			Home About us Contact

Structural Event (structural + event)

Distribution by Scientific Domains

Earth and Environmental Science	50%

Selected Abstracts

Return and Volatility Dynamics in the Spot and Futures Markets in Australia: An Intervention Analysis in a Bivariate EGARCH-X Framework

THE JOURNAL OF FUTURES MARKETS, Issue 9 2001
Ramaprasad Bhar
This article provides evidence of linkages between the equity market and the index futures market in Australia, where the futures market has experienced a major structural event due to the futures contract respecification. A bivariate Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH) model is developed that includes a cointegrating residual as an explanatory variable for both the conditional mean and the conditional variance. The conditional mean returns from both markets are influenced by the long-run equilibrium relationship, and these markets are informationally linked through the second moments. The crossmarket spillovers exhibit asymmetric behavior in that the volatility responses to past standardized innovations are different for market advances and market retreats. An intervention analysis shows that some of the parameters describing the return-generating process have shifted after the contract respecification by the futures exchange. © 2001 John Wiley & Sons, Inc. Jrl Fut Mark 21:833,850, 2001 [source]

On the interaction of ongoing cognitive activity and the nature of an event-based intention

APPLIED COGNITIVE PSYCHOLOGY, Issue 7 2000
Richard L. Marsh
Three experiments were conducted to explore the interaction between the nature of an event-based prospective intention and the ongoing activity in which it was embedded. Following the basic predictions of E. A. Maylor's (1996, 1998) task appropriate processing framework, we orthogonally crossed semantic and structural ongoing activities with intentions to respond to semantic and structural event-based cues. In Experiments 1 and 2, we found a cross-over interaction in which the match of the ongoing task and the nature of the intention resulted in better event-based performance than a mismatch between the two. Experiment 3 attempted to define boundary conditions for these effects by demonstrating that the task appropriate processing effect will not occur when event-based cues are particularly salient. The implications of the results and suggestions for further investigations are discussed. Copyright © 2000 John Wiley & Sons, Ltd. [source]

EVALUATION OF THE CONTROLS ON FRACTURING IN RESERVOIR ROCKS

JOURNAL OF PETROLEUM GEOLOGY, Issue 4 2005
D.C.P. Peacock
The style, geometry and distribution of fractures within reservoir rocks can be controlled by numerous factors, including: rock characteristics and diagenesis (lithology, sedimentary structures, bed thickness, mechanical stratigraphy, the mechanics of bedding planes); structural geology (tectonic setting, palaeostresses, subsidence and uplift history, proximity to faults, position in a fold, timing of structural events, mineralisation, the angle between bedding and fractures); and present-day factors, such as orientations of in situ stresses, fluid pressure, perturbation of in situ stresses and depth. The relative timing of events plays a crucial role in determining the geometry and distribution of fractures. For example, open fractures are commonly clustered around faults if the open fractures and faults formed at the same time, but clustering does not tend to occur if the open fractures pre-date or post-date the faults. Understanding these factors requires traditional geological skills, including the analysis of one-dimensional (line-sampling) data from core, borehole images and exposed analogues. This paper reviews the factors that control fractures within reservoir rocks and discusses methods to assess those controls. Examples are presented from Mesozoic limestones in southern England. It is shown that traditional geological skills are of vital importance in determining the rock characteristics, structural and present-day factors that control fractures. [source]

40Ar/39Ar Dating of Deformation Events and Reconstruction of Exhumation of Ultrahigh-Pressure Metamorphic Rocks in Donghai, East China

ACTA GEOLOGICA SINICA (ENGLISH EDITION), Issue 2 2003
LI Jinyi
Abstract Recent investigations reveal that the ultrahigh-pressure metamorphic (UHPM) rocks in the Donghai region of East China underwent ductile and transitional ductile-brittle structural events during their exhumation. The earlier ductile deformation took place under the condition of amphibolite facies and the later transitional ductile-brittle deformation under the condition of greenschist facies. The hanging walls moved southeastward during both of these two events. The 40Ar/39Ar dating of muscovites from muscovite-plagioclase schists in the Haizhou phosphorous mine, which are structurally overlain by UHPM rocks, yields a plateau age of 218.0±2.9 Ma and isochron age of 219.8Ma, indicating that the earlier event of the ampibolite-facies deformation probably took place about 220 Ma ago. The 40Ar/39Ar dating of oriented amphiboles parallel to the movement direction of the hanging wall on a decollement plane yields a plateau age of 213.1 ± 0.3 Ma and isochron age of 213.4±4.1 Ma, probably representing the age of the later event. The dating of pegmatitic biotites and K-feldspars near the decollement plane from the eastern Fangshan area yield plateau ages of 203.4±0.3 Ma, 203.6±0.4 Ma and 204.8±2.2 Ma, and isochron ages of 204.0±2.0 Ma, 200.6±3.1 Ma and 204.0±5.0 Ma, respectively, implying that the rocks in the studied area had not been cooled down to closing temperature of the dated biotites and K-feldspars until the beginning of the Jurassic (about 204 Ma). The integration of these data with previous chronological ages on the ultrahigh-pressure metamorphism lead to a new inference on the exhumation of the UHPM rocks. The UHPM rocks in the area were exhumed at the rate of 3,4 km/Ma from the mantle (about 80,100 km below the earth's surface at about 240 Ma) to the lower crust (at the depth of about 20-30km at 220 Ma), and at the rate of 1,2 km/Ma to the middle crust (at the depth of about 15 km at 213 Ma), and then at the rate of less than 1 km/Ma to the upper crust about 10 km deep at about 204 Ma. [source]