A multifractal cross-correlation investigation into sensitivity and dependence of meteorological and hydrological droughts on precipitation and temperature
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DOI: 10.1007/s11069-021-04916-1
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Cited by:
- Qianchuan Mi & Chuanyou Ren & Yanhua Wang & Xining Gao & Limin Liu & Yue Li, 2023. "A robust ensemble drought index: construction and assessment," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 116(1), pages 1139-1159, March.
- Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A., 2022. "Multifractal risk measures by Macroeconophysics perspective: The case of Brazilian inflation dynamics," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).
- Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Ferreira, Paulo & Aslam, Faheem & Tabak, Benjamin Miranda, 2022. "Interplay multifractal dynamics among metal commodities and US-EPU," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
- Zhan, Cun & Liang, Chuan & Zhao, Lu & Jiang, Shouzheng & Niu, Kaijie & Zhang, Yaling, 2023. "Multifractal characteristics of multiscale drought in the Yellow River Basin, China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 609(C).
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Keywords
Pearson correlation coefficient; Spearman rank correlation coefficient; Multifractal detrend fluctuation analysis (MF-DFA); Multifractal detrended cross-correlation analysis (MF-DXA); Standard precipitation index; Streamflow drought index;All these keywords.
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