Hydrological natural inflow and climate variables: Time and frequency causality analysis
Paula Medina Maçaira,
Fernando Luiz Cyrino Oliveira and
Physica A: Statistical Mechanics and its Applications, 2019, vol. 516, issue C, 480-495
Numbers of studies have proved the significant influence of climate variables on hydrological series. Considering the pivotal role of the hydroelectric power plants play in the electricity production in Brazil this paper considers the natural hydrological inflow data from 15 major basins and 8 climate variables containing 7 El Niño Southern Oscillation proxies and the sunspot numbers. The causal relationships between hydrological natural inflows and climate variables are investigated by adopting and comparing 5 different causality detection methods (Granger Causality test, Frequency Domain Causality test, Convergent Cross Mapping Causality test, Single Spectrum Analysis (SSA) Causality test and Periodic Autoregressive Model Causality test) that cover both well established and novel empirical approaches. Both time domain and frequency domain causality tests gain valid evidences of unidirectional causality for a group of series; CCM achieved unidirectional causality for 18% of pairs and overwhelmingly indicated the opposite direction of causality; a mixture of results are concluded by SSA causality test; PAR based causality test obtained six unidirectional causality, but only one is really significant.
Keywords: Hydrological natural inflow; Climate variables; Causality detection; Granger causality; Frequency domain causality; Convergent cross mapping; Single spectrum analysis; Periodic autoregressive model (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:516:y:2019:i:c:p:480-495
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