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Wafaa El Hannoun, Anas Boukili Makhoukhi, Abdelhak Zoglat and Salah-Eddine El Adlouni
Intensity?duration?frequency (IDF) curves of precipitation are a reference decision support tool used in hydrology. They allow the estimation of extreme precipitation and its return periods. Typically, IDF curves are estimated using univariate frequency ...
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Maashele Kholofelo Metwane and Daniel Maposa
Financial market data are abundant with outliers, and the search for an appropriate extreme value theory (EVT) approach to apply is an endless debate in the statistics of extremes research. This paper uses EVT methods to model the five-year daily all-sha...
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Benjamin Mudiangombe Mudiangombe and John Weirstrass Muteba Mwamba
This paper investigates whether currency risk is priced differently in the different sectors (industrial, financial, and basic materials) of equity markets in a sample of developed United States of America (USA) and developing economies (Brazil, India, P...
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Shahid Latif and Slobodan P. Simonovic
Low-lying coastal communities are often threatened by compound flooding (CF), which can be determined through the joint occurrence of storm surges, rainfall and river discharge, either successively or in close succession. The trivariate distribution can ...
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Jilin Cai, Qingshan Xu, Minjian Cao and Yongbiao Yang
This paper concentrates on the capacity credit (CC) evaluation of wind energy, where a new method for constructing the joint distribution of wind speed and load is proposed. The method is based on the skew-normal mixture model (SNMM) and D-vine copulas, ...
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Wenzhuo Wang, Zengchuan Dong, Feilin Zhu, Qing Cao, Juan Chen and Xiao Yu
Streamflow simulation gives the major information on water systems to water resources planning and management. The monthly river flows in dry season often exhibit high autocorrelation. The headwater catchment of the Yellow River basin monthly flow series...
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Marco Geidosch and Matthias Fischer
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