Particulate matter 10 (PM10): persistence and trends in eight European capitals

Caporale, Guglielmo Maria; Gil-Alana, Luís A.; Carmona-González, Nieves

doi:10.1007/s11869-021-01002-0

Cited by 10 publications

(7 citation statements)

References 38 publications

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“…Analysing the bibliography on this methodology, we find that it has been used in many areas of knowledge, for example in the economic-financial field (Gil-Alana and Moreno 2012; Abritti et al 2017;Kalemkerian and Sosa 2020;Murialdo et al 2020;Qiu et al 2020); in the tourism sector (Al-Shboul and Anwar 2017; Pérez-Rodríguez and Santana-Gallego 2020), as well as in climatology and environmental sciences (Gil-Alana 2005, 2008Vyushin and Kushner 2009;Franzke 2012;Ludescher et al 2016;Barros et al 2016;Tiwari et al 2016;Bunde 2017;Yuan et al 2019;Gil-Alana and Solarin 2018;Gil-Alana and Trani 2019;Bruneau et al 2020;Gil-Alana et al 2020a, b;Xayasouk et al 2020;Yaya et al 2020). In this latter area, the most recent writing using fractional integration is that of Caporale et al (2021). In the study, the authors investigate the statistical properties of daily PM 10 in eight European capitals (Amsterdam, Berlin, Brussels, Helsinki, London, Luxembourg, Madrid, and Paris) during the period 2014-2020.…”

Section: A Review Of the Literaturementioning

confidence: 88%

Time trends and persistence in PM2.5 in 20 megacities: evidence for the time period 2018–2020

Bermejo¹,

Gil-Alana

Rio³

2022

Environ Sci Pollut Res

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The degree of persistence in daily data for PM2.5 in 20 relevant megacities such as Bangkok, Beijing, Mumbai, Calcutta, Canton, Dhaka, Delhi, Jakarta, London, Los Angeles, Mexico City, Moscow, New York, Osaka. Paris, Sao Paulo, Seoul, Shanghai, Tientsin, and Tokyo is examined in this work. The analysis developed is based on fractional integration techniques. Specifically, the differentiation parameter is used to measure the degree of persistence in the series under study, which collects data on daily measurements carried out from January 1, 2018, to December 31, 2020. The results obtained show that the estimated values for the differentiation parameter are restricted to the interval (0, 1) in all cases, which allows us to conclude that there is a mean reverting pattern and, therefore, transitory effects of shocks.

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Section: A Review Of the Literaturementioning

confidence: 88%

Time trends and persistence in PM2.5 in 20 megacities: evidence for the time period 2018–2020

Bermejo¹,

Gil-Alana

Rio³

2022

Environ Sci Pollut Res

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“…Other studies also analyse the effect of a single or multiple break in temperature anomaly data (Hare and Mantua, 2000;Alley et al, 2003). Climate studies have also focused on the analysis of time series of precipitation (Jiang and Zhao, 2017), relative humidity (Chen et al, 2007), pollution effects and the effects of climate change (Caporale et al, 2021).…”

Section: A Review Of the Literaturementioning

confidence: 99%

Temperature Anomalies in the Northern and Southern Hemispheres. Evidence of Persistence and Trends

Gil-Alana,

Carmona-González

2023

Preprint

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Northern and southern hemisphere temperature anomalies along with the difference between the two have been examined in this paper in order to estimate the time trend coefficients and the degrees of persistence in the data. Looking at the overall sample period (from 1880m1 to 2021m10) the results indicate higher degrees of persistence and more accentuated trends in the case of the northern hemisphere temperatures. We also observe some degree of persistence and a positive trend for the differenced series. Finally, observing the evolution of these two characteristics over the last 50 years, we notice that in the northern temperatures, both the degree of persistence and the time trend have increased across time but these increases are not observed in the case of the southern temperatures. JEL Code: C22; Q53; Q54

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“…Recent studies using fractional integration in atmospheric pollution include among others the papers by Gil-Alana et al. (2020) and Caporale et al. (2021) .…”

Section: Literature Reviewmentioning

confidence: 99%

Atmospheric pollution in the ten most populated US cities. Evidence of persistence

Bermejo¹,

Gil-Alana

Rio³

2021

Heliyon

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The degree of persistence in daily PM 25 and O 3 in the ten most populated US cities, namely New York, Los Angeles, Chicago, Houston, Phoenix, Philadelphia, San Antonio, San Diego, Dallas and San Jose is examined in this work. We employ a methodology based on fractional integration, using the order of integration as a measure of the degree of persistence. Using data for the time period from January 1, 2019 to December 31, 2020, our results indicate that fractional integration and long memory features are both present in all the examined cases, with the integration order of the series being constrained in the (0, 1) interval. Based on this, the estimation of the coefficients for the time trend produces results which are substantially different from those obtained under the I (0) assumption.

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Particulate matter 10 (PM10): persistence and trends in eight European capitals

Cited by 10 publications

References 38 publications

Time trends and persistence in PM2.5 in 20 megacities: evidence for the time period 2018–2020

Time trends and persistence in PM2.5 in 20 megacities: evidence for the time period 2018–2020

Temperature Anomalies in the Northern and Southern Hemispheres. Evidence of Persistence and Trends

Atmospheric pollution in the ten most populated US cities. Evidence of persistence

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