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COPULA-BASED STATISTICAL MODELLING OF SYNOPTIC-SCALE CLIMATE INDICES FOR QUANTIFYING AND MANAGING AGRICULTURAL RISKS IN AUSTRALIA

Part of: Multivariate analysis Artificial intelligence (68Txx) Applications

Published online by Cambridge University Press:  25 November 2019

THONG NGUYEN-HUY Open the ORCID record for THONG NGUYEN-HUY [Opens in a new window]
THONG NGUYEN-HUY*
Affiliation:
Centre for Applied Climate Sciences, University of Southern Queensland, Toowoomba, Queensland 4350, Australia email [email protected]
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Abstract

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Keywords

multivariate analysiscopulaclimateagricultural riskinsurance

MSC classification

Primary: 62H12: Estimation
Secondary: 62P05: Applications to actuarial sciences and financial mathematics 62P12: Applications to environmental and related topics 68T10: Pattern recognition, speech recognition
Type
Abstracts of Australasian PhD Theses
Information
Bulletin of the Australian Mathematical Society , Volume 101 , Issue 1 , February 2020 , pp. 166 - 169
Copyright
© 2019 Australian Mathematical Publishing Association Inc. 

Footnotes

Thesis submitted to the University of Southern Queensland in August 2018; degree approved on 11 February 2019; principal supervisor Ravinesh Deo, associate supervisors Shahbaz Mushtaq and Shahjahan Khan.

References

Nguyen-Huy, T., Deo, R. C., An-Vo, D., Mushtaq, S. and Khan, S., ‘Copula-statistical precipitation forecasting model in Australia’s agro-ecological zones’, Agric. Water Manag. 191 (2017), 153–172.10.1016/j.agwat.2017.06.010Google Scholar
Nguyen-Huy, T., Deo, R. C., Mushtaq, S., An-Vo, D. and Khan, S., ‘Modeling the joint influence of multiple synoptic-scale, climate mode indices on Australian wheat yield using a vine copula-based approach’, Eur. J. Agron. 98 (2018), 65–81.10.1016/j.eja.2018.05.006Google Scholar
Nguyen-Huy, T., Deo, R. C., Mushtaq, S., Kath, J. and Khan, S., ‘Copula-based agricultural conditional value-at-risk modelling for geographical diversifications in wheat farming portfolio management’, Weather Clim. Extremes 21 (2018), 76–89.10.1016/j.wace.2018.07.002Google Scholar
Nguyen-Huy, T., Deo, R. C., Mushtaq, S., Kath, J. and Khan, S., ‘Copula statistical models for analyzing stochastic dependencies of systemic drought risk and potential adaptation strategies’, Stoch. Environ. Res. Risk Assess. 33 (2019), 779–799.10.1007/s00477-019-01662-6Google Scholar