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標題: 全球溫度波動之實證分析
Modeling Volatility of Global Temperature
作者: 吳招蓉
Wu, Chao-Jung
關鍵字: Volatility Model
出版社: 應用經濟學系所
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摘要: 影響人類健康的氣候因素之一為溫度,在眾多文獻中皆被研究。高溫與低溫對人類具有較高的死亡風險,然而,溫度的變化更應該值得注意。氣溫變化過大,會造成血管收縮或擴張。許多研究皆指出老人、心血管疾病及呼吸系統疾病的患者在溫度變化大的環境下具有較高的死亡率、發病率及急診率。糧食作物的產量亦受溫度影響,日溫差變化會影響作物的生長,每個地區的每種作物受到溫度變化的反應皆不相同。 本研究為了評估全球的溫度波動分析,將全球分為六大洲,歐洲、美洲、西太平洋地區、亞洲、大洋洲及南極洲,每洲選取2009 年年均溫排名的1%、25%、50%、75%、100%的測站,然後再選取各洲人口數較多且經濟重要的首都。根據各測站歷史日均溫資料,尋找溫度序列資料最適的ARMA 模型,再進行波動模型GARCH(1,1)、GJR(1,1)及EGARCH(1,1)的估計。結果可得在59 個測站中,模型化溫度序列後,可以計算衝擊的短期與長期持續性有30 個測站。這30 個地方中就有20 個地方的溫度波動長期持續性有0.9 以上,16 個地方的溫度波動長期持續性有0.95 以上,顯示多數地區受到外來事件的突發衝擊影響溫度時,長期下溫度序列的變異程度偏向較大,並且有許多溫度波動更大的地區。另外,緯度與海拔高度的不同與短期持續性及長期持續性似乎無一致關係。 在估計歐洲、美洲、亞洲及非洲主要首都各個期間的溫度波動之實證結果顯示,Brasilia、Ottawa、Delhi 及Cairo 在三個期間的溫度變異呈愈來愈大。還有,長期下,溫度序列的變異呈增大趨勢的首都有,Madrid、Brasilia、Ottawa、Beijing、Seoul、Delhi、Bangkok、Cairo、及Accra,這些首都皆位在緯度50 度以內。Moskva、London、Kyiv、Bogota、Ottawa 及Nairobi 的溫度序列具有不對稱效果,表示當溫度序列受到負向衝擊的事件時,溫度序列的變異比受到相同規模的正向衝擊有更大的影響。
其他識別: U0005-2607201108151800
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