|
|
Modelling of exoplanetary atmospheric circulation
Novák, Jiří ; Brechler, Josef (advisor) ; Halenka, Tomáš (referee)
In this thesis we study the properties of exoplanetary atmospheres. The first part describes methods for searching exoplanets, statistics of discovered exoplanets and the sampling factors. The second part describes the properties of chosen planets and moons in the Solar system (Venus, Mars and Titan) and also possible properties of the exoplanetary atmospheres that are only briefly understood. The third part describes the atmospheric models which incorporate a full 3D model of the atmosphere, and a shallow- water model. We also show the results of exoplanetary atmospheric models published in the scientific journals. This part also describes the icosahedral geodetic grid that is advantageous for the global climatic models, and also discretisation on sphere and the application of the operators (gradient, divergence, vorticity) on geodetic grid. The last part is about creating program for global shallow water model in divergence-vorticity variables with forcing system with using icosahedral geodetic grid - we describe technical properties connected with model creating, parameters which the model uses during time integration, geographic system for results display and we show results for various kinds of extrasolar planets and planets in the Solar system. We used several numerical tests for testing model...
|
|
|
Boundary conditions for stratified flows
Řezníček, Hynek ; Beneš, Luděk (advisor) ; Brechler, Josef (referee)
In this thesis is presented mathematical model of stratified 2D flow of viscous incopressible fluid and its program realization. Basic equations of fluid flow in Boussinesq approximation were solved by finite volume method on structured nonortogonal grid. Discretization was done by the principle of semi-discretisation. The space derivative was solved by AUSM me- thod with MUSCL velocity reconstruction. The viscid terms were solved through auxiliary grids. During time discretization artificial compressibility method was used in dual time. The resulting system of ODEs is integrated in time by a suitable Runge-Kutta multistage scheme. Numerical experiments were calculated for flow with Reynolds number equals 1000. Further 3 numerical experiments are presented with different boundary conditions. 1
|
|
|
Financial Stability Transparency and Interest Rates
Pařízek, Petr ; Horváth, Roman (advisor) ; Brechler, Josef (referee)
Financial Stability Transparency and Interest Rates Petr Pařízek Abstract This paper examines the relationship between financial stability transparency and nominal interest rates on a panel data with more than 50 countries in years 2000 to 2010, controlling for macroeconomic conditions. We investi- gate the same relationship using monetary policy transparency, we compare the results and based on the existing literature we check for non-linear ef- fects of transparency. Moreover, we examine how this relationship changes in financially good and bad times in terms of financial stress. We find nega- tive relationship between both financial stability and monetary policy trans- parency and short-term interest rates. Especially in the case of monetary policy transparency our results suggest non-linear relationship and the exis- tence of an intermediate optimal level of transparency. For financially good and bad times our findings are miscellaneous, some in accordance and some in contradiction with the literature. Generally, our results suggest that the effect of financial stability transparency on short-term interest rates is weaker than the effect of monetary policy transparency. For the long-term interest rates, we find no evidence of the effect of financial stability nor monetary policy transparency. Examining the data in...
|
|
|
Terrorism and market risk assessment
Lacroix, Jean ; Patáková, Magdalena (advisor) ; Brechler, Josef (referee)
Charles University in Prague Faculty of Social Sciences Institute of Economic Studies Bibliographic Record of a an Academic Thesis Title in the language of the thesis (as recorded in SIS) Terrorism and market risk assessment Subtitle Translation of the title into English/Czech (as recorded in SIS) Terrorism and market risk assessment Type of the Thesis Master's thesis Author: Bc. Jean Lacroix Year 2015 Advisor of the thesis Mgr Magdalena Patakova Number of pages 77 Awards Specialization Economics (CFS) Abstract in Czech Abstract in English Terrorist attacks are one of the best examples of fast evolving institutional framework. In that context investors are impacted by a lot of pieces of information in a limited period of time. This disturbs the trading behavior and consequently the distribution of returns on the period following the attack (the information was not predicted and directly affects the investment choices). The present thesis focuses on the risk aspect of such disturbances. If terrorist attacks reshape the distribution of returns, it may modify the risk measures (multivariate and univariate). The particularity of the change in distribution implies that the observed translation into financial measures of risk will not be equal among all indicators. First a distinction exists between univariate...
|
|
|
Inter-sector credit exposure: Contingent claims analysis in the Czech Republic
Brechler, Josef ; Hlaváček, Michal (advisor) ; Janda, Karel (referee)
Linkages between economic agents in form of financial assets might contribute to transmission of shocks between different parts of the economy. Aim of this thesis is to enrich the ongoing discussion about the spread of contagion through the economy. We provide an analysis of financial interlinkages in the Czech economy and using the contingent claims analysis (CCA) model we attempt to quantify risks in the system that that are implied by the existence of these linkages. We use different techniques within the framework of the model to obtain various indicators that can be used to assess stability of the system. Using simulations we find that size of losses due to riskiness of debt depends strongly on the origin of a shock and it is higher for shocks originating in the household sector than for shocks originating in the sector of the non-financial corporations. We also find that size of a decrease in capital of the banking sector needed to cause a distress in the system as relatively high and stable in time. JEL Classification E01, E44, G01, G12, G20 Keywords Balance sheet contagion, financial accounts, network models, contingent claims analysis, systemic risk Author's e-mail josef.brechler@gmail.com Supervisor's e-mail michal.hlavacek@cnb.cz
|
|
|
Modelling of exoplanetary atmospheric circulation
Novák, Jiří ; Brechler, Josef (advisor) ; Raidl, Aleš (referee)
In this thesis we study the properties of exoplanetary atmospheres. The first part describes methods and instruments for searching exoplanets, statistics of discovered exoplanets and the sampling factor. The second part describes the properties of chosen planets and moons in the Solar system (Venus, Mars and Titan) and also possible properties of the exoplanetary atmospheres that are only briefly understood. The third part describes the atmospheric models which incorporate full 3D model of the atmosphere, dynamical core, shallow-water model and 1D spherically-symmetric model. We also show the results of exoplanetary atmospheric models published in the scientific journals. This part also describes the icosahedral geodetic grid that is advantageous for the global climatic models, and also discretisation on sphere and the application of the operators (gradient, divergence, vorticity) on geodetic grid. The fourth part discusses results of the numerical solution of the atmospheric circulation with the forcing on geodetic grid. In this part we also show global maps of the variables after a particular time of the numerical integration and also the evolution of the variables at chosen points in time. In the discussion part we examine the results of our program. The results of the numerical integrations (chosen...
|
|
|
Flow and diffusion characteristics inside the urban area
Chaloupecká, Hana ; Jaňour, Zbyněk (advisor) ; Brechler, Josef (referee)
Title: Flow and diffusion characteristics inside the urban area Author: Hana Chaloupecká Department: Department of meteorology and enviroment protection Supervisor: prof. RNDr. Zbyněk Jaňour, DrSc., IT AS CR, v. v. i. Supervisor's e - mail: janour@it.cas.cz Abstract: Uniqueness of different towns, consists of various shapes of buildings. The main topic of this work is to compare concentration diffusion within groups of buildings of various types. We pursued houses made of single blocks of two different lengths - they were placed parallel or in courtyards. For research of pollution diffusion within the housing estates a method of physical modelling has been used. For this purpose we summarized a theory of atmospheric boundary layer and physical modelling at first. Then we pursued experiments. Measuring took place in a model in scale 1 : 300 inside an aerodynamic wind tunnel of the Institute of Thermomechanics AS in Nový Knín. We checked out the requirements placed on similarity of the real boundary layer and boundary layer modelled in the tunnel. By the measuring of concentration in urban areas we weren't watching a plume from the pollution source but we were studying an inversion task. We measured concentrations in two fixed points from different point sources inside the defined areas. A sensitivity of...
|
|
|
Immersed boundary methods in air-flow models
Benešová, Stanislava ; Brechler, Josef (advisor) ; Hron, Jaroslav (referee)
This work focuses on the immersed boundary methods and their aplications to modeling flow in urban areas. In the first part Navier-Stokes equations are derived. In the second part we describe the main priciples of the immersed boundary methods. Two main groups of methods are introduced accompanied by examples. Based on the properties of these methods one method is selected which is suitable to describe the geometry in the modeling of airflow in urban areas. The method MIB from the article Mark et al. (2008) is chosen. This method is compared with the method introduced in the article Kim et al. (2001). Both methods are described in detail and compared according to several criteria in the third chapter. Such a criterion is the accuracy of the continuity equation. Simulations of a several test problems were carried out for the purpose of comparison of the chosen methods. Flow around a circular cylinder and a square cylinder for Reynolds numbers of 10 and 30 is solved. The divergence value of~the~velocity field in the modeled area was observed during the calculation of both methods. The results yields that MIB method solves the continuity equation more accurate.
|
|
|
Political legislation cycle in the Czech Republic
Brechler, Josef ; Geršl, Adam (advisor) ; Rychetník, Luděk (referee)
There is a wide range of theories that try to explain interactions between politics end economy that are referred as political cycles. Majority of these theories aims at analysis of changes in economic outcomes that are related to elections or other phenomena in the political reality. To induce at least some of these changes it is necessary to alter a country's legislation which leads to emergence of political legislation cycles - changes in legislation activity over time in an electoral term. The aim of this work is to study political legislation cycle in the legislative system of the Czech Republic. Obtained results suggest that elections timing has certain impact on legislation activity. As electoral term matures and upcoming elections are getting closer an increase is observed in the legislation activity.
|
|
| |
guest ::
RSS feed.