Kontotasiou, Vasiliki

2016-02-25T01:00:14Z

https://repository.ihu.edu.gr//xmlui/handle/11544/12448

Anthropogenic Emissions of Greenhouse Gases and Natural Causes of Climate Change

Greenhouse gases.

Greenhouse gases--Environmental aspects

Climatic changes--Environmental aspects

free

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ABSTRACT....................................................................................................................................................................................III ACKNOWLEDGEMENTS...................................................................................................................................................... IV LIST OF TABLES....................................................................................................................................................................... VI LIST OF FIGURES................................................................................................................................................................... VII 1. INTRODUCTION................................................................................................................................................................ 1 2. LITERATURE REVIEW....................................................................................................................................................3 2.1. DETECTION AND ATTRIBUTION METHODS.............................................................................................................4 2.1.1. Non – Optimal Approach ................................................................................................................................. 4 2.1.2. Optimal Approach ............................................................................................................................................. 5 2.1.2.1. Optimal Filtering Approach ............................................................................................................................ 5 2.1.2.2. Optimal Fingerprint Approach........................................................................................................................ 5 2.1.2.3. Multiple Linear Regression Analysis............................................................................................................... 9 2.1.2.4. Multivariate Linear Regression Analysis ....................................................................................................... 12 2.1.3. Cointegration Analysis .................................................................................................................................... 14 2.1.3.1. Ordinary Least Squares (OLS) approach. ..................................................................................................... 14 2.1.3.2. Johansen approach. ....................................................................................................................................... 18 2.1.3.3. Polynomial Cointegration ............................................................................................................................. 23 2.2. LITERATURE REVIEW CONCLUSIONS ......................................................................................................................25 2.3. LITERATURE REVIEW SUMMARY ...............................................................................................................................29 3. METHODOLOGICAL FRAMEWORK ......................................................................................................................32 3.1. STATIONARITY TESTS....................................................................................................................................................32 3.1.1. Dickey – Fuller Unit Root Test...................................................................................................................... 33 3.1.2. Augmented Dickey – Fuller Unit Root Test ................................................................................................ 34 3.1.3. ADF – GLS Unit Root Test ............................................................................................................................ 35 3.1.4. Phillips – Perron Unit Root Test ................................................................................................................... 35 3.1.5. KPSS Stationarity Test .................................................................................................................................... 36 3.2. COINTEGRATION ANALYSIS ........................................................................................................................................37 3.2.1. Engle and Granger Cointegration Test ........................................................................................................ 37 3.2.2. Johansen Cointegration Test.......................................................................................................................... 38 3.3. CAUSALITY TESTS ...........................................................................................................................................................41 3.3.1. Granger Causality Test.................................................................................................................................... 41 3.3.2. Toda Yamamoto Causality Test .................................................................................................................... 42 4. DATA SOURCES.................................................................................................................................................................44 4.1. TEMPERATURE ................................................................................................................................................................44 4.1.1. HADCRUT4 ..................................................................................................................................................... 44 4.1.2. GISSv3 ............................................................................................................................................................... 44 4.1.3. Ocean Heat Content........................................................................................................................................ 45 4.2. RADIATIVE FORCING.....................................................................................................................................................45 4.2.1. Carbon Dioxide, Methane, Nitrous Oxide and CFCs ................................................................................ 45 4.2.2. Volcanic Sulfate Aerosols................................................................................................................................ 46 4.2.3. Anthropogenic Sulfur Emissions................................................................................................................... 47 vi 4.2.4. Solar Irradiance, Black and Organic Carbon ............................................................................................... 48 5. EMPIRICAL APPLICATION.........................................................................................................................................49 5.1. STATIONARITY TEST RESULTS ...................................................................................................................................51 5.2. COINTEGRATION ANALYSIS ........................................................................................................................................52 5.2.1. Engle – Granger Cointegration Test Results............................................................................................... 52 5.2.2. Johansen Cointegration Test Results............................................................................................................ 54 5.3. CAUSALITY TEST RESULTS...........................................................................................................................................55 5.3.1. Granger Causality Test Results...................................................................................................................... 55 5.3.3. Rolling Window Results.................................................................................................................................. 64 6. DISCUSSION........................................................................................................................................................................70 7. CONCLUSIONS..................................................................................................................................................................76 REFERENCES .............................................................................................................................................................................78 APPENDICES...............................................................................................................................................................................88 A. TEMPERATURE TIME SERIES DATA CONSTRUCTION AND THE RELATED UNCERTAINTIES .............................88 B. COMPLETELY DISAGGREGATED MODEL CAUSALITY INVESTIGATION ...............................................................89 C. WHAT CHANGES IF THERE IS COINTEGRATION IN MODEL III AND SCENARIO 4 OF MODEL II?........................94 D. ADDITIONAL FIGURES .................................................................................................................................................95 vii List of Tables Table 1 Literature Review Summary Table ......................................................................................................................... 29 Table 2 Stationarity Test Results............................................................................................................................................ 50 Table 3 Order of Integration of each variable as indicated by the majority of the stationarity tests ............... 51 Table 4 Engle and Granger Cointegration Test Results................................................................................................. 52 Table 5 Johansen Cointegration Test Results .................................................................................................................... 53 Table 6 Johansen Cointegration Test Optimal Lag Lengths......................................................................................... 54 Table 7 Granger Causality Test Lag Lengths ..................................................................................................................... 55 Table 8 Granger Causality Test Results (HADCRUT4)................................................................................................. 56 Table 9 Granger Causality Test Results (GISSv3)............................................................................................................ 57 Table 10 Toda Yamamoto Causality Test VAR Lag Lengths ....................................................................................... 60 Table 11 Toda Yamamoto Causality Test Results (HADCRUT4) .............................................................................. 61 Table 12 Toda Yamamoto Causality Test Results (GISSv3)......................................................................................... 62 Table 13 Toda Yamamoto Causality VAR Lag Lengths (Rolling)............................................................................... 64 Table 14 Order of Integration of GHGs as indicated by the majority of the stationarity tests ......................... 83 Table 15 Granger Causality Test Results of Model III with Disaggregated GHGs (VAR) ................................ 84 Table 16 Granger Causality Test Optimal Lag Lengths (VECM)................................................................................ 85 Table 17 Granger Causality Test Results of Model III with Disaggregated GHGs (VECM) ............................ 85 Table 18 Toda Yamamoto Causality Test Results of Model III with Disaggregated GHGs.............................. 86 Table 19 Granger Causality Test Results – VECM.................................................................................................88 List of Figures Figure 1 HADCRUT4, GISSv3 and Ocean Heat Content....................................................................................44 Figure 2 Radiative Forcings of CO2, CH4, N2O, CFC11 and CFC12..................................................................45 Figure 3 Radiative Forcing of Volcanic Sulfate Aerosols ......................................................................................45 Figure 4 Radiative Forcing of Anthropogenic Sulfur Emissions .........................................................................46 Figure 5 Radiative Forcing of Solar Irradiance .......................................................................................................46 Figure 6 Radiative Forcing of Black and Organic Carbon ....................................................................................46 Figure 7 Radiative Forcing of Greenhouse Gases ..................................................................................................47 Figure 8 ........................................................................................................................................................................48 Figure 9 Toda Yamamoto Results (Rolling) ............................................................................................................63 Figure 10 Toda Yamamoto Results (Rolling) ..........................................................................................................64 Figure 11 Toda Yamamoto Results (Rolling)...........................................................................................................65 Figure 12 Toda Yamamoto Results (Rolling) ..........................................................................................................66 Figure 13 Toda Yamamoto Results (Rolling)...........................................................................................................87 Figure 14 Toda Yamamoto Results (Rolling) .........................................................................................................88

Martinopoulos, Georgios

IHU