Extreme events, such as drought, heat wave, cold wave, flood, and extreme rainfall, have
received increasing attention in recent decades due to their wide impacts on society and …

This paper investigates the dynamic dependence between crude oil prices and stock
markets in ten countries across the Asia-Pacific region during the period from January 4 …

As an alternative to the commonly used univariate flood frequency analysis, copula
frequency analysis can be used. In this study, 58 flood events at the Litija gauging station on …

In insurance and related industries including healthcare, it is common to have several
outcome measures that the analyst wishes to understand using explanatory variables. For …

We review the main “omnibus procedures” for goodness-of-fit (GOF) testing for copulas: tests
based on the empirical copula process, on probability integral transformations (PITs), on …

Extreme rainfall is the most common cause of flooding and likelihood of such events is found
to increase in recent studies. Large scale natural variability, human induced global warming …

The supplementary material consists of four sections. In Section 1 of the supplementary
material we give some more details of Section 4.2 of the main article concerning the …

In this article, we show how the copula-GARCH approach can be appropriately used to
investigate the conditional dependence structure between the crude oil and natural gas …

Despite overlap** goals of multivariate modeling and dependence identification, until
recently the fields of machine learning in general and probabilistic graphical models in …

Probabilistic characteristics of hydrological droughts in a basin are closely related to the
variability and availability of water resources of the basin. The East River basin in China is …