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Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data

Research output: Contribution to journalArticleResearchpeer review

Authors

  • Tomas del Barrio Castro
  • Alvaro Escribano
  • Philipp Sibbertsen

Research Organisations

External Research Organisations

  • University of the Balearic Islands
  • Universidad Carlos III de Madrid

Details

Original languageEnglish
Article number108520
Number of pages17
JournalEnergy economics
Volume147
Early online date11 May 2025
Publication statusPublished - Jun 2025

Abstract

This paper identifies and estimates the relevant cycles in paleoclimate data of earth temperature, ice volume and CO2. Cyclical cointegration analysis is used to connect these cycles to the earth eccentricity and obliquity and to see that the earth surface temperature and ice volume are closely connected. These findings are used to build a forecasting model including the cyclical component as well as the relevant earth and climate variables which outperforms models ignoring the cyclical behavior of the data. Especially the turning points can be predicted accurately using the proposed approach. Out of sample forecasts for the turning points of earth temperature, ice volume and CO2 are derived.

Keywords

    Cyclical fractional cointegration, Forecasting climate data, Paleoclimate cycles

ASJC Scopus subject areas

Cite this

Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data. / Castro, Tomas del Barrio; Escribano, Alvaro; Sibbertsen, Philipp.
In: Energy economics, Vol. 147, 108520, 06.2025.

Research output: Contribution to journalArticleResearchpeer review

Castro TDB, Escribano A, Sibbertsen P. Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data. Energy economics. 2025 Jun;147:108520. Epub 2025 May 11. doi: 10.1016/j.eneco.2025.108520
Castro, Tomas del Barrio ; Escribano, Alvaro ; Sibbertsen, Philipp. / Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data. In: Energy economics. 2025 ; Vol. 147.
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