The Dynamic Impacts of COVID-19 Pandemic Lockdown on the Multifractal Cross-Correlations between PM2.5 and O3 Concentrations in and around Shanghai, China

ABSTRACT

Although the outbreak of the COVID-19 pandemic caused serious restrictions on human activities in and around Shanghai, China, the period can be viewed as a helpful experiment to investigate the correlation between PM2.5 and O3 concentrations. In this study, the hourly PM2.5 and O3 series in four cities (i.e., Shanghai, Jiaxing, Nantong and Suzhou) from 27 November 2019 to 23 March 2020 are used. The 'seesaw effect';is observed in the study data. The dynamic impacts of the COVID-19 pandemic on the multifractal cross-correlations and the coordinated control degree of PM2.5-O3 are examined in these cities. First of all, the multifractal cross-correlations, multifractality components and dynamic influences of the COVID-19 pandemic on cross-correlations between PM2.5 and O3 in four cities are illustrated. Furthermore, a new quantification index, ζ, evaluating the coordinated control degree of PM2.5-O3 is developed, validated and compared. The multifractal cross-correlation analysis results reveal that the cross-correlations between PM2.5 and O3 in and around Shanghai both before and during the COVID-19 partial lockdown have multifractal characteristics. Moreover, there are weaker multifractal cross-correlation degrees of PM2.5-O3 in four cities during the COVID-19 partial lockdown. The multifractal cause analysis based on stochastic simulation illustrates that the impacts of multifractality due to the nonlinear correlation part are greater than the linear correlation part and the fat-tailed probability distribution part in and around Shanghai. The intrinsic multifractal cross-correlations decreased in all cities during the COVID-19 lockdown. However, the effects of the COVID-19 lockdown on the multifractal cross-correlations are limited from the perspective of intrinsic multifractality. The mean values of ζin and around Shanghai all increase during the COVID-19 partial lockdown, which indicates that the PM2.5-O3 coordinated control degrees in all four cities become weaker.