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Abstract. During the first half of the Holocene (11 000 to 5000 years ago), the Northern Hemisphere experienced a strengthening of the monsoonal regime, with climate reconstructions robustly suggesting a greening of the Sahara region. Palaeoclimate archives also show that this so-called African humid period (AHP) was accompanied by changes in climate conditions at middle to high latitudes. However, inconsistencies still exist in reconstructions of the mid-Holocene (MH) climate at mid-latitudes, and model simulations provide limited support in reducing these discrepancies. In this paper, a set of simulations performed using a climate model are used to investigate the hitherto unexplored impact of Saharan greening on mid-latitude atmospheric circulation during the MH. Numerical simulations show Saharan greening has a year-round impact on the main circulation features in the Northern Hemisphere, especially during boreal summer (when the African monsoon develops). Key findings include a westward shift in the global Walker Circulation, leading to modifications in the North Atlantic jet stream in summer and the North Pacific jet stream in winter. Furthermore, Saharan greening modifies atmospheric synoptic circulation over the North Atlantic, enhancing the effect of orbital forcing on the transition of the North Atlantic Oscillation phase from predominantly positive to negative in winter and summer. Although the prescription of vegetation in the Sahara does not improve the proxy–model agreement, this study provides the first constraint on the influence of Saharan greening on northern mid-latitudes, opening new opportunities for understanding MH climate anomalies in regions such as North America and Eurasia.

Abstract. Large-scale socioeconomic studies of the impacts of floods are difficult and costly for countries such as Canada and the United States due to the large number of rivers and size of watersheds. Such studies are however very important for analyzing spatial patterns and temporal trends to inform large-scale flood risk management decisions and policies. In this paper, we present different flood occurrence and impact models based upon statistical and machine learning methods of over 31 000 watersheds spread across Canada and the US. The models can be quickly calibrated and thereby easily run predictions over thousands of scenarios in a matter of minutes. As applications of the models, we present the geographical distribution of the modelled average annual number of people displaced due to flooding in Canada and the US, as well as various scenario analyses. We find for example that an increase of 10 % in average precipitation yields an increase in the displaced population of 18 % in Canada and 14 % in the US. The model can therefore be used by a broad range of end users ranging from climate scientists to economists who seek to translate climate and socioeconomic scenarios into flood probabilities and impacts measured in terms of the displaced population.

Several configurations of the Canadian Precipitation Analysis system (CaPA) currently produce precipitation analyses at Environment and Climate Change Canada (ECCC). To improve CaPA’s performance during the winter season, the impact of assimilating the IMERG V06 product (IMERG: Integrated Multi-satellitE Retrievals for GPM—Global Precipitation Measurement mission) into CaPA is examined in this study. Tests are conducted with CaPA’s 10 km deterministic version, evaluated over Canada and the northern part of the United States (USA). Maps from a case study show that IMERG plays a contradictory role in the production of CaPA’s precipitation analyses for a synoptic-scale winter storm over North America’s eastern coast. While its contribution appears to be physically correct over southern portions of the meteorological system, and early in its intensification phase, IMERG displays unrealistic spatial structures over land later in the system’s life cycle when it is located over northern (colder) areas. Objective evaluation of CaPA’s analyses when IMERG is assimilated without any restrictions shows an overall decrease in precipitation, which has a mixed effect (positive and negative) on the bias indicators. But IMERG’s influence on the Equitable Threat Score (ETS), a measure of CaPA’s analyses accuracy, is clearly negative. Using IMERG’s quality index (QI) to filter out areas where it is less accurate improves CaPA’s objective evaluation, leading to better ETS versus the control experiment in which no IMERG data are assimilated. Several diagnostics provide insight into the nature of IMERG’s contribution to CaPA. For the most successful configuration, with a QI threshold of 0.3, IMERG’s impact is mostly found in the warmer parts of the domain, i.e., in northern US states and in British Columbia. Spatial means of the temporal sums of absolute differences between CaPA’s analyses with and without IMERG indicate that this product also contributes meaningfully over land areas covered by snow, and areas where air temperature is below −2 °C (where precipitation is assumed to be in solid phase).

Storms are the most significant meteorological phenomena that affect the formation of coasts and human livelihood along them. Thus, risks related to coastal storms, such as flooding, loss of land, shipping, and other offshore activity, have had a significant influence on coastal societies and their economies. In the early 21st century, anthropogenic climate change will affect the locations and intensities of coastal storminess, impacting society. Storms are studied not only by natural scientists but also by social scientists. The former deal with the climatologies, dynamics, and mechanisms of storms but also with the identification of different types of storms, such as extratropical baroclinic storms, explosive cyclones, tropical storms, polar lows, medicanes, Vb-cyclones, and Australian east coast storms. Their significance is often through their physical impacts, in particular ocean waves and storm surges, which were and are associated with massive losses of lives, sometimes up to several hundred thousand people, and wealth. The perceptions of what storms constitute were different in different cultural contexts and times. In earlier days, higher forces were responsible for such storms, which they used to transfer messages to humans, physically based ideas have been forming since the 16th century. Another significant historical development was societies preparing to reduce their vulnerability to storms and to implement practices of insurance and risk management.

Abstract A global tropical cyclone precipitation dataset covering the period from January 1979 to February 2023 is presented. Global precipitation estimates were taken from the newly developed high-resolution Multi-Source Weighted-Ensemble Precipitation, version 2 (MSWEP V2) and TC tracks were obtained from the International Best Track Archive for Climate Stewardship (IBTrACS) dataset. This Global Multi-Source Tropical Cyclone Precipitation (MSTCP) dataset is comprised of two main products and files in the format of tables: the main and profile datasets. The main file provides various TCP statistics per TC track, including mean and maximum precipitation rates over a fixed and symmetrical radius of 500 km. The profile dataset comprises the azimuthally averaged precipitation every 10-km away from the center of each storm (until 500 km). The case study of Hurricane Harvey is used to show that MSWEP estimates agree well with another commonly used satellite product. The main statistics of the dataset are analyzed as well, including the differences in the dataset metrics for each of the six TC basins and for each Saffir-Simpson category for storm intensity.

Abstract The strength and variability of the Southern Ocean carbon sink is a significant source of uncertainty in the global carbon budget. One barrier to reconciling observations and models is understanding how synoptic weather patterns modulate air-sea carbon exchange. Here, we identify and track storms using atmospheric sea level pressure fields from reanalysis data to assess the role that storms play in driving air-sea CO 2 exchange. We examine the main drivers of CO 2 fluxes under storm forcing and quantify their contribution to Southern Ocean annual air-sea CO 2 fluxes. Our analysis relies on a forced ocean-ice simulation from the Community Earth System Model, as well as CO 2 fluxes estimated from Biogeochemical Argo floats. We find that extratropical storms in the Southern Hemisphere induce CO 2 outgassing, driven by CO 2 disequilibrium. However, this effect is an order of magnitude larger in observations compared to the model and caused by different reasons. Despite large uncertainties in CO 2 fluxes and storm statistics, observations suggest a pivotal role of storms in driving Southern Ocean air-sea CO 2 outgassing that remains to be well represented in climate models, and needs to be further investigated in observations.

The 2023 wildfire season in Québec set records due to extreme warm and dry conditions, burning 4.5 million hectares and indicating persistent and escalating impacts associated with climate change. This study reviews the unusual weather conditions that led to the fires, discussing their extensive impacts on the forest sector, fire management, boreal caribou habitats, and particularly the profound effects on First Nation communities. The wildfires led to significant declines in forest productivity and timber supply, overwhelming fire management resources, and necessitating widespread evacuations. First Nation territories were dramatically altered, facing severe air quality issues and disruptions. While caribou impacts were modest across the province, the broader ecological, economical, and social repercussions were considerable. To mitigate future extreme wildfire seasons, the study suggests changes in forest management practices to increase forest resilience and resistance, adapting industrial structures to changes in wood type harvested, and enhancing fire suppression and risk management strategies. It calls for a comprehensive, unified approach to risk management that incorporates the lessons learned from the 2023 fire season and accounts for ongoing climate change. The studyunderscores the urgent need for detailed planning and proactive measures to reduce the growing risks and impacts of wildfires in a changing climate.

Reliable precipitation forcing is essential for calculating the water balance, seasonal snowpack, glacier mass balance, streamflow, and other hydrological variables. However, satellite precipitation is often the only forcing available to run hydrological models in data-scarce regions, compromising hydrological calculations when unreliable. The IMERG product estimates precipitation quasi-globally from a combination of passive microwave and infrared satellites, which are intercalibrated based on GPM’s DPR and GMI instruments. Current GPM-DPR radar algorithms have satisfactorily estimated rainfall, but a limited consideration of PSD, attenuation correction, and ground clutter have degraded snowfall estimation, especially in mountain regions. This study aims to improve satellite radar snowfall estimates for this situation. Nearly two years (between 2019 and 2022) of aloft precipitation concentration, surface hydrometeor size, number and fall velocity, and surface precipitation rate from a high elevation site in the Canadian Rockies and collocated GPM-DPR reflectivities were used to develop a new snowfall estimation algorithm. Snowfall estimates using the new algorithm and measured GPM-DPR reflectivities were compared to other GPM-DPR-based products, including CORRA, which is employed to intercalibrate IMERG. Snowfall rates estimated with measured Ka reflectivities, and from CORRA were compared to MRR-2 observations, and had correlation, bias, and RMSE of 0.58 and 0.07, 0.43 and -0.38 mm h-1, and 0.83 and 0.85 mm h-1, respectively. Predictions using measured Ka reflectivity suggest that enhanced satellite radar snowfall estimates can be achieved using a simple measured reflectivity algorithm. These improved snowfall estimates can be adopted to intercalibrate IMERG in cold mountain regions, thereby improving regional precipitation estimates.

Abstract. This study presents a probabilistic model that partitions the precipitation phase based on hourly measurements from a network of radar-based disdrometers in eastern Canada. The network consists of 27 meteorological stations located in a boreal climate for the years 2020–2023. Precipitation phase observations showed a 2-m air temperature interval between 0–4 °C where probabilities of occurrence of solid, liquid, or mixed precipitation significantly overlapped. Single-phase precipitation was also found to occur more frequently than mixed-phase precipitation. Probabilistic phase-guided partitioning (PGP) models of increasing complexity using random forest algorithms were developed. The PGP models classified the precipitation phase and partitioned the precipitation accordingly into solid and liquid amounts. PGP_basic is based on 2-m air temperature and site elevation, while PGP_hydromet integrates relative humidity. PGP_full includes all the above data plus atmospheric reanalysis data. The PGP models were compared to benchmark precipitation phase partitioning methods. These included a single temperature threshold model set at 1.5 °C, a linear transition model with dual temperature thresholds of –0.38 and 5 °C, and a psychrometric balance model. Among the benchmark models, the single temperature threshold had the best classification performance (F1 score of 0.74) due to a low count of mixed-phase events. The other benchmark models tended to over-predict mixed-phase precipitation in order to decrease partitioning error. All PGP models showed significant phase classification improvement by reproducing the observed overlapping precipitation phases based on 2-m air temperature. PGP_hydromet and PGP_full displayed the best classification performance (F1 score of 0.84). In terms of partitioning error, PGP_full had the lowest RMSE (0.27 mm) and the least variability in performance. The RMSE of the single temperature threshold model was the highest (0.40 mm) and showed the greatest performance variability. An input variable importance analysis revealed that the additional data used in the more complex PGP models mainly improved mixed-phase precipitation prediction. The improvement of mixed-phase prediction remains a challenge. Relative humidity was deemed the least important input variable used, due to consistent near water vapor saturation conditions. Additionally, the reanalysis atmospheric data proved to be an important factor to increase the robustness of the partitioning process. This study establishes a basis for integrating automated phase observations into a hydrometeorological observation network and developing probabilistic precipitation phase models.

Abstract. Floods are the primary natural hazard in the French Mediterranean area, causing damages and fatalities every year. These floods are triggered by heavy precipitation events (HPEs) characterized by limited temporal and spatial extents. A new generation of regional climate models at the kilometer scale have been developed, allowing an explicit representation of deep convection and improved simulations of local-scale phenomena such as HPEs. Convection-permitting regional climate models (CPMs) have been scarcely used in hydrological impact studies, and future projections of Mediterranean floods remain uncertain with regional climate models (RCMs). In this paper, we use the CNRM-AROME CPM (2.5 km) and its driving CNRM-ALADIN RCM (12 km) at the hourly timescale to simulate floods over the Gardon d'Anduze catchment located in the French Mediterranean region. Climate simulations are bias-corrected with the CDF-t method. Two hydrological models, a lumped and conceptual model (GR5H) and a process-based distributed model (CREST), forced with historical and future climate simulations from the CPM and from the RCM, have been used. The CPM model confirms its ability to better reproduce extreme hourly rainfall compared to the RCM. This added value is propagated on flood simulation with a better reproduction of flood peaks. Future projections are consistent between the hydrological models but differ between the two climate models. Using the CNRM-ALADIN RCM, the magnitude of all floods is projected to increase. With the CNRM-AROME CPM, a threshold effect is found: the magnitude of the largest floods is expected to intensify, while the magnitude of the less severe floods is expected to decrease. In addition, different flood event characteristics indicate that floods are expected to become flashier in a warmer climate, with shorter lag time between rainfall and runoff peak and a smaller contribution of base flow, regardless of the model. This study is a first step for impact studies driven by CPMs over the Mediterranean.

Abstract Several observational precipitation products that provide high temporal (≤3 h) and spatial (≤0.25°) resolution gridded estimates are available, although no single product can be assumed worldwide to be closest to the (unknown) “reality.” Here, we propose and apply a methodology to quantify the uncertainty of a set of precipitation products and to identify, at individual grid points, the products that are likely wrong (i.e., outliers). The methodology is applied over eastern North America for the 2015–2019 period for eight high‐resolution gridded precipitation products: CMORPH, ERA5, GSMaP, IMERG, MSWEP, PERSIANN, STAGE IV and TMPA. Four difference metrics are used to quantify discrepancies in different aspects of the precipitation time series, such as the total accumulation, two characteristics of the intensity‐frequency distribution, and the timing of precipitating events. Large regional and seasonal variations in the observational uncertainty are found across the ensemble. The observational uncertainty is higher in Canada than in the United States, reflecting large differences in the density of precipitation gauge measurements. In northern midlatitudes, the uncertainty is highest in winter, demonstrating the difficulties of satellite retrieval algorithms in identifying precipitation in snow‐covered areas. In southern midlatitudes, the uncertainty is highest in summer, probably due to the more discontinuous nature of precipitation. While the best product cannot be identified due to the lack of an absolute reference, our study is able to identify products that are likely wrong and that should be excluded depending on the specific application.

Abstract We investigate the behaviour of the maximum likelihood estimator (MLE) for stochastic volatility jump-diffusion models commonly used in financial risk management. A simulation study shows the practical conditions under which the MLE behaves according to theory. In an extensive empirical study based on nine indices and more than 6000 individual stocks, we nonetheless find that the MLE is unable to replicate key higher moments. We then introduce a moment-targeted MLE – robust to model misspecification – and revisit both simulation and empirical studies. We find it performs better than the MLE, improving the management of financial risk.

Abstract While the ERA5 reanalysis is commonly utilized in climate studies on extratropical cyclones (ETCs), only a few studies have quantified its ability in the representation of ETCs over land. To address this gap, this study evaluates ERA5's skill in representing the ETC‐associated 10‐m wind speed and the precipitation in central and eastern North America during 2005–2019. Hourly data collected from ~3000 stations, amounting to around 420 million reports stored in the Integrated Surface Database, is used as reference. For the spatial‐averaged ETC properties, ERA5 shows a good skill for wind speed with normalized mean bias (NMB) of −0.7% and normalized root‐mean‐square error (NRMSE) of 14.3%, despite a tendency to overestimate low winds and underestimate high winds. The ERA5 skill is worse for precipitation than for wind speed with NMB of −10.4% and NRMSE of 56.5% and a strong tendency to underestimate high values. For both variables, the best and worst performance is found in DJF and JJA, respectively. Negative biases are often identified over regions with stronger precipitation/wind speeds, and a systematic underestimation of wind speed is found over the Rockies with complex topography. Compared to the averaged ETCs, ERA5's performance deteriorates for the top 5% extreme ETCs with a stronger tendency to underestimate both wind speed and precipitation (NMB of −10.2% and −22.6%, respectively). Furthermore, ERA5's skill is worse for local extreme values within ETCs than for spatial averages. Our results highlight some important limitations of the ERA5 reanalysis products for studies looking at the possible impacts of ETCs.

Abstract. Ice pellets can form when supercooled raindrops collide with small ice particles that can be generated through secondary ice production processes. The use of atmospheric models that neglect these collisions can lead to an overestimation of freezing rain. The objective of this study is therefore to understand the impacts of collisional freezing and secondary ice production on simulations of ice pellets and freezing rain. We studied the properties of precipitation simulated with the microphysical scheme Predicted Particle Properties (P3) for two distinct secondary ice production processes. Possible improvements to the representation of ice pellets and ice crystals in P3 were analyzed by simulating an ice pellet storm that occurred over eastern Canada in January 2020. Those simulations showed that adding secondary ice production processes increased the accumulation of ice pellets but led to unrealistic size distributions of precipitation particles. Realistic size distributions of ice pellets were obtained by modifying the collection of rain by small ice particles and the merging criteria of ice categories in P3.

Abstract. A fundamental issue associated with the dynamical downscaling technique using limited-area models is related to the presence of a “spatial spin-up” belt close to the lateral boundaries where small-scale features are only partially developed. Here, we introduce a method to identify the distance from the border that is affected by the spatial spin-up (i.e., the spatial spin-up distance) of the precipitation field in convection-permitting model (CPM) simulations. Using a domain over eastern North America, this new method is applied to several simulations that differ on the nesting approach (single or double nesting) and the 3-D variables used to drive the CPM simulation. Our findings highlight three key points. Firstly, when using a single nesting approach, the spin-up distance from lateral boundaries can extend up to 300 km (around 120 CPM grid points), varying across seasons, boundaries and driving variables. Secondly, the greatest spin-up distances occur in winter at the western and southern boundaries, likely due to strong atmospheric inflow during these seasons. Thirdly, employing a double nesting approach with a comprehensive set of microphysical variables to drive CPM simulations offers clear advantages. The computational gains from reducing spatial spin-up outweigh the costs associated with the more demanding intermediate simulation of the double nesting. These results have practical implications for optimizing CPM simulation configurations, encompassing domain selection and driving strategies.

Abstract Many studies have projected malaria risks with climate change scenarios by modelling one or two environmental variables and without the consideration of malaria control interventions. We aimed to predict the risk of malaria with climate change considering the influence of rainfall, humidity, temperatures, vegetation, and vector control interventions (indoor residual spraying (IRS) and long-lasting insecticidal nets (LLIN)). We used negative binomial models based on weekly malaria data from six facility-based surveillance sites in Uganda from 2010–2018, to estimate associations between malaria, environmental variables and interventions, accounting for the non-linearity of environmental variables. Associations were applied to future climate scenarios to predict malaria distribution using an ensemble of Regional Climate Models under two Representative Concentration Pathways (RCP4.5 and RCP8.5). Predictions including interaction effects between environmental variables and interventions were also explored. The results showed upward trends in the annual malaria cases by 25% to 30% by 2050s in the absence of intervention but there was great variability in the predictions (historical vs RCP 4.5 medians [Min–Max]: 16,785 [9,902–74,382] vs 21,289 [11,796–70,606]). The combination of IRS and LLIN, IRS alone, and LLIN alone would contribute to reducing the malaria burden by 76%, 63% and 35% respectively. Similar conclusions were drawn from the predictions of the models with and without interactions between environmental factors and interventions, suggesting that the interactions have no added value for the predictions. The results highlight the need for maintaining vector control interventions for malaria prevention and control in the context of climate change given the potential public health and economic implications of increasing malaria in Uganda.

Abstract The Canadian Precipitation Analysis (CaPA) system provides near-real-time precipitation analyses over Canada by combining observations with short-term numerical weather prediction forecasts. CaPA’s snowfall estimates suffer from the lack of accurate solid precipitation measurements to correct the first-guess estimate. Weather radars have the potential to add precipitation measurements to CaPA in all seasons but are not assimilated in winter due to radar snowfall estimate imprecision and lack of precipitation gauges for calibration. The main objective of this study is to assess the impact of assimilating Canadian dual-polarized radar-based snowfall data in CaPA to improve precipitation estimates. Two sets of experiments were conducted to evaluate the impact of including radar snowfall retrievals, one set using the high-resolution CaPA (HRDPA) with the currently operational quality control configuration and another increasing the number of assimilated surface observations by relaxing quality control. Experiments spanned two winter seasons (2021 and 2022) in central Canada, covering part of the entire CaPA domain. The results showed that the assimilation of radar-based snowfall data improved CaPA’s precipitation estimates 81.75% of the time for 0.5-mm precipitation thresholds. An increase in the probability of detection together with a decrease in the false alarm ratio suggested an improvement of the precipitation spatial distribution and estimation accuracy. Additionally, the results showed improvements for both precipitation mass and frequency biases for low precipitation amounts. For larger thresholds, the frequency bias was degraded. The results also indicated that the assimilation of dual-polarization radar data is beneficial for the two CaPA configurations tested in this study.

Abstract This study presents a firm‐specific methodology for extracting implied default intensities and recovery rates jointly from unit recovery claim prices—backed by out‐of‐the‐money put options—and credit default swap premiums, therefore providing time‐varying and market‐consistent views of credit risk at the individual level. We apply the procedure to about 400 firms spanning different sectors of the US economy between 2003 and 2019. The main determinants of default intensities and recovery rates are analyzed with statistical and machine learning methods linking default risk and credit losses to market, sector, and individual variables. Consistent with the literature, we find that individual volatility, leverage, and corporate bond market determinants are key factors explaining the implied default intensities and recovery rates. Then, we apply the framework in the context of credit risk management in applications, like, market‐consistent credit value‐at‐risk calculation and stress testing.

Abstract There is mounting pressure on (re)insurers to quantify the impacts of climate change, notably on the frequency and severity of claims due to weather events such as flooding. This is however a very challenging task for (re)insurers as it requires modeling at the scale of a portfolio and at a high enough spatial resolution to incorporate local climate change effects. In this paper, we introduce a data science approach to climate change risk assessment of pluvial flooding for insurance portfolios over Canada and the United States (US). The underlying flood occurrence model quantifies the financial impacts of short-term (12–48 h) precipitation dynamics over the present (2010–2030) and future climate (2040–2060) by leveraging statistical/machine learning and regional climate models. The flood occurrence model is designed for applications that do not require street-level precision as is often the case for scenario and trend analyses. It is applied at the full scale of Canada and the US over 10–25 km grids. Our analyses show that climate change and urbanization will typically increase losses over Canada and the US, while impacts are strongly heterogeneous from one state or province to another, or even within a territory. Portfolio applications highlight the importance for a (re)insurer to differentiate between future changes in hazard and exposure, as the latter may magnify or attenuate the impacts of climate change on losses.