bluuebunny/crossref_metadata_2025 huggingface dataset:
An efficient approximation method for American exotic options
Authors: Chang Geunhyuk , Kang Jangkoo , Kim Hwa‐Sung , Kim In Joon
Published: February 2007

The authors suggest a modified quadratic approximation scheme, and apply this scheme to American barrier (knock‐out) and floating‐strike lookback options. This modified scheme introduces an additional parameter into the quadratic approximation method, originally suggested by G. Barone‐Adesi and R. Whaley (1987), to reduce pricing errors. When the barrier is close to the underlying asset's current price, the approximation formula is more accurate than lattice methods because the optimal exercise boundary is independent of the underlying asset's current price. That is, the proposed method overcomes the “near‐barrier” problem that occurs in lattice methods. In addition, the pricing error decreases when the underlying asset's volatility is high. This approximation scheme is more efficient than B. Gao, J. Huang, and M. Subrahmanyam's (2000) method. As a second application of the modified approximation scheme, the authors provide an approximation formula for American floating‐strike lookback options which is the first approximation formula ever suggested in the literature. Compared to S. Babbs' (2000) binomial approach, our approximation method is more efficient after controlling for pricing errors, and is more accurate after controlling for computing time. © 2007 Wiley Periodicals, Inc. Jrl Fut Mark 27:29–59, 2007
Back to the future: Futures margins in a future credit default swap index futures market
Authors: Byström Hans N. E.
Published: February 2007

The introduction of exchange‐traded credit default swap (CDS) index futures is eminent and this development in the credit market is the subject of this article. A theoretically appealing and practically implementable approach to computing accurate futures margins based on extreme value theory is suggested. The approach is then exemplified with a study of the increasingly popular iTraxx Europe CDS index market. Although this market is not organized through an exchange and is not a futures market, the empirical results together with an arbitrage argument nonetheless suggest margin levels in a future exchange‐traded CDS index futures market computed using extreme value theory to be superior to those computed using the traditional normal distribution or the actual historical distribution. © 2007 Wiley Periodicals, Inc. Jrl Fut Mark 27:85–104, 2007
Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets
Authors: Switzer Lorne N. , El‐Khoury Mario
Published: February 2007

This study investigates the efficiency of the New York Mercantile Exchange (NYMEX) Division light sweet crude oil futures contract market during recent periods of extreme conditional volatility. Crude oil futures contract prices are found to be cointegrated with spot prices and unbiased predictors of future spot prices, including the period prior to the onset of the Iraqi war and until the formation of the new Iraqi government in April 2005. Both futures and spot prices exhibit asymmetric volatility characteristics. Hedging performance is improved when asymmetries are accounted for. © 2007 Wiley Periodicals, Inc. Jrl Fut Mark 27:61–84, 2007
Characterization of t(6;11)(p21;q12) in a renal‐cell carcinoma of an adult patient
Authors: Pecciarini Lorenza , Cangi M. Giulia , Lo Cunsolo Crocifissa , Macri' Ettore , Dal Cin Elena , Martignoni Guido , Doglioni Claudio
Published: February 2007

Renal‐cell carcinoma (RCC) constitutes a heterogeneous group of tumors with specific chromosome aberrations. Recently, a new small group of RCC, occurring in children and young adults, has been described as characterized by t(6;11)(p21;q12). It has been shown that this translocation results in the fusion of the 5′ portion of the ALPHA gene (11q12) with the transcription factor gene TFEB (6p21). Herewith, we report the first complete cytogenetic and molecular characterization of a t(6;11)‐positive RCC of an adult patient, a 54‐year‐old woman. The tumor was histologically defined as RCC with peculiar features and it was negative for epithelial markers and positive for melanocytic markers. Chromosome QFQ banding analysis of short‐term cultured cells from the RCC showed t(6;11)(p21;q12) as the sole cytogenetic abnormality. The translocation was confirmed by FISH analysis. RT‐PCR analysis, performed on total RNA isolated from both neoplastic and normal tissue samples, revealed an ALPHA–TFEB chimeric transcript in the tumor sample; sequencing of the RT‐PCR product defined a novel TFEB gene breakpoint cluster region, broader than the one reported thus far. Western blot analysis showed a band at the expected size of wild‐type TFEB in the neoplastic tissue compared to the normal sample, supporting that the fusion gene does not encode for a chimeric protein but it causes an upregulation of the wild‐type TFEB. Our data contribute to define better this rare RCC type, which is typical not only of childhood but can also be found in adulthood. © 2007 Wiley‐Liss, Inc.
Cytogenetic patterns in ETV6/RUNX1‐positive pediatric B‐cell precursor acute lymphoblastic leukemia: A Nordic series of 245 cases and review of the literature
Authors: Forestier Erik , Andersen Mette K. , Autio Kirsi , Blennow Elisabeth , Borgström Georg , Golovleva Irina , Heim Sverre , Heinonen Kristina , Hovland Randi , Johannsson Johann H. , Kerndrup Gitte , Nordgren Ann , Rosenquist Richard , Swolin Birgitta , Johansson Bertil ,   on behalf of the Nordic Society of Pediatric Hematology and Oncology (NOPHO),   the Swedish Cytogenetic Leukemia Study Group (SCLSG),   and the NOPHO Leukemia Cytogenetic Study Group (NLCSG)
Published: February 2007

Between 1992 and 2004, 1,140 children (1 to <15 years) were diagnosed with B‐cell precursor acute lymphoblastic leukemia (ALL) in the Nordic countries. Of these, 288 (25%) were positive for t(12;21)(p13;q22) [ETV6/RUNX1]. G‐banding analyses were successful in 245 (85%); 43 (15%) were karyotypic failures. The modal chromosome numbers, incidence, types, and numbers of additional abnormalities, genomic imbalances, and chromosomal breakpoints in the 245 karyotypically informative cases, as well as in 152 previously reported cytogenetically characterized t(12;21)‐positive ALLs in the same age group, were ascertained. The most common modal numbers among the 397 cases were 46 (67%), 47 (16%), 48 (6%), and 45 (5%). High‐hyperdiploidy, triploidy, and tetraploidy were each found in ∼1%; none had less than 40 chromosomes. Secondary chromosomal abnormalities were identified by chromosome banding in 248 (62%) of the 397 ALLs. Of these, 172 (69%) displayed only unbalanced changes, 14 (6%) only balanced aberrations, and 26 (10%) harbored both unbalanced and balanced abnormalities; 36 (15%) were uninformative because of incomplete karyotypes. The numbers of secondary changes varied between 1 and 19, with a median of 2 additional aberrations per cytogenetically abnormal case. The most frequent genomic imbalances were deletions of 6q21‐27 (18%), 8p11‐23 (6%), 9p13‐24 (7%), 11q23‐25 (6%), 12p11‐13 (27%), 13q14‐34 (7%), loss of the X chromosome (8%), and gains of 10 (9%), 16 (6%), and 21 (29%); no frequent partial gains were noted. The chromosome bands most often involved in structural rearrangements were 3p21 (2%), 5q13 (2%), 6q12 (2%), 6q14 (2%), 6q16 (2%), 6q21 (10%), 6q23 (6%), 6q25 (3%), 9p13 (2%), 11q13 (2%), 11q23 (2%), 12p11 (6%), 12p12 (7%), 12p13 (25%), 21q10 (6%), and 21q22 (6%). Considering that the t(12;21) is known to arise in utero and that the postnatal latency period is protracted, additional mutations are most likely necessary for overt ALL. The frequently rearranged chromosome regions may harbor genes of importance for the transformation and/or progression of an initial preleukemic t(12;21)‐positive clone. © 2007 Wiley‐Liss, Inc.
Nonrandom pattern of chromosome aberrations in 17β‐estradiol‐induced rat mammary tumors: Indications of distinct pathways for tumor development
Authors: Adamovic Tatjana , Roshani Leyla , Chen Lei , Schaffer Beverly S. , Helou Khalil , Levan Göran , Olsson Björn , Shull James D.
Published: February 2007

Estrogens play an important role in breast cancer etiology and the ACI rat provides a novel animal model for defining the mechanisms through which estrogens contribute to mammary cancer development. In crossing experiments between the susceptible ACI strain and two resistant strains, COP (Copenhagen) and BN (Brown Norway), several quantitative trait loci (QTL) that affect development of 17β‐estradiol (E2)‐induced mammary tumors have been defined. Using comparative genomic hybridization (CGH), we have analyzed cytogenetic aberrations in E2‐induced mammary cancers and have found clear patterns of nonrandom chromosomal involvement. Approximately two thirds of the tumors exhibited copy number changes. Losses of rat chromosome 5 (RNO5) and RNO20 were particularly common, and it was found that these two aberrations often occurred together. A third recurrent aberration involving proximal gain and distal loss in RNO6 probably defined a distinct subgroup of tumors, since it never occurred in combination with RNO5 loss. Interestingly, QTL with powerful effects on mammary cancer development have been mapped to RNO5 and RNO6. These findings suggest that there were at least two genetic pathways to tumor formation in this rat model of E2‐induced mammary cancer. By performing CGH on mammary tumors from ACI rats, F1 rats from crosses between the ACI and COP or BN strains and ACI.BN‐Emca8 congenic rats, which carry the BN allele of the Emca8 QTL on RNO5 on the ACI genetic background, we were able to determine that the constitution of the germ line influences the pattern of chromosomal aberrations. © 2007 Wiley‐Liss, Inc.
Statistical methods for haplotype‐based matched case‐control association studies
Authors: Zhang Han , Zhang Hong , Li Zhaohai , Zheng Gang
Published: February 2007

Kraft et al. [2005] proposed a method for matched haplotype‐based association studies and compared the performances of six analytic strategies for estimating the odds ratio parameters using a conditional likelihood function. Zhang et al. [2006] modified the conditional likelihood and proposed a new method for matched haplotype‐based association studies. The main assumptions of Zhang et al. were that the disease was rare, the population was in Hardy‐Weinberg equilibrium (HWE), and the haplotypes were independent of the covariates and matching variable(s). In this article, we modify the estimation procedure proposed by Zhang et al. and introduce a fixation index so that the assumption of HWE is relaxed. Using the Wald test, we compare the current modified method with the procedure developed by Kraft et al. through simulations. The results show that the modified method is uniformly more powerful than that described in Kraft et al. Furthermore, the results indicate that the modified method is quite robust to the rare disease assumption.Genet. Epidemiol.2007. © 2007 Wiley‐Liss, Inc.
Provenance of Miocene submarine fans in the northern Adana Basin, southern Turkey: A test of discriminant function analysis
Authors: Gürbüz Kemal , Kelling Gilbert
Published: February 2007

The provenance of the deep marine clastics of the Cingöz Formation, which were deposited contemporaneously during the Miocene as two small neighbouring submarine fans (western and eastern fans) in the northern part of the Adana Basin, has been studied by: (1) thin section petrography; (2) the use of the ternary discriminant diagrams (Q‐F‐L, Qm‐F‐Lt) of Dickinson et al. (1983); and (3) the use of discriminant function analysis (DFA) techniques.

Thin section petrography confirms that the compositions of sandstones in both the western and eastern fans are broadly similar, but they display subtle differences which are related to their local sources. Both of these submarine fans were ultimately supplied from a source area which contained ophiolitic, sedimentary, metamorphic and some felsic igneous rock types.

The point counting results have been plotted on the ternary diagrams of Dickinson et al. (1983). On this basis, most of the samples can be assigned to a magmatic arc provenance, with some recycling. There appears to be no significant difference in provenance between these two fans on the basis of these ternary diagrams.

Discriminant function analysis of the same data, utilizing the original Dickinson et al. (1983) data set, reveals some otherwise undetected differences in provenance between the two fans. This test also shows that the DFA of sandstones for petrotectonic purposes should be improved by adding further actual data to the data set originally assembled by Dickinson et al. (1983). Moreover the DFA results confirm that in this instance erroneous petrotectonic inferences can be drawn from the Dickinson et al. ternary diagrams as a result of the complex tectonic history of the source, although clues to this complexity can be discerned in the DFA data, provided that the full set of Dickinson categories is deployed. Taken together with the abundant field data these analyses show that the sands and gravels forming these small Mid‐Miocene submarine fans were supplied to the deep marine Adana Basin via two main separate point sources, together with some minor point sources, all located in the Taurus orogenic belt, on the northern margin of the Adana Basin.
Late Cretaceous benthic foraminiferal proliferation on the Arabian Platform: Taxonomic remarks on the genus Orbitoides d'Orbigny 1848
Authors: Özcan Ercan
Published: February 2007

In south‐eastern Turkey, a transgressive phase with a rich benthic foraminiferal association followed the Late Cretaceous emplacement of nappes onto the passive northern margin of the Arabian Platform. At the base, this transgressive sequence is represented by coarse clastics and local carbonate intercalations of the Antak Formation and the overlying, shallow water friable sands and carbonate facies of the Besni Formation, which is characterized by a sudden proliferation of benthic foraminifera, rudists and other macrofossil groups. Finally, below the unconformable Tertiary units, the more basinal marls and regressive sandstone‐carbonate lithologies of the Germav Formation complete the Mesozoic succession.

In the light of the newly discovered benthic and planktonic foraminiferal associations, the age of this transgression has been assigned to the Late Campanian. Overlying levels yield more diversified foraminiferal assemblages including genera such as Orbitoides, Siderolites, Omphalocyclus, Loftusia, Lepidorbitoides, Sirtina and other benthic taxa suggesting a Maastrichtian age. However, biometric analysis of the embriyon size of the Orbitoides populations from these levels show that these specimens are more primitive than the type Maastrichtian forms.
Is the motion of the Eastern Mediterranean region faster than expected?
Authors: Altiner Y. , Seeger H.
Published: February 2007

The horizontal motions of the lithospheric plates generally range from a few millimetres to more than 150 mm/year; smaller motions are expected in the vertical direction. The measurement of such small relative movements has been made possible by the development of satellite geodesy [satellite laser ranging (SLR) and the global positioning system (GPS)] followed by very long baseline interferometry (VLBI). It is now possible to measure motions of less than a few millimetres per year from space.

To monitor the relative movements in the Eastern Mediterranean region, SLR measurements to the LAGEOS satellite have been made within the WEGENER MEDLAS Project (Working Group of European Geoscientists for the Establishment of Networks for Earth Science Research Mediterranean Laser Ranging) since 1986 on four platforms in Turkey: Bolu/Yigilca [on the north side of the North Anatolian Fault (NAF)], Yozgat, Karaman/Melengiclik and Diyarbakir (on the Anatolian plate) as well as on six additional sites in Greece. The first results of the measurements made in 1986, 1987 and 1989 support earlier seismic results. The results from the SLR campaigns indicate a right‐lateral motion across the NAF. The results of two GPS campaigns carried out in 1988 and 1990 in north‐west Turkey indicate similar movements.

The NAF shows a right‐lateral movement of 25 mm/year and the north‐western part of the Anatolian block escapes south‐west at a rate of 50 mm/year; more than expected.

Up to the studies of Oral et al. (1992), the results of the vertical motions of the SLR and GPS campaigns coincide and show a surprisingly high rate for the station on the Anatolian peninsula of about 5 cm/year downwards.
Crustal dynamics in Turkey from WEGENER/MEDLAS satellite laser ranging data
Authors: Sahin M. , Rands P. N. , Cross P. A.
Published: February 2007

Satellite laser ranging (SLR) data collected at sites around the world between 1984 and 1990 by the WEGENER/MEDLAS Group (Working Group of European Geoscientists for the Establishment of Networks for Earthquake Research/MEDiterranean Laser Ranging) have been processed to give six annual long arc solutions for the global set of stations and six annual pseudo‐short arc (PSA) network solutions for the European and Mediterranean stations. The first two WEGENER/MEDLAS measurement campaigns involving the mobile SLR stations in Turkey (Diyarbakir, Yigilca, Melengiçlik and Yozgat) took place in 1987 and 1989. In the first step of this study a global reference frame was defined using most of the fixed SLR stations. The PSA technique was then applied to a network including both mobile and fixed SLR stations in Europe and the eastern Mediterranean, and station velocities were calculated in the global reference frame. The fixed European stations which do not have significant motions within the global reference frame were chosen to define a fixed European reference frame. Finally, the station velocities were calculated in this fixed European reference frame. The PSA technique shows that horizontal velocities of stations in Turkey range from 1 to 4 cm/yr relative to this frame. The motions of stations in Yigilca, Melengiçlik and Yozgat are in a north to north‐westerly direction. However, the station in Diyarbakir appears to have a motion in an easterly direction.
Tectonic control on the development of the Neogene‐Quaternary Central Anatolian Volcanic Province, Turkey
Authors: Toprak Vedat , Göncöoḡlu M. C.
Published: February 2007

The Neogene‐Quaternary Central Anatolian Volcanic Province (CAVP) is elongated in a north‐east‐south‐west direction within pre‐Oligocene basement in central Turkey. This study investigates the field evidence relating to the development of the CAVP.

Two dominant fault systems are recognized in the area. The first consists of the major conjugate faults in the region, namely, the right‐lateral Tuzgölü and left‐lateral Ecemiş fault zones, and other faults parallel to these zones. The faults in this system are mostly active and cut the CAVP almost at right angles. The second fault system trends in a N60°–70°E direction, parallel to the volcanic axis and to the alignment of the major eruption centres. These faults, which are of the normal type, are mostly buried beneath the products of recent volcanic eruptions.

The behaviour of the first system is explained with reference to the present north‐south convergence that occurs in the eastern Mediterranean region. These faults, which might be reactivated palaeotectonic structures, are a response to a present day compressive stress direction of about N10°W. The second fault system, in contrast, is the product of a short‐term tensional period that occurred during the Mid‐Late Miocene to Pliocene. This extension is almost at right angles to the convergence. As a result, the pre‐Oligocene basement in the area was fractured in a N60°–70°E direction and these fractures served as pathways for the extrusive rocks that formed the CAVP. The major eruption centres of the CAVP (i.e. the Hasanda, Keçiboyduran and Melendiz stratovolcanoes) are located at the intersection of the major faults of these two fault systems.
Lower carboniferous (Dinantian) stratigraphy and structure in the Kingscourt Outlier, Ireland
Authors: Strogen Peter , Somerville Ian D. , Pickard Neil A. H. , Jones Gareth li.
Published: February 2007

Logging of 55 recent boreholes, together with remapping, has resulted in a fundamental reassessment of the stratigraphy and sedimentology of the Dinantian Kingscourt Outlier. Despite the present isolated position of the outlier within the Longford‐Down Massif, the Kingscourt rocks are an integral part of the Dublin Basin succession. The newly defined Ardagh Platform marks the most northerly limit to basinal sedimentation in the Dinantian Dublin Basin.

The Courceyan is a typical but thinner, north Dublin Basin succession with two new formal units: the Rockfield Sandstone Member and the Kilbride Formation. The latter, a coarse‐grained, well washed limestone of latest Courceyan to early Chadian (late Tournaisian) age is the shallow water equivalent of the Feltrim Formation (Waulsortian facies), which is absent in the outlier. The Courceyan interval in the north of the outlier is markedly attenuated. In the succeeding Chadian‐Brigantian interval basinal facies predominate in the south, but on the Ardagh Platform an almost complete coeval Viséan shallow water sequence is found. A new platform unit (Deer Park Formation) of latest Asbian to Brigantian age is defined in the Ardagh area. The Dee Member (Chadian) is newly defined for the lower part of the basinal Tober Colleen Formation and the Altmush Shale Member is formally defined for the upper part of the Loughshinny Formation.

Two major structures dominate the Kingscourt Outlier: the NE‐SW trending Moynalty Syncline in the south and the N‐S trending Kingscourt Fault. Both are Hercynian structures, but probably represent reactivated Caledonide basement‐controlled structures. Dinantian syn‐depositional faulting is indicated in both the Courceyan (‘Kingscourt Sag’) and Chadian‐Asbian. The latter period of faulting in the Ardagh area separates platform facies in the north from basinal facies to the south. In the late Asbian, platform facies with carbonate build‐ups prograded south into the basin as far south as Nobber, but in the latest Asbian to Brigantian, basinal facies extended northwards over the collapsed platform margin.
Hydrocarbon migration in the Solway Basin
Authors: Parnell J.
Published: February 2007

Carboniferous rocks in the north Solway onshore outcrop show evidence of hydrocarbon migration. Oil residues occur as intergranular bitumen in sandstones, thoriferous bitumen nodules in sandstones and uraniferous bitumens in fractures associated with the North Solway Fault at the northern margin of the Solway Basin. Oil was emplaced in sandstones after the dissolution of dolomite, calcite and clay cements. The radioelement‐rich bitumens represent deposition following interactions between migrating hydrocarbons and metalliferous fluids. The close proximity of the Caledonian Criffel granodiorite, unroofed by Carboniferous times, suggests that the pluton was the source of uranium and thorium. Hydrocarbon source rocks are identified further east in the more complete succession exposed in the Esk Valley region, along with further oil residues. Time‐temperature modelling suggests that oil was generated from Lower Carboniferous source rocks during the Permo‐Triassic. Chemical age dating of uraninite in bitumen yields early Jurassic ages, which may reflect the time of hydrocarbon migration along the North Solway Fault system, and may be related to a mid‐Jurassic episode of regional uplift. Analyses of thorite in bitumen nodules give a wider spread of data, probably due to the migration of daughter lead.
Palaeomagnetism of the Tan y Grisiau granite, North Wales: Evidence for a subvolcanic origin in Late Ordovician times
Authors: Piper J. D. A. , Nowell D. A. G. , Crimes T. P.
Published: February 2007

Progressive thermal demagnetization of samples from the Tan y Grisiau granite defines a coherent easterly positive characteristic remanence (D/I = 124.9/60.3°;, 42 samples, R = 40–51, a95 = 4.8°;) residing in magnetite. An ancient reversal of magnetization is recovered in the highest blocking temperature spectrum of a few samples and suggests that a cooling‐related dipolar axis is recorded by this pluton. Only facies of the granite which have been reddened, probably by submagmatic streaming, have recorded a stable remanence. Adjustment for tilt yields a very steep remanence (D/I = 193/88°;) incompatible with any known Early Palaeozoic and younger field direction from Britain. The in situ remanence has a similar declination to the primary magnetization in Late Ordovician dolerites from the Welsh Borderlands and yields a comparable palaeolatitude (41.5°;S). It is concluded that the Tan y Grisiau pluton was magnetized in Late Ordovician times after deformation. Folding in this region is therefore interpreted to be substantially of Taconic (Late Ordovician) origin and not Acadian in age. As both in situ and tilt‐adjusted remanence directions are incompatible with Silurian and younger palaeofield directions from Britain, the pluton is interpreted as a subvolcanic component of the North Wales igneous province. Large anticlockwise rotation of Avalonia is identified between Late Ordovician and Late Silurian times.
Gutter casts from the Proterozoic Bijaygarh Shale Formation, India: Their implication for storm‐induced circulation in shelf settings
Authors: Chakraborty Chandan
Published: February 2007

The orientations of elongate gutter casts occurring in inner shelf storm deposits of the Proterozoic Bijaygarh Shale Formation, India reveal a modal population oriented roughly parallel to the average trend of the associated wave ripples. Assuming that the wave ripple trend approximately represents the orientation of the contemporary shoreline, the shore‐parallel gutters appear to have been formed by the geostrophic current. Some gutters oriented at high angles to the inferred shoreline presumably represent incision by wave orbital currents in a storm‐induced combined flow regime. The gutters also show variations in the style of incision and infill, which may be useful in distinguishing between gutters formed by wave orbital and geostrophic currents, independently of their orientation pattern with respect to the palaeo‐shoreline.
The generation and redistribution of overland flow on a massive oxic soil in a eucalypt woodland within the semi‐arid tropics of North Australia
Authors: Bonell Mike , Williams John
Published: February 2007

There is a dearth of knowledge on the runoff processes of eucalypt woodland communities in the semi‐arid tropics of Australia. The work was undertaken on a 100 m transect of a 0·8 degree hillslope typical of the ‘smooth plainlands’ of central‐north Queensland. This paper introduces a new experimental design for measuring overland flow in such areas by way of a cascade system of unbounded runoff plots which allow the inputs and outputs between troughs to be calculated. Most storms generate overland flow. Time to overland flow ranges between 1 and 18 min where rain intensities are above 10mm hr−1 and when the average detention storage of 3·6 mm is exceeded. The bare soil surfaces within the scattered grass understory control the runoff generation process through the temporal variability of field saturated hydraulic conductivity. The study demonstrated that overland flow is mainly redistributed over the freely‐draining oxic soil. Some areas export more overland flow than they gain from upslope (runoff), others gain more overland flow than they export (runon). Over the study period only 2 per cent of total rain is transferred out of this 100 m transect as overland flow due to the short duration of storms, the relatively high soil permeability, and the low slope angle. The remainder adds to the large soil water store or deep drainage. The variability of runoff–runon over these ‘smooth plainlands’ highlights how results from bounded plots would be misleading in such areas.
Identification of soil erosion and fluvial sediment problems
Authors: Dickinson W. T. , Rudra R. P. , Wall G. J.
Published: February 2007

A computer model has been used to estimate soil loss and sediment yield from irregular field‐size units of small watersheds. Input to the model includes spring data (i.e. relating to February through May) for the independent variables of the Universal Soil Loss Equation, and for factors such as surface roughness, an index of overland runoff, and proximity to the stream. Output from the model includes maps of seasonal estimates of potential soil losses, field sediment delivery ratios, and expected sediment yields. On the basis of selected erosion and sediment yield tolerances, the output information has been analysed to identify watershed areas which (1) exhibit both erosion and sediment yield problems; (2) exhibit only erosion problems; (3) exhibit only sediment yield problems; and (4) exhibit neither erosion nor sediment yield problems. The percentage of the watershed area in each category and the percentage of the watershed soil loss and sediment loads contributed by each category are also identified. Application of the procedure for planning remedial control programs for five watersheds is discussed.
Chemical dynamics of N‐containing ionic species in a boreal forest snowcover during the spring melt period
Authors: Jones H. G. , Deblois C.
Published: February 2007

A study of the changes in the ionic loads of NO, NH, SO and H+ in a boreal forest snowpack at Lake Laflamme, Québec was carried out using hydrological and chemical data from field lysimeters. The results showed that depletion of the N‐containing species occurs periodically in the snowpack during meltwater discharge. Rain‐on‐snow events led to in‐pack losses of NO and NH at a rate of 130 μeq m−2 day−1 and 101·3 μeq m−2day−1 respectively. On dry days, however, dry deposition and deposition of organic debris from the canopy resulted in increases of 183·3 μeq m−2day−1 for NO and 4·5 μeq m−2day−1 for NH in the pack. In contrast, SO42− showed continual in‐pack increases due to deposition of 5·0 μeq m−2day−1 for wet days and 92·6 μeq m−2day−1 for dry days. The depletion of NO and NH is due to microbiological uptake of these nutrients during periods when the free water content of the pack is high. Controlled melts in a laboratory snowmelt simulator containing snow and organic matter from the forest canopy at Lake Laflamme showed losses of NO and NH similar to those observed in the field. As the microbiological uptake proceeds at a rate comparable to that of ionic load increases in the pack by dry deposition, models of the chemical dynamics of snowmelt should take the former into account in any system where organic content of the snowpack is appreciable.
Rainfall interception by a young Acacia auriculiformis (a. cunn) plantation forest in West Java, Indonesia: Application of Gash's analytical model
Authors: Bruijnzeel L. A. , Sampurno Swami Prem , Wiersum K. F.
Published: February 2007

Measurements are reported of rainfall, throughfall, stemflow, and derived interception losses made on a daily basis during two consecutive rainy seasons in a 4–5 year old and rapidly growing plantation forest of Acacia auriculiformis in a humid tropical environment. During the first observation period throughfall, stemflow, and interception loss amounted to respectively 81, 8, and 11 per cent of gross precipitation, whilst corresponding values for the second observation period were 75, 7, and 18 per cent. All three components correlated strongly with amounts of daily rainfall, but slopes of linear regression equations differed significantly between seasons for each component. Such differences are thought to reflect a 20 per cent increase in foliar mass as well as a certain instrumental bias introduced by the use of a fixed grid of throughfall troughs that differed between seasons. Tests did not reveal any effects of differences in rainfall characteristics although the two observation periods differed markedly in this respect.

Although the present results fell within the (lower part of the) range reported for other sites in Southeast Asia application of Gash's analytical model suggested the results obtained during the second observation period to be anomalous. The model was tested with data from the second halves of the two observation periods, using parameters derived from the corresponding first halves. Discrepancies between estimated and observed losses were +9·4 and −14·3 per cent for the two periods respectively. The bulk of the interception loss consisted of evaporation from a saturated canopy (69–80 per cent) and of evaporation after rainfall had ceased (25 and 15 per cent for the two periods respectively). Although the results were encouraging it would seem that a major difficulty in applying the analytical model to the humid tropics lies in obtaining a reliable estimate of the evaporation rate from a saturated canopy.
The effects of hydrological factors on river suspended solids contamination from a colliery in South Wales
Authors: Bird S. C.
Published: February 2007

Suspended solids contamination caused by runoff below a working colliery in the Upper Clydach catchment in South Wales, U.K., was investigated in relation to hydrological controls. Field studies over a 16 month period found that concentrations below the colliery ranged from 4 to 8028 mg 1−1. Simple correlation and linear regression analysis of spot and storm event samples taken below the colliery gave a correlation coefficient of 0·39 between flow and suspended solids concentration. Because of the lack of explained variance, a multiple linear regression model of within‐storm concentrations was derived using four selected independent variables. X1 the time relation of the sample to the storm peak; log X2 the stormflow at the time of sampling; log X3 the baseflow at the time of sampling; and log X4 an index of the storm intensity. Analysis of the entire dataset gave an R2 of 0·34. When the results from three atypical events were excluded however, the R2 value improved to 0·65. Beta coefficients indicated that rising limb conditions (X1) and intense storms (log X4) along with dry antecedent conditions (log X3) represent the worst combination of hydrological factors for producing suspended solids contamination.
Bromide as a conservative tracer for soil‐water studies
Authors: Levy B. S. , Chambers R. M.
Published: February 2007

The assumption that potassium bromide is a conservative tracer for soil‐water studies was tested in a series of batch sorption experiments. Sorption experiments were conducted on soil samples collected from the O, E, and A horizons of the Albemarle soil series near Charlottesville, VA. The experiments were conducted under conditions of differing bromide concentration and filter treatments. Bromide concentrations in soil‐solution mixtures were measured through time using an Orion bromide‐specific electrode. An analysis of variance of results showed no significant sorption of bromide through time under any concentration level or filter treatment (α = 0·01). No sorption of bromide between different soil horizons could be determined. This work clearly indicates that bromide is conservative under the conditions examined.
A tipping bucket flowmeter for roadside gully runoff
Authors: Hollis G. E. , Ovenden J. C.
Published: February 2007

A tipping bucket flowmeter designed for the measurement of inflows to roadside gully pots is described. It is braced within the pot above the liquor and the runoff is fed to it via a glass fibre funnel and a hose. Whilst it can be calibrated to only 0·71 s−1, it is very effective at low flows and has a number of advantages over the well known Institute of Hydrology Gully Meter. Its use at Redbourn, Hertfordshire for roads on highly permeable soils shows that for both rainfall and artificial irrigation the ‘losses’ are very large and highly variable even within a single housing estate road.
Modelling pipeflow contributions to stream runoff
Authors: Jones J. A. A.
Published: February 2007

Runoff from natural soil pipes has been shown to be a significant contributor to stream discharge in parts of upland Wales. Attempts have been made to model pipeflow contributions using both theoretical and empirical approaches, but little progress has yet been made towards producing generally applicable models of complete pipeflow systems.

The paper identifies some of the problems of devising general models with reference to data from the Maesnant Experimental Catchment. The data suggest that in‐pipe travel times are more important here than inferred elsewhere, and that neither simple hydraulic models nor kinematic wave theory can adequately explain the patterns of response. In particular, stormflow tends to begin first at the network outfall and even peak discharge often occurs at the outfalls before the headward zones.
Solute concentrations in the lower niger river and the source rock contribution
Authors: Martins O.
Published: February 2007

Water quality analyses for the Niger River for the 1980/81 hydrological year are presented. The samples were collected from the main river at Lokoja, and from two main tributaries, the Kaduna and the Benue Rivers.

Different water types were distinguished by the concentrations of major ions. The type Ca > Na > Mg > K ‐ HCO3 > SO4 > Cl was represented at all stations during at least part of the year. Chloride was found to dominate the sulphate ion in the Kaduna and Niger, while the Benue maintained a higher concentration of sulphate relative to chloride all year round.

Distinct patterns of seasonal variation in the ion concentrations were observed, particularly for the samples collected at Lokoja. Low ion concentrations were prominent during periods of high discharge, while low flow periods coincided with high dissolved ion concentrations.

The contribution of rainwater to the total dissolved solids in the river waters was assessed indirectly using rainwater chemistry data from the Gulf of Guinea. The estimated rainwater contribution to the Lower Niger amounts to 5.15 mg 1−1.

Geochemical weathering calculations involving reactions of the four major minerals of granitic rocks ‐ anorthite, biotite, albite, and K‐feldspar ‐ with carbon dioxide and water, can account for the average water composition of the Lower Niger. The proportion of the ionic components was also related to the occurrence of the respective element in the minerals.
Sources and sinks of nutrients in a New Zealand hill pasture catchment I. Stormflow generation
Authors: Cooke James G. , Dons Tony
Published: February 2007

The processes of stormflow generation were studied in a hill pasture catchment near Hamilton, New Zealand. Although rainfall was relatively evenly distributed throughout the year, stormflow was highly seasonal and over 65 per cent occurred during the winter. Three main processes contributing to stormflow were identified which could be related to soil type and physiographic position. On gleyed soils derived from rhyolitic colluvium, saturation overland flow was the dominant process. Hydrographs from ‘Whipkey’ throughflow troughs also indicated that there was a subsurface response (saturated wedge) from this soil type. On steeper convex slopes, more permeable soils were derived from weathered greywacke. The presence of ephemeral springs on the hillslopes and direct observation during storm events indicated that storm runoff was generated as return flow from this soil.

It was noted that nitrate concentrations from subsurface sources were 5–10 times higher than surface runoff. This difference in concentration was utilized in a chemical mixing equation which partitioned stormflow sources. This was compared with the stormflow predicted from rain falling on to saturated areas. There was good agreement between the two models for winter‐spring events with respect to the volumes of surface runoff predicted, however the saturated areas model underestimated total stormflow.

The results of the study are briefly discussed in terms of the potential for water quality management.
Sources and sinks of nutrients in a New Zealand hill pasture catchment III. Nitrogen
Authors: Cooke James G. , Cooper A. Bryce
Published: February 2007

A study was made of the nitrogen (N) inputs to, and exports from, a stream draining a pasture catchment near Hamilton, New Zealand, in order to plan measures for minimizing N losses to natural waters.

An estimated 7 kg N ha−1was exported from the catchment during 1981 of which 86 per cent was in reduced forms (Kjeldahl‐N, TKN) and the remainder as nitrate‐N (NO3‐N). Virtually all of the reduced N inputs came from saturated overland flow whereas NO3‐N inputs were dominantly subsurface derived. The TKN exported by individual storm events could be predicted (R2= 0.97) from peak flow and from the peak flow rate in the seven days preceding the storm. A TKN balance for eight events showed that except for large floods (return period approximately a year) the stream system was a net sink for TKN. During large floods, scouring of the organic rich seepage areas resulted in the stream system itself being a net source of TKN.

Microbial assays for nitrification and denitrification activity indicated that the main nitrate source was the well‐aerated greywacke and ash soils and that the permanently saturated seepage zones were a significant nitrate sink. An in‐stream nitrate addition experiment showed that up to 20mg N m−2h−1was removed from the stream. Simultaneous measurements ofin situdenitrification activity demonstrated that only about 1 per cent of this removal could be accounted for by denitrification. It was inferred that plant uptake was responsible for the remainder.

Retention of near‐stream seepage areas is suggested as a measure for minimizing NO3‐N export, whilst removal of stock from seasonally saturated areas during periods of saturatior should reduce soil loss and hence TKN inputs to the stream.
Finite element computation of shape factors for Kirkham's piezometer tube method for hydraulic conductivity of saturated soil
Authors: James McD. , Brown B. , Hodgson Martyn P.
Published: February 2007

The Kirkham piezometer tube method of measuring hydraulic conductivity of saturated soil uses a numerical constant (shape factor) to account for the relative geometrical parameters of the cavity and the soil domain. Published shape factors have mostly been determined using an electrical analogue. In this paper the application of the finite element method to shape factor determination is considered. Convergence is studied and methods of extrapolation evaluated. A determination is made of the size of finite region required to represent adequately the radially unbounded domain assumed for the piezometer method. Computed shape factors were found to be in good agreement with analogue data.
Groundwater recharge in arid regions: Review and critique of estimation methods
Authors: Gee Glendon W. , Hillel Daniel
Published: February 2007

Arid‐site recharge, while generally low, can be highly variable. Recharge under similar climate and soil conditions but with different plant cover and topography can vary from zero to more than the annual precipitation. Simple estimates of recharge based on fixed fractions of annual precipitation are misleading because they do not reflect the plant and soil factors controlling recharge. Detailed water balance models, successful for irrigated agriculture, fail to predict evapotranspiration accurately under conditions where plants suffer seasonal water stress and cover is sparse. Recharge, when estimated as a residual in water balance models, may be in error by as much as an order of magnitude. Similar errors can occur when soil water flow models are used with measured or estimated soil hydraulic conductivities and tension gradients. Lysimetry and tracer tests offer the best hope for evaluating recharge at arid sites, particularly in siting waste disposal facilities, where reliable recharge estimates are needed. Quantification of drainage using lysimetry over several years under a given set of soil, plant, and climate conditions for a specific site can provide a basis for calibrating models for recharge prediction. Tracer tests using such long‐lived tracers as 36Cl or perhaps stable isotopes (180, deuterium) can provide qualitative estimates of recent recharge at a given site.
Assessing the influence of environmental parameters on the hydrological cycle
Authors: Yan‐Nian Yu , Yiao‐Mei Zhu , Yi‐Chun Xie
Published: February 2007

Human activity is exerting an increasing influence on the hydrological cycle. In order to avoid adverse impacts and to establish optimum conditions for the water balance, it is necessary to understand the role of environmental parameters in influencing the hydrological cycle. Work is currently in progress in China to study the relationships between environmental parameters and the hydrological cycle to provide a basis for planning future development.
A weighing lysimeter in a regenerating eucalypt forest: Design, construction, and performance
Authors: Reyenga W. , Dunin F. X. , Bautovich B. C. , Rath C. R. , Hulse L. B.
Published: February 2007

A 36 tonne monolithic weighing lysimeter (3.7 m diameter and 1.5 m deep) was installed in Kioloa State Forest near Batemans Bay, New South Wales, Australia, to provide a continuous record of water use from a regenerating natural eucaplyt community, five years old at installation. The resolution is equivalent to 0.05 mm of evaporation and provides hourly information for diurnal variation of forest evaporation. The sensitivity of 14 ppm compares favourably with those reported for other lysimeters, similar in magnitude, in the U.S.A.

Design criteria for selecting, isolating and suspending a sample community ‘in situ’ with an electro‐mechanical balance are outlined. Procedures adopted during installation are described with emphasis placed on precautions taken to minimize disturbance and to avert possible changes in character of the isolated natural community. Lysimeter performance was assessed both in terms of its accuracy and its operation as a remote facility with infrequent attention.
Interception loss from eucalypt forest: Lysimeter determination of hourly rates for long term evaluation
Authors: Dunin F. X. , O'Loughlin E. M. , Reyenga W.
Published: February 2007

Analyses of the response by a weighing lysimeter in Kioloa State Forest during and after rainfall provided values of interception loss rate. The derived rates for time scales between 0.1 and 1.0mm h−1 were generally similar throughout storm events to losses determined from throughfall and stemflow observations. During post‐rainfall periods of canopy drying, enhanced rates of lysimeter evaporation were consistent with micrometeorological determinations of the partitioning of available radiant energy, based on atmospheric gradients of humidity and temperature.

Interception losses from the eucalypt forest, deduced from the lysimeter response, varied between 10 and 15 per cent of gross rainfall in three consecutive 12 month periods whereas the corresponding rainfall ranged between 590 and 1530 mm yr−1. Daytime losses accounted for about two‐thirds of total interception loss with a similar fraction occurring during rain periods.

Storage capacity of the evergreen forest canopy was inferred to be 0.35 mm. Hourly loss rates during rainfall ranged up to 0.8 mm h−1 but with decreasing mean values and variability with increasing time scale resulting in a monthly mean value computed for the total number of hours of rain of approximately 0.1 mm h−1. A preliminary analysis of loss rate in terms of storm windspeed and rainfall intensity explained about half of its variation in statistically derived relationships. Improved time resolution of the order of seconds was considered a prerequisite to the physical understanding of turbulent transport from saturated canopies.

The small value of interception storage capacity was considered in relation to that for pine forest as a basis for explaining observed differences in interception behaviour between eucalypt forest and coniferous plantations in the same area. Large differences in interception losses between the Kioloa site and evergreen forest in the South Island of New Zealand and also eucalypt forest in Western Australia were attributed to dissimilar meteorological conditions at the various sites.