拉尼娜 is the cool-phase counterpart of 厄尔尼诺 (El Niño). Spanish 'La Niña' = 'the girl' (vs. 'El Niño' = 'the boy'). Together they form the ENSO climate cycle.
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Pure phonetic loan from Spanish: La-Ni-Ña becomes 拉-尼-娜. The 娜 character has the 女 (woman) radical, fitting 'the girl'.