A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas

Extreme cold weather events, such as the winter of 1962/63, the third coldest winter ever recorded in the Central England Temperature record, or more recently the winter of 2010/11, have significant consequences for the society and economy. This paper assesses the probability of such extreme cold we...

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Published in:Natural Hazards and Earth System Sciences
Main Author: Koumoutsaris, Symeon
Format: Text
Language:English
Published: 2019
Subjects:
Online Access:https://doi.org/10.5194/nhess-19-489-2019
https://nhess.copernicus.org/articles/19/489/2019/
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spelling ftcopernicus:oai:publications.copernicus.org:nhess62908 2023-05-15T17:32:05+02:00 A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas Koumoutsaris, Symeon 2019-03-13 application/pdf https://doi.org/10.5194/nhess-19-489-2019 https://nhess.copernicus.org/articles/19/489/2019/ eng eng doi:10.5194/nhess-19-489-2019 https://nhess.copernicus.org/articles/19/489/2019/ eISSN: 1684-9981 Text 2019 ftcopernicus https://doi.org/10.5194/nhess-19-489-2019 2020-07-20T16:22:54Z Extreme cold weather events, such as the winter of 1962/63, the third coldest winter ever recorded in the Central England Temperature record, or more recently the winter of 2010/11, have significant consequences for the society and economy. This paper assesses the probability of such extreme cold weather across the United Kingdom (UK), as part of a probabilistic catastrophe model for insured losses caused by the bursting of pipes. A statistical model is developed in order to model the extremes of the Air Freezing Index (AFI), which is a common measure of the magnitude and duration of freezing temperatures. A novel approach in the modelling of the spatial dependence of the hazard has been followed which takes advantage of the vine copula methodology. The method allows complex dependencies to be modelled, especially between the tails of the AFI distributions, which is important to assess the extreme behaviour of such events. The influence of the North Atlantic Oscillation and of anthropogenic climate change on the frequency of UK cold winters has also been taken into account. According to the model, the occurrence of extreme cold events, such as the 1962/63 winter, has decreased approximately 2 times during the course of the 20th century as a result of anthropogenic climate change. Furthermore, the model predicts that such an event is expected to become more uncommon, about 2 times less frequent, by the year 2030. Extreme cold spells in the UK have been found to be heavily modulated by the North Atlantic Oscillation (NAO) as well. A cold event is estimated to be ≈3 –4 times more likely to occur during its negative phase than its positive phase. However, considerable uncertainty exists in these results, owing mainly to the short record length and the large interannual variability of the AFI. Text North Atlantic North Atlantic oscillation Copernicus Publications: E-Journals Natural Hazards and Earth System Sciences 19 3 489 506
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collection Copernicus Publications: E-Journals
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language English
description Extreme cold weather events, such as the winter of 1962/63, the third coldest winter ever recorded in the Central England Temperature record, or more recently the winter of 2010/11, have significant consequences for the society and economy. This paper assesses the probability of such extreme cold weather across the United Kingdom (UK), as part of a probabilistic catastrophe model for insured losses caused by the bursting of pipes. A statistical model is developed in order to model the extremes of the Air Freezing Index (AFI), which is a common measure of the magnitude and duration of freezing temperatures. A novel approach in the modelling of the spatial dependence of the hazard has been followed which takes advantage of the vine copula methodology. The method allows complex dependencies to be modelled, especially between the tails of the AFI distributions, which is important to assess the extreme behaviour of such events. The influence of the North Atlantic Oscillation and of anthropogenic climate change on the frequency of UK cold winters has also been taken into account. According to the model, the occurrence of extreme cold events, such as the 1962/63 winter, has decreased approximately 2 times during the course of the 20th century as a result of anthropogenic climate change. Furthermore, the model predicts that such an event is expected to become more uncommon, about 2 times less frequent, by the year 2030. Extreme cold spells in the UK have been found to be heavily modulated by the North Atlantic Oscillation (NAO) as well. A cold event is estimated to be ≈3 –4 times more likely to occur during its negative phase than its positive phase. However, considerable uncertainty exists in these results, owing mainly to the short record length and the large interannual variability of the AFI.
format Text
author Koumoutsaris, Symeon
spellingShingle Koumoutsaris, Symeon
A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
author_facet Koumoutsaris, Symeon
author_sort Koumoutsaris, Symeon
title A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
title_short A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
title_full A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
title_fullStr A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
title_full_unstemmed A hazard model of sub-freezing temperatures in the United Kingdom using vine copulas
title_sort hazard model of sub-freezing temperatures in the united kingdom using vine copulas
publishDate 2019
url https://doi.org/10.5194/nhess-19-489-2019
https://nhess.copernicus.org/articles/19/489/2019/
genre North Atlantic
North Atlantic oscillation
genre_facet North Atlantic
North Atlantic oscillation
op_source eISSN: 1684-9981
op_relation doi:10.5194/nhess-19-489-2019
https://nhess.copernicus.org/articles/19/489/2019/
op_doi https://doi.org/10.5194/nhess-19-489-2019
container_title Natural Hazards and Earth System Sciences
container_volume 19
container_issue 3
container_start_page 489
op_container_end_page 506
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