The research on spillover effect in financial markets is frontier theory and technology. The global financial crisis of 2007-2009 affects the stock markets deeply. But, the economic consequences are different among some cross-markets. As an emerging high-speed growth securities market established in 1990, the Chinese securities market has developed significantly. Again in the current internatio...

As the climate change is likely to be adversely affecting yield of paddy production, thence it has brought a limelight probable challenges on human particularly regional food security issues. This paper aims fit multivariate time series production variables using copula functions and predicts next year event based data five countries in southeast Asia. In particular, most appropriate marginal d...

In recent times, copula families have been mostly employed in bivariate drought duration and severity. Archimedean copulas are mainly used conveniently among various potential for hydrologic design water resource management. this study, events defined by standard precipitation index (SPI3 time series) series 24-gauge stations Ceyhan Basin Turkey considering different elevation levels (high, ave...

The copulas of random vectors with standard uniform univariate margins truncated from the right are considered and a general formula for such right-truncated conditional is derived. This analytical that can be inverted analytically as functions each single argument. case Archimedean related copulas. resulting not only tractable but also characterized tilted copulas, one main contributions this ...

One of the most effective ways to illustrate relationship between two quantitative variables is describe corresponding two-dimensional copula. This approach acknowledged as practical, nonredundant, and computationally manageable in context data analysis. Modern data, however, contain a wide variety dependent structures, copulas now use may not provide best model for all them. As result, researc...

A hurricane event can often produce both intense rainfall and a storm tide that cause major compound flooding threat to coastlines. This paper examined applications of multivariate copula-based time series models using data observed during Hurricane Irma (2017) along the coastlines Florida, Georgia, South Carolina, United States. Multivariate were developed bivariate copulas wherein modeled LOW...

Compound flooding is a multidimensional consequence of the joint impact multiple intercorrelated drivers, such as oceanographic, hydrologic, and meteorological. These individual drivers exhibit interdependence due to common forcing mechanisms. If they occur simultaneously or successively, probability their occurrence will be higher than expected if considered separately. The copula-based multiv...