Testing for increasing weather risk
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It is an undisputed fact that weather risk increases over time due to climate change. However, qualification of this statement with regard to the type of weather risk and geographical location is needed. In this paper we compare alternative tests for trend detection and discuss their sensitivity. We use local t tests, change point tests and Mann–Kendall tests to analyze the trends of weather risk indices that are relevant from an agricultural viewpoint. Local test procedures offer more information about the timing and the kind of change in weather risk than global tests do. We also use quantile regression to analyze changes in the tails of weather index distributions. These methods are applied to temperature and rainfall based weather indices in three different climatic zones. Our results show that weather risk follows different patterns depending on the type of risk and the location. We also find differences in the sensitivity of the statistical test procedures.
KeywordsWeather extremes Agricultural risk Change point test Quantile regression
We like to thank to two anonymous reviewers for their valuable comments. This research was supported by the Deutsche Forschungsgemeinschaft through the SFB 649 “Economic Risk”.
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