This paper examines trends and persistence in the Greenland ice sheet mass by applying fractional integration methods to a dataset constructed by Mankoff et al. (2020) on ice discharge for seven different regions of Greenland. The adopted empirical framework encompasses a wide range of...

This paper analyses US sea level data using long memory and fractional integration methods. All series appear to exhibit orders of integration in the range (0, 1), which implies long-range dependence; further, significant positive time trends are found in the case of 29 stations located on the...

This paper analyses US sea level data using long memory and fractional integration methods. All series appear to exhibit orders of integration in the range (0, 1), which implies long-range dependence; further, significant positive time trends are found in the case of 29 stations located on the...

This paper examines trends and persistence in the Greenland ice sheet mass by applying fractional integration methods to a dataset constructed by Mankoff et al. (2020) on ice discharge for seven different regions of Greenland. The adopted empirical framework encompasses a wide range of...

This paper analyses US sea level data using long memory and fractional integration methods. All series appear to exhibit orders of integration in the range (0, 1), which  implies long-range dependence; further, significant positive time trends are found in the case of 29 stations located on the...

This paper examines trends and persistence in the Greenland ice sheet mass by applying fractional integration methods to a dataset constructed by Mankoff et al. (2020) on ice discharge for seven different regions of Greenland. The adopted empirical framework encompasses a wide range of...

This paper uses fractional integration methods to obtain new evidence on polar amplification. The adopted modelling framework is very general since it allows the differencing parameter to take any real value, including fractional ones, and provides useful information on both the short and the...

This paper uses fractional integration methods to obtain new evidence on polar amplification. The adopted modelling framework is very general since it allows the differencing parameter to take any real value, including fractional ones, and provides useful information on both the short and the...

This paper examines the impact of transition and physical climate risk on stock markets using, for the first time in this context, the annual CCPI index calculated by Germanwatch as well as its components (in addition to a wide range of other indices) for 48 countries from 2007 to 2023....

This paper examines the relationship between the logarithms of CO2 emissions and real GDP in China by applying fractional integration and cointegration methods. The univariate results indicate that the two series are highly persistent, their orders of integration being around 2, whilst the...