Baseline Methods for the Parameter Estimation of the Generalized Pareto Distribution by Jacinto Martín, María Isabel Parra, Mario Martínez Pizarro, Eva López Sanjuán

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Entropic Approach to Multiscale Clustering Analysis by Antonio Insolia, Manlio De Domenico

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Nonstationary Extreme Value Analysis of Nearshore Sea-State Parameters under the Effects of Climate Change: Application to the Greek Coastal Zone and Port Structures by Panagiota Galiatsatou, Christos Makris, Yannis Krestenitis, Panagiotis Prinos

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Open Set Recognition With Dissimilarity Weight for Unknown Attack Detection by Gun-Yoon Shin, Dong-Wook Kim, Myung-Mook Han

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Value at Risk and Expected Shortfall Estimation for Mexico’s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches by Raúl De Jesús Gutiérrez, Lidia E. Carvajal Gutiérrez, Oswaldo Garcia Salgado

Subjects: “…Crude Oil, Conditional Extreme Value Theory, Value at Risk and Expected Shortfall, Mexico’s Isthmus Oil…”
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Persistent anomalies of the North Atlantic jet stream and associated surface extremes over Europe by Vera Melinda Galfi, Gabriele Messori

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Pricing Multi-Event-Triggered Catastrophe Bonds Based on a Copula–POT Model by Yifan Tang, Conghua Wen, Chengxiu Ling, Yuqing Zhang

Subjects: “…extreme value theory…”
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Forecasting Uncertainty Intervals for Return Period of Extreme Daily Electricity Consumption by Katleho Makatjane

Subjects: “…Bayesian; Extreme Value Theory; Generalised Pareto Distribution; Markov-chain-Monte-Carlo; Peaks-Over-Threshold.…”
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Extreme tails behavior in Asian currency markets by Sumaira Zia, Arshad Hassan, Ayesha Zia

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Extremal Analysis of Flooding Risk and Its Catastrophe Bond Pricing by Jiayi Li, Zhiyan Cai, Yixuan Liu, Chengxiu Ling

Subjects: “…extreme value theory…”
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Modelling of Extremely High Rainfall in Limpopo Province of South Africa by Thendo Sikhwari, Nthaduleni Nethengwe, Caston Sigauke, Hector Chikoore

Subjects: “…extreme value theory…”
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A risk-based forecast of extreme mortality events in small cetaceans: Assessing trends and changes over time by Matthieu Authier, Colin Bouchard, Cécile Dars, Jérôme Spitz

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Impacts of Max-Stable Process Areal Exceedance Calculations to Study Area Sampling Density, Surface Network Precipitation Gage Extent and Density, and Model Fitting Method by Brian Skahill, Cole Haden Smith, Brook T. Russell, John F. England

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Modelling of the Risk of Budget Variances of Cost Energy Consumption Using Probabilistic Quantification by Łukasz Kuźmiński, Zdzisław Kes, Veselin Draskovic, Andrzej Gawlik, Marcin Rabe, Katarzyna Widera, Agnieszka Łopatka, Maciej Śniegowski

Subjects: “…extreme value theory…”
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Functional data analysis for extreme data by Mohamad Adnan, Noor Izyan, Adam, Mohd. Bakri, Ishak, Mohd. Yusoff, Ibrahim, Noor Akma, Azmai, Mohammad Noor Amal

Subjects: “…Functional data analysis; Extreme values theory; Fourier series; Generalize cross-validation…”
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Wavelet based Filtered historical simulation in different time horizons in Tehran Stock Exchange by Javad Shekarkhah, Meysam Amiri, vahid vaisizadeh

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A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro by Cerović Julija, Lipovina-Božović Milena, Vujošević Saša

Subjects: “…extreme value theory…”
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Amplification of flood frequencies with local sea level rise and emerging flood regimes by Maya K Buchanan, Michael Oppenheimer, Robert E Kopp

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On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures by Zhengjun Zhang

Subjects: “…extreme value theory…”
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Bayes Inference of Structural Safety under Extreme Wind Loads Based upon a Peak-Over-Threshold Process of Exceedances by Elio Chiodo, Fabio De Angelis, Bassel Diban, Giovanni Mazzanti

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