Granger Causality Analysis of Geophysical, Geodetic and Geochemical Observations during Volcanic Unrest: A Case Study in the Campi Flegrei Caldera (Italy)

Abstract

The recent signs of reawakening at Campi Flegrei caldera (Southern Italy) received a great deal of attention due to the issues related to the volcanic risk management in a densely populated area. This paper explores relations between ground deformations, seismicity and geochemical time series in the time span 2004–2016. The aim is to unravel primary processes of unrest and the related indicators which may change in time. Data structure and interactions among variables were examined applying the clustering analysis, the correlations and the Granger causality test. The hierarchical agglomerative clustering detected two sub-periods which were further investigated. In both sub-period causal links were observed between variables while correlations did not appear and vice versa. Thus, well established formal approaches are required to study causal relations. Granger test results indicate that during 2004–2011 the awakening unrest could be mainly ascribed to hydrothermal system pressure fluctuations, probably induced by deep-rooted fluids injection, and that ground deformation together with CO2/H2O appears the most suitable geo-indicators. The 2011–2016 sub-period is characterized by enhanced dynamical connectivity. Granger test results suggest that the unrest is driven by a more localized and shallower thermohydromechanical engine. CO/CO2, He/CH4 and ground deformation velocity are mutually interacting appearing the most suitable geo-indicators.