Essays on Time Series Analysis in the Context of Climate Change

Abstract

This dissertation contains four essays on applied time series problems. Chapter 1 positions each of the essays in the broader context of climate change and introduces their main objectives and findings. Chapter 2 deals with the clustering of extremes in oceanographic time series of significant wave heights in late 2013. Chapter 3 addresses the persistence of precipitation time series, which is subject to considerable estimation uncertainty and variability over time, climatological factors, and geographic locations. In Chapter 4, the dynamics of the German energy mix and its transition towards renewable energies are analyzed. Chapter 5 is concerned with modeling monthly real exchange rates of 17 countries from 1973 to 2019 and their relation to macroeconomic indicators.