态环境作为一个全新的理论范畴,其区域空间属性还是一个探索性的初创领域。本文以科学发展观作为指导原则,通过采用状态空间系统分析方法,把区域生态系统的基本特征表达为一个集合即开放性、闭路循环性、根植性和可持续性;并通过采用结构分析方法,揭示了上述基本特征范畴的因果关系路径和测量方程。相对于以往文献的描述性方法而言,本文从提出概念假说到推导立论均体现了一种逻辑论证的科学方法,从而保证了所得出命题及其结论的准确性和可行性。     

Hydrological simulation approaches for BMPs and LID practices in highly urbanized area and development of hydrological performance indicator system

Urbanization causes hydrological change and increases stormwater runoff volumes, leading to flooding, erosion, and the degradation of instream ecosystem health. Best management practices （BMPs）, like detention ponds and infiltration trenches, have been widely used to control flood runoff events for the past decade. However, low impact development （LID） options have been proposed as an alternative approach to better mimic the natural flow regime by using decentralized designs to control stormwater runoff at the source, rather than at a centralized location in the watershed. For highly urbanized areas, LID stormwater management practices such as bioretention cells and porous pavements can be used to retrofit existing infrastructure and reduce runoff volumes and peak flows. This paper describes a modeling approach to incorporate these LID practices and the two BMPs of detention ponds and infiltration trenches in an existing hydrological model to estimate the impacts of BMPs and LID practices on the surface runoff. The modeling approach has been used in a parking lot located in Lenexa, Kansas, USA, to predict hydrological performance of BMPs and LID practices. A performance indicator system including the flow duration curve, peak flow frequency exceedance curve, and runoff coefficient have been developed in an attempt to represent impacts of BMPs and LID practices on the entire spectrum of the runoff regime. Results demonstrate that use of these BMPs and LID practices leads to significant stormwater control for small rainfall events and less control for flood events.