Skip to main content
Log in

Copula-based risk evaluation of hydrological droughts in the East River basin, China

  • Original Paper
  • Published:
Stochastic Environmental Research and Risk Assessment Aims and scope Submit manuscript


Probabilistic characteristics of hydrological droughts in a basin are closely related to the variability and availability of water resources of the basin. The East River basin in China is the main source for water supply for mega cities in the Pearl River Delta and cities in the vicinity of the Delta, such as Hong Kong. The water supply is subject to the vagaries of weather and water resources in the basin exhibit probabilistic characteristics. Using daily streamflow data for a period of 1975–2009 from 4 hydrological stations in the East River basin, this study attempts to determine probabilistic characteristics of hydrological droughts using copula functions. The bivariate quantile curves of the secondary return periods for hydrological drought of all the hydrological stations have been built and the results a higher risk of hydrological droughts in the upper East River basin. Furthermore, water resources should be managed by considering the entire East River basin in order to sustain the regional socio-economic development, and the extreme value copula has been used to describe the extreme drought events in the East River basin.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Subscribe and save

Springer+ Basic
EUR 32.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or Ebook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2
Fig. 3
Fig. 4
Fig. 5
Fig. 6
Fig. 7
Fig. 8

Similar content being viewed by others


  • American Meteorological Society (AMS) (2004) AMS statement on meteorological drought. Bulletin of the American Meteorological Society, vol 85, pp 771–773

  • Cancelliere A, Salas DJ (2010) Drought probabilities and return period for annual streamflow series. J Hydrol 391:77–89

    Article  Google Scholar 

  • Chen YD, Zhang Q, Lu XX, Zhang SR, Zhang ZX (2011) Precipitation variability (1956–2002) in the Dongjiang River (Zhujiang River basin, China) and associated large-scale circulation. Quat Int 244:130–137

    Article  Google Scholar 

  • Edward RC, Richard S, Mark AC, David WS (2007) North American drought: reconstructions, causes, and consequences. Earth Sci Rev 81:93–134

    Article  Google Scholar 

  • Falk M, Reiss RD (2005) On pickands coordinates in arbitrary dimensions. J Multivar Anal 92(2):426–453

    Article  Google Scholar 

  • Fleig AK, Tallaksen LM, Hisdal H, Demuth S (2006) A global evaluation of streamflow drought characteristics. Hydrol Earth Syst Sci 10(4):535–552

    Article  Google Scholar 

  • Genest C, Rivest LP (1993) Statistical inference procedures for bivariate Archimedean copulas. J Am Stat Assoc 88(423):1034–1043

    Article  Google Scholar 

  • Genest C, Segers J (2009) Rank-based inference for bivariate extreme-value copulas. Ann Stat 37(5):2990–3022

    Article  Google Scholar 

  • Genest C, Kojadinovic I, Nešlehová J, Yan J (2011) A goodness-of-fit test for bivariate extreme-value copulas. Bernoulli 17(1):253–275

    Article  Google Scholar 

  • Kao S-C, Govindaraju R (2008) Trivariate statistical analysis of extreme rainfall events via the Plackett family of copulas. Water Resour Res 44:W02415

    Article  Google Scholar 

  • Kao S-C, Govindaraju SR (2010) A copula-based joint deficit index for droughts. J Hydrol 380:121–134

    Article  Google Scholar 

  • Kim DH, Yoo C, King TW (2011) Application of spatial EOF and multivariate time series model for evaluating agricultural drought vulnerability in Korea. Adv Water Resour 34:340–350

    Article  Google Scholar 

  • Madsen H, Rosbjerg D (1995) On the modelling of extreme droughts. IAHS Publ Ser Proc Reports-Intern Assoc Hydrol Sci 231:377–386

    Google Scholar 

  • Mishra KA, Singh PV (2010) A review of drought concepts. J Hydrol 391:202–216

    Article  Google Scholar 

  • Nelsen RB (2006) An introduction to copulas. Springer, Berlin

    Google Scholar 

  • Pickands J (1981) Multivariate extreme value distributions. Bull Int Stat Inst 49:859–878

    Google Scholar 

  • Plackett RL (1965) A class of bivariate distributions. J Am Stat Assoc 60(310):516–522

    Article  Google Scholar 

  • Salvadore G, De Michele C, Kottegoda NT, Rosso R (2007) Extremes in nature: an approach using copulas. Springer, Berlin

    Google Scholar 

  • Salvadori G, De Michele C (2004) Frequency analysis via copulas: theoretical aspects and applications to hydrological events. Water Resour Res 40(12):W12511

    Article  Google Scholar 

  • Salvadori G, De Michele C (2011) Estimating strategies for multiparameter multivariate extreme value copulas. Hydrol Earth Syst Sci 15(1):141–150

    Article  Google Scholar 

  • Serinaldi F, Bonaccorso B, Cancelliere A, Grimaldi S (2009) Probabilistic characterization of drought properties through copulas. Phys Chem Earth 34:596–605

    Article  Google Scholar 

  • Shiau J (2006) Fitting drought duration and severity with two-dimensional copulas. Water Resour Manage 20(5):795–815

    Article  Google Scholar 

  • Sklar A (1959) Fonctions de répartition àn dimensions et leurs marges. Publ. Inst. Stat. Univ. Paris, Paris, France, pp 229–231

  • Song S, Singh VP (2010) Meta-elliptical copulas for drought frequency analysis of periodic hydrologic data. Stoch Environ Res Risk Assess 24(3):425–444

    Article  Google Scholar 

  • Tallaksen LM, Madsen H, Clausen B (1997) On the definition and modelling of streamflow drought duration and deficit volume. Hydrol Sci J 42(1):15–33

    Article  Google Scholar 

  • Wilhite DA (2000) Drought as a natural hazard: concepts and definitions. In: Wilhite DA (ed) Drought: a global assessment. Routledge, London, pp 3–18

    Google Scholar 

  • Wilhite DA, Glantz MH (1985) Understanding the drought phenomenon: the role of definitions. Water Int 10:111–120

    Article  Google Scholar 

  • Yevjevich V (1967) Objective approach to definitions and investigations of continental hydrologic droughts. Hydrology paper 23, Colorado State Uiversity, Fort Collins

  • Zelenhasic E, Salvai A (1987) A method of streamflow drought analysis. Water Resour Res 23(1):156–168

    Article  Google Scholar 

  • Zhang L, Singh VP (2007) Bivariate rainfall frequency distributions using Archimedean copulas. J Hydrol 332(1–2):93–109

    Article  Google Scholar 

  • Zhang Q, Xu C-Y, Zhang Z (2009a) Observed changes of drought/wetness episodes in the Pearl River basin, China, using the standardized precipitation index and aridity index. Theor Appl Climatol 98(1):89–99

    Article  Google Scholar 

  • Zhang Q, Xu C-Y, Yu Z, Liu C-L, Chen YQ (2009b) Multifractal analysis of streamflow records of the East River basin (Pearl River), China. Phys A 388:927–934

    Article  Google Scholar 

  • Zhang Q, Singh VP, Li JF, Chen XH (2011) Analysis of the periods of maximum consecutive wet days in China. J Geophys Res. doi:10.1029/2011JD016088

  • Zhang Q, Zhang W, Lu X, Chen YD (2012) Landfalling tropical cyclones activities in the south China: intensifying or weakening? Int J Climatol. doi:10.1002/joc.2396

  • Zhou Y, Zhang Q, Li K, Chen X (2012) Hydrological effects of water reservoirs on hydrological processes: complexity evaluations based on the multi-scale entropy analysis. Hydrol Process. doi:10.1002/hyp.8406

  • Zolina O, Kapala A, Simmer C, Gulev SK (2004) Analysis of extreme precipitation over Europe from different reanalysis: a comparative assessment. Global Planet Change 44:129–161

    Article  Google Scholar 

Download references


This work is financially supported by The National Natural Science Foundation of China (Grant No.: 41071020; 50839005), Program for New Century Excellent Talents in University (NCET), a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. CUHK405308) and by the Geographical Modeling and Geocomputation Program under the Focused Investment Scheme (1902042) of the Chinese University of Hong Kong. Our cordial gratitude should be owed to the editor-in-chief, Prof. Dr. George Christakos, and two anonymous reviewers for their pertinent and professional comments and suggestions which greatly help to improve the quality of this manuscript.

Author information

Authors and Affiliations


Corresponding author

Correspondence to Qiang Zhang.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Zhang, Q., Xiao, M., Singh, V.P. et al. Copula-based risk evaluation of hydrological droughts in the East River basin, China. Stoch Environ Res Risk Assess 27, 1397–1406 (2013).

Download citation

  • Published:

  • Issue Date:

  • DOI: