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Modelling extreme risks for green bond and clean energy
Value at Risk and Expected Shortfall are two traditional tools used to measure extreme risk in financial markets. However, there is little research...
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Spatiotemporal simulation of annual precipitation in the Urmia Lake basin
Precipitation prediction is one of the most effective management aspects for rehabilitating dried water resources such as Urmia Lake, Iran. This...
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The dynamic causality in sporadic bursts between CO2 emission allowance prices and clean energy index
This study examines the dynamic causality between the carbon emission market and the clean energy market, using an information flow-based,...
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Systemic lupus Erythematosus and geomagnetic disturbances: a time series analysis
BackgroundTo examine the influence of solar cycle and geomagnetic effects on SLE disease activity.
MethodsThe data used for the analysis consisted...
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CO2 price effects on the electricity market and greenhouse gas emissions levels: an application to the Spanish market
This research proposes an empirical method to estimate the impact on the wholesale electricity market of an increase in the price of CO 2 emission...
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A Stochastic Model for Ice Core Time Series
Ice cores provide a proxy for climatic records over a period of nearly half a million years, and are a valuable source of information about past...
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Alternating Effects of Climate Drivers on Altamaha River Discharge to Coastal Georgia, USA
Freshwater delivery is an important factor determining estuarine character and health and may be influenced by large-scale climate oscillations....
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Introduction to Hydrology
Hydrology deals with the occurrence, movement, and storage of water in the earth system. Hydrologic science comprises understanding...
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Assessment of Drought Risk in Water Supply Systems
The present chapter introduces concepts and methods related to risk and risk assessment of water shortages due to drought in water supply systems....
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Environmental factors associated with long-term changes in chlorophyll concentration in the Sacramento-San Joaquin delta and Suisun Bay, California
Long-term changes in chlorophyll concentration were predicted from environmental variables using Box-Jenkins transfer function models for the...
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Multivariate contemporaneous ARMA model with hydrological applications
In order to allow contemporaneous autoregressive moving average (CARMA) models to be properly applied to hydrological time series, important...
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Stochastic models in hydrology
A stochastic approach to the analysis of hydrologic processes is defined along with a discussion of causes of tendency, periodicity and stochasticity...