Several studies have indicated that the social, economic and other impacts of global warming can be linked with changes in frequency intensity extreme weather/climate events. Developing countries, particularly African region, are highly affected by events such as high temperature, usually followed/accompanied drought. Therefore, studying probability occurrence return period temperatures, possib...

With the rapid urbanization, waterlogging losses caused by rainstorm are becoming increasingly severe. In order to reveal correlations between characteristic elements, and make calculation of return period more reasonable objective, this study established joint distribution models elements using copula theory based on rainfall data in a Chinese megacity, Zhengzhou. Then their combined design va...

The use of extreme value theory (EVT) is usually aimed at quantifying the asymptotic behaviour quantiles. generalised Pareto distribution (GPD) with peaks-over-threshold (POT) approach applied to bootstrap uncertainty intervals for return periods daily electricity consumption in South Africa. leeway extremes on studied here impetus behind this study. To examine effect a time-based and non-stati...

We derive a model in which a standard international capital asset pricing model (ICAPM) is nested within an ICAPM with market imperfections. In the latter model an idiosyncratic stochastic factor affects the return of risky government bonds (over a risk-free rate) on top of the systematic component that is common to all countries (and that is interacted with a time-varying idiosyncratic “beta”)...

stock return is usually considered to be affected by firm’s financial ratios as well as economic variables. fundamental method assume that stock returns is not solely related to the stock market. most result come from the company condition , industry situation and whole economy. in this paper, this relationship between stock return and fundamentals is studied using the data for 22 pharmaceutica...

One of the main concerns of investors is the evaluation of the return on investment, which is conducted using various models such as the CAPM (single-factor model), Fama-French three/five-factor models, and Roy and Shijin’s six-factor model and other models known as multi-factor models. Despite the widespread use of these models, their major drawbacks include sensitivity to unexpected changes, ...