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Christos Iliadis, Panagiota Galiatsatou, Vassilis Glenis, Panagiotis Prinos and Chris Kilsby
The expansion of urban areas and the increasing frequency and magnitude of intense rainfall events are anticipated to contribute to the widespread escalation of urban flood risk across the globe. To effectively mitigate future flood risks, it is crucial ...
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Hadis Pakdel, Dev Raj Paudyal, Sreeni Chadalavada, Md Jahangir Alam and Majid Vazifedoust
The frequency and severity of extremes, including extreme precipitation events, extreme evapotranspiration and extreme water storage deficit events, are changing. Thus, the necessity for developing a framework that estimates non-stationary conditions is ...
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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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Karolina Migdal, Krzysztof Józwiakowski, Wojciech Czekala, Paulina Sliz, Jorge Manuel Rodrigues Tavares and Adelaide Almeida
The objective of this study was to model the operation of a vertical-flow constructed wetland (VF-CW) for domestic wastewater, using Monte-Carlo simulations and selected probability distributions of various random variables. The analysis was based on col...
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Katleho Makatjane and Ntebogang Moroke
During the past decades, seasonal autoregressive integrated moving average (SARIMA) had become one of a prevalent linear models in time series and forecasting. Empirical research advocated that forecasting with non-linear models can be an encouraging alt...
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Vusi Ntiyiso Masingi and Daniel Maposa
Extreme rainfall events have made significant damages to properties, public infrastructure and agriculture in some provinces of South Africa notably in KwaZulu-Natal and Gauteng among others. The general global increase in the frequency and intensity of ...
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Pieter-Henk Boer,Elias Munapo,Martin Chanza,Issaah A. Mhlanga
AbstractOrientation: Exchange market pressure (EMP) is the selling pressure of domestic currency or excess demand needed for foreign currency.Research purpose: The purpose of this study was to analyse EMP using extreme value theory (EVT) and to...
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Owen Jakata,Delson Chikobvu
AbstractOrientation: In light of the global financial instabilities, investors and risk analysts need extreme risk management tools to help them accurately monitor and reduce market exposure in an investment portfolio.Research purpose: The main...
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Qian Ke, Sebastiaan N. Jonkman, Pieter H. A. J. M. Van Gelder and Jeremy D. Bricker
Shanghai, as a coastal city, is vulnerable to various types of flooding. The floodwalls along the Huangpu River provide protection against typhoon-induced flooding. However, there is limited insight into the actual safety level of the flood defences in S...
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Lila Collet, Lindsay Beevers and Christel Prudhomme
Floods are the most common and widely distributed natural risk, causing over £1 billion of damage per year in the UK as a result of recent events. Climatic projections predict an increase in flood risk; it becomes urgent to assess climate change impact o...
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