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dc.contributor.authorHuang, Xuen
dc.contributor.authorMacaira, Paulaen
dc.contributor.authorHassani, Hosseinen
dc.contributor.authorCyrino Oliveira, Fernando Luizen
dc.contributor.authorDhesi, Gurjeeten
dc.date.accessioned2018-11-08T13:55:43Z
dc.date.available2018-11-08T13:55:43Z
dc.date.issued2018-10-30
dc.identifier.citationHuang, X., Macaira, P. M., Hassani, H., Cyrino Oliveira, F. L. and Dhesi, G. (2018) Hydrological natural inflow and climate variables: Time and frequency causality analysis. Physica A: Statistical Mechanics and its Applications, 516, pp.480-495.en
dc.identifier.issn0378-4371
dc.identifier.urihttp://hdl.handle.net/2086/17125
dc.descriptionThe file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.en
dc.description.abstractNumbers 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.en
dc.language.isoenen
dc.publisherElsevier.en
dc.subjectClimate variablesen
dc.subjectHydrological natural inflowen
dc.subjectCausality detectionen
dc.subjectSingle spectrum analysisen
dc.subjectConvergent cross mappingen
dc.subjectElectricity productionen
dc.titleHydrological natural inflow and climate variables: Time and frequency causality analysisen
dc.typeArticleen
dc.identifier.doihttps://doi.org/10.1016/j.physa.2018.09.079
dc.researchgroupInstitute for Applied Economics and Social Valueen
dc.peerreviewedYesen
dc.funderN/Aen
dc.projectidN/Aen
dc.cclicenceCC-BY-NC-NDen
dc.date.acceptance2018-10-30en
dc.researchinstituteInstitute for Applied Economics and Social Value (IAESV)en


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