Evidence that extreme rainfall intensity is increasing at the global scale has strengthened
considerably in recent years. Research now indicates that the greatest increases are likely …

This survey reviews the large and growing literature on copula-based models for economic
and financial time series. Copula-based multivariate models allow the researcher to specify …

Understanding the potential drought impacts on agricultural production is critical for
ensuring global food security. Instead of providing a deterministic estimate, this study …

This book is written for graduate students and researchers, who are interested in using
copula-based models for multivariate data structures. It provides a step-by-step introduction …

The official history of copulas begins in 1959 with Sklar [1959]; but, as is often the case in
Mathematics, for groundbreaking results there are forerunners and precedents. These latter …

In this study, we examine the potential roles of gold and crude oil as safe-haven assets
against extreme down movements in clean energy stock indices. We employ copulas on …

An accessible guide to the multivariate time series tools used in numerous real-world
applications Multivariate Time Series Analysis: With R and Financial Applications is the …

Explaining extreme events of 2014 from a climate perspective Special Supplement to the
Bulletin of the American Meteorological Society Vol. 96, No. 12, December 2015 From A Climate …

Regular vine distributions which constitute a flexible class of multivariate dependence
models are discussed. Since multivariate copulae constructed through pair-copula …

This book provides the most comprehensive treatment of the theoretical concepts and
modelling techniques of quantitative risk management. Whether you are a financial risk …