Multivariate fire risk models using copula regression in Kalimantan, Indonesia
Author
Abstract
Suggested Citation
DOI: 10.1007/s11069-022-05346-3
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Roger M. Cooke & Harry Joe & Bo Chang, 2020. "Vine copula regression for observational studies," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(2), pages 141-167, June.
- Shen Zhao & Yong Xu, 2021. "Exploring the Dynamic Spatio-Temporal Correlations between PM 2.5 Emissions from Different Sources and Urban Expansion in Beijing-Tianjin-Hebei Region," IJERPH, MDPI, vol. 18(2), pages 1-18, January.
- Jianxu Liu & Duangthip Sirikanchanarak & Songsak Sriboonchitta & Jiachun Xie, 2018. "Analysis of Household Consumption Behavior and Indebted Self-Selection Effects: Case Study of Thailand," Mathematical Problems in Engineering, Hindawi, vol. 2018, pages 1-12, April.
- Sándor Baran & Patrícia Szokol & Marianna Szabó, 2021. "Truncated generalized extreme value distribution‐based ensemble model output statistics model for calibration of wind speed ensemble forecasts," Environmetrics, John Wiley & Sons, Ltd., vol. 32(6), September.
- Daniel Berg, 2009. "Copula goodness-of-fit testing: an overview and power comparison," The European Journal of Finance, Taylor & Francis Journals, vol. 15(7-8), pages 675-701.
- Ribeiro, Andreia F.S. & Russo, Ana & Gouveia, Célia M. & Páscoa, Patrícia, 2019. "Copula-based agricultural drought risk of rainfed cropping systems," Agricultural Water Management, Elsevier, vol. 223(C), pages 1-1.
- Francesco Serinaldi & Chris G. Kilsby, 2017. "A Blueprint for Full Collective Flood Risk Estimation: Demonstration for European River Flooding," Risk Analysis, John Wiley & Sons, vol. 37(10), pages 1958-1976, October.
- Noh, Hohsuk & El Ghouch, Anouar & Bouezmarni, Taoufik, 2013. "Copula-Based Regression Estimation and Inference," LIDAM Reprints ISBA 2013045, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Hohsuk Noh & Anouar El Ghouch & Taoufik Bouezmarni, 2013. "Copula-Based Regression Estimation and Inference," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(502), pages 676-688, June.
- Joe, Harry & Li, Haijun & Nikoloulopoulos, Aristidis K., 2010. "Tail dependence functions and vine copulas," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 252-270, January.
- Brechmann, Eike Christian & Schepsmeier, Ulf, 2013. "Modeling Dependence with C- and D-Vine Copulas: The R Package CDVine," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 52(i03).
- Masarotto, Guido & Varin, Cristiano, 2017. "Gaussian Copula Regression in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 77(i08).
- Sarita Silveira & Mariah Kornbluh & Mathew C. Withers & Gillian Grennan & Veerabhadran Ramanathan & Jyoti Mishra, 2021. "Chronic Mental Health Sequelae of Climate Change Extremes: A Case Study of the Deadliest Californian Wildfire," IJERPH, MDPI, vol. 18(4), pages 1-15, February.
- Zahra Fahimirad & Nazanin Shahkarami, 2021. "The Impact of Climate Change on Hydro-Meteorological Droughts Using Copula Functions," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 35(12), pages 3969-3993, September.
- Shruti Sachdeva & Tarunpreet Bhatia & A. K. Verma, 2018. "GIS-based evolutionary optimized Gradient Boosted Decision Trees for forest fire susceptibility mapping," 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. 92(3), pages 1399-1418, July.
- Dexen DZ. Xi & C.B. Dean & Stephen W. Taylor, 2020. "Modeling the duration and size of extended attack wildfires as dependent outcomes," Environmetrics, John Wiley & Sons, Ltd., vol. 31(5), August.
- Mohammad Nazeri Tahroudi & Yousef Ramezani & Carlo De Michele & Rasoul Mirabbasi, 2020. "A New Method for Joint Frequency Analysis of Modified Precipitation Anomaly Percentage and Streamflow Drought Index Based on the Conditional Density of Copula Functions," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(13), pages 4217-4231, October.
- Kyung Im Kang & Kyonghwa Kang & Chanhee Kim, 2021. "Risk Factors Influencing Cyberbullying Perpetration among Middle School Students in Korea: Analysis Using the Zero-Inflated Negative Binomial Regression Model," IJERPH, MDPI, vol. 18(5), pages 1-12, February.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Maximilian Coblenz & Simon Holz & Hans‐Jörg Bauer & Oliver Grothe & Rainer Koch, 2020. "Modelling fuel injector spray characteristics in jet engines by using vine copulas," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 69(4), pages 863-886, August.
- Zhu, Kailun & Kurowicka, Dorota & Nane, Gabriela F., 2021. "Simplified R-vine based forward regression," Computational Statistics & Data Analysis, Elsevier, vol. 155(C).
- Zahra Sadat Hosseini & Mahnoosh Moghaddasi & Shahla Paimozd, 2023. "Simultaneous Monitoring of Different Drought Types Using Linear and Nonlinear Combination Approaches," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 37(3), pages 1125-1151, February.
- Hobæk Haff, Ingrid, 2012. "Comparison of estimators for pair-copula constructions," Journal of Multivariate Analysis, Elsevier, vol. 110(C), pages 91-105.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013.
"Financial dependence analysis: applications of vine copulas,"
Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 67(4), pages 403-435, November.
- David E. Allen & Mohammad A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Tinbergen Institute Discussion Papers 13-022/III, Tinbergen Institute.
- David E Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J Powell & Abhay K Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," KIER Working Papers 843, Kyoto University, Institute of Economic Research.
- David Allen & Mohammad.A. Ashraf & Michael McAleer & Robert J. Powell & Abhay K. Singh, 2013. "Financial Dependence Analysis: Applications of Vine Copulae," Documentos de Trabajo del ICAE 2013-05, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Brechmann, Eike & Czado, Claudia & Paterlini, Sandra, 2014. "Flexible dependence modeling of operational risk losses and its impact on total capital requirements," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 271-285.
- Saeed Aldahmani & Othmane Kortbi & Mhamed Mesfioui, 2024. "Copula-Based Regression with Mixed Covariates," Mathematics, MDPI, vol. 12(22), pages 1-15, November.
- Li, Haihe & Wang, Pan & Huang, Xiaoyu & Zhang, Zheng & Zhou, Changcong & Yue, Zhufeng, 2021. "Vine copula-based parametric sensitivity analysis of failure probability-based importance measure in the presence of multidimensional dependencies," Reliability Engineering and System Safety, Elsevier, vol. 215(C).
- Koliai, Lyes, 2016. "Extreme risk modeling: An EVT–pair-copulas approach for financial stress tests," Journal of Banking & Finance, Elsevier, vol. 70(C), pages 1-22.
- Xu, Qifa & Fan, Zhenhua & Jia, Weiyin & Jiang, Cuixia, 2020. "Fault detection of wind turbines via multivariate process monitoring based on vine copulas," Renewable Energy, Elsevier, vol. 161(C), pages 939-955.
- Stavrakoudis, Athanassios & Panagiotou, Dimitrios, 2016. "Price dependence and asymmetric responses between coffee varieties," Agricultural Economics Review, Greek Association of Agricultural Economists, vol. 17(2), June.
- Chemkha, Rahma & BenSaïda, Ahmed & Ghorbel, Ahmed, 2021. "Connectedness between cryptocurrencies and foreign exchange markets: Implication for risk management," Journal of Multinational Financial Management, Elsevier, vol. 59(C).
- Rémillard, Bruno & Nasri, Bouchra & Bouezmarni, Taoufik, 2017. "On copula-based conditional quantile estimators," Statistics & Probability Letters, Elsevier, vol. 128(C), pages 14-20.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2017.
"Risk Measurement and Risk Modelling Using Applications of Vine Copulas,"
Sustainability, MDPI, vol. 9(10), pages 1-34, September.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling Using Applications of Vine Copulas," Working Papers in Economics 14/12, University of Canterbury, Department of Economics and Finance.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and Risk Modelling using Applications of Vine Copulas," Tinbergen Institute Discussion Papers 14-054/III, Tinbergen Institute.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2014. "Risk Measurement and risk modelling using applications of Vine Copulas," Documentos de Trabajo del ICAE 2014-09, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Kimia Naderi & Mahnoosh Moghaddasi & Ashkan shokri, 2022. "Drought Occurrence Probability Analysis Using Multivariate Standardized Drought Index and Copula Function Under Climate Change," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 36(8), pages 2865-2888, June.
- Brechmann Eike Christain & Czado Claudia, 2013. "Risk management with high-dimensional vine copulas: An analysis of the Euro Stoxx 50," Statistics & Risk Modeling, De Gruyter, vol. 30(4), pages 307-342, December.
- Zhikai Peng & Jinchuan Ke, 2022. "Spillover Effect of the Interaction between Fintech and the Real Economy Based on Tail Risk Dependent Structure Analysis," Sustainability, MDPI, vol. 14(13), pages 1-22, June.
- Tepegjozova Marija & Zhou Jing & Claeskens Gerda & Czado Claudia, 2022. "Nonparametric C- and D-vine-based quantile regression," Dependence Modeling, De Gruyter, vol. 10(1), pages 1-21, January.
- Seyyed Ali Zeytoon Nejad Moosavian & Barry K. Goodwin, 2021.
"Flexible modelling of multivariate risks in pricing margin protection insurance: modelling portfolio risks with mixtures of mixtures,"
Applied Economics, Taylor & Francis Journals, vol. 53(4), pages 411-440, January.
- Zeytoon Nejad Moosavian, Seyyed Ali, 2017. "Flexible Modeling of Multivariate Risks in Pricing Margin Protection Insurance: Modeling Portfolio Risks with Mixtures of Mixtures," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 258104, Agricultural and Applied Economics Association.
- Sifat, Imtiaz & Ghafoor, Abdul & Ah Mand, Abdollah, 2021. "The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
More about this item
Keywords
Dry spells; ENSO; Hotspot; Precipitation; Rotated copula; Wildfire;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:nathaz:v:113:y:2022:i:2:d:10.1007_s11069-022-05346-3. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.