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  <front>
    <journal-meta><journal-id journal-id-type="publisher">HESS</journal-id><journal-title-group>
    <journal-title>Hydrology and Earth System Sciences</journal-title>
    <abbrev-journal-title abbrev-type="publisher">HESS</abbrev-journal-title><abbrev-journal-title abbrev-type="nlm-ta">Hydrol. Earth Syst. Sci.</abbrev-journal-title>
  </journal-title-group><issn pub-type="epub">1607-7938</issn><publisher>
    <publisher-name>Copernicus Publications</publisher-name>
    <publisher-loc>Göttingen, Germany</publisher-loc>
  </publisher></journal-meta>
    <article-meta>
      <article-id pub-id-type="doi">10.5194/hess-27-2479-2023</article-id><title-group><article-title>Floods and droughts: a multivariate perspective</article-title><alt-title>Multivariate hydrological extremes</alt-title>
      </title-group><?xmltex \runningtitle{Multivariate hydrological extremes}?><?xmltex \runningauthor{M.~I.~Brunner}?>
      <contrib-group>
        <contrib contrib-type="author" corresp="yes" rid="aff1 aff2 aff3 aff4">
          <name><surname>Brunner</surname><given-names>Manuela Irene</given-names></name>
          
        <ext-link>https://orcid.org/0000-0001-8824-877X</ext-link></contrib>
        <aff id="aff1"><label>1</label><institution>WSL Institute for Snow and Avalanche Research SLF, Davos Dorf, Switzerland</institution>
        </aff>
        <aff id="aff2"><label>2</label><institution>Institute for Atmospheric and Climate Science, ETH Zurich, Zurich, Switzerland</institution>
        </aff>
        <aff id="aff3"><label>3</label><institution>Climate Change, Extremes and Natural Hazards in Alpine Regions Research Center CERC, Davos Dorf, Switzerland</institution>
        </aff>
        <aff id="aff4"><label>🏅</label><institution><?xmltex \bgroup\itshape?>Invited contribution by Manuela Irene Brunner, recipient of the Division Outstanding Early Career Scientist Award 2022.<?xmltex \egroup?></institution>
        </aff>
      </contrib-group>
      <author-notes><corresp id="corr1">Manuela I. Brunner (manuela.brunner@slf.ch)</corresp></author-notes><pub-date><day>10</day><month>July</month><year>2023</year></pub-date>
      
      <volume>27</volume>
      <issue>13</issue>
      <fpage>2479</fpage><lpage>2497</lpage>
      <history>
        <date date-type="received"><day>16</day><month>January</month><year>2023</year></date>
           <date date-type="rev-request"><day>19</day><month>January</month><year>2023</year></date>
           <date date-type="rev-recd"><day>6</day><month>June</month><year>2023</year></date>
           <date date-type="accepted"><day>8</day><month>June</month><year>2023</year></date>
      </history>
      <permissions>
        <copyright-statement>Copyright: © 2023 Manuela Irene Brunner</copyright-statement>
        <copyright-year>2023</copyright-year>
      <license license-type="open-access"><license-p>This work is licensed under the Creative Commons Attribution 4.0 International License. To view a copy of this licence, visit <ext-link ext-link-type="uri" xlink:href="https://creativecommons.org/licenses/by/4.0/">https://creativecommons.org/licenses/by/4.0/</ext-link></license-p></license></permissions><self-uri xlink:href="https://hess.copernicus.org/articles/27/2479/2023/hess-27-2479-2023.html">This article is available from https://hess.copernicus.org/articles/27/2479/2023/hess-27-2479-2023.html</self-uri><self-uri xlink:href="https://hess.copernicus.org/articles/27/2479/2023/hess-27-2479-2023.pdf">The full text article is available as a PDF file from https://hess.copernicus.org/articles/27/2479/2023/hess-27-2479-2023.pdf</self-uri>
      <abstract><title>Abstract</title>

      <p id="d1e103">Multivariate or compound hydrological-extreme events such as successive floods, large-scale droughts, or consecutive drought-to-flood events challenge water management and can be particularly impactful. Still, the multivariate nature of floods and droughts is often ignored by studying individual characteristics only, which can lead to the under- or overestimation of risk. Studying multivariate extremes is challenging because of variable dependencies and because they are even less abundant in observational records than univariate extremes. In this review, I discuss different types of multivariate hydrological extremes and their dependencies, including regional extremes affecting multiple locations, such as spatially connected flood events; consecutive extremes occurring in close temporal succession, such as successive droughts; extremes characterized by multiple characteristics, such as floods with jointly high peak discharge and flood volume; and transitions between different types of extremes, such as drought-to-flood transitions. I present different strategies to describe and model multivariate extremes and to assess their hazard potential, including descriptors of multivariate extremes, multivariate distributions and return periods, and stochastic and large-ensemble simulation approaches. The strategies discussed enable a multivariate perspective on hydrological extremes, which allows us to derive risk estimates for extreme events described by more than one variable.</p>
  </abstract>
    
<funding-group>
<award-group id="gs1">
<funding-source>Deutsche Forschungsgemeinschaft</funding-source>
<award-id>2100371301</award-id>
</award-group>
<award-group id="gs2">
<funding-source>Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung</funding-source>
<award-id>PZ00P2-201818</award-id>
</award-group>
</funding-group>
</article-meta>
  </front>
<body>
      

      <?xmltex \hack{\newpage}?>
<sec id="Ch1.S1" sec-type="intro">
  <label>1</label><title>Introduction</title>
      <p id="d1e117">In July 2021, a severe and widespread flood event affected western Germany and parts of Belgium and the Netherlands, where it led to numerous fatalities and considerable damage to infrastructure <xref ref-type="bibr" rid="bib1.bibx87 bib1.bibx76" id="paren.1"/>. After such exceptional flood events, we ask the following question: how frequently do such events occur? To answer this question, one can rely on frequency analyses which establish a link between the magnitude and frequency of events. Such analyses are often performed by focusing on one variable only, i.e. by taking a univariate perspective. In the case of the Germany flood, this would be e.g. flood peaks in one individual catchment. While such a focus on one variable enables the development of suitable preparedness and adaptation measures by providing magnitude and frequency estimates of extreme events, it has the following major drawback: it neglects that extremes are often not univariate but multivariate phenomena; i.e. they affect more than one variable. To illustrate the multivariate nature of hydrologic extremes, let us again look at the 2021 flood. This flood event was extreme, not just extreme in terms of peak discharge at one location but also in terms of the flood volume generated. Furthermore, it affected not just one catchment but multiple catchments in Germany, Belgium, and the Netherlands. This example highlights that the multivariate nature of hydrological extremes can take multiple forms. In the case of peak discharge and volume, we are looking at an extreme event characterized by multiple variables, and in the case of multiple affected locations, we are looking at a regional extreme event. These different types of multivariate extremes have in common that they involve multiple<?pagebreak page2480?> interdependent variables, which requires a multivariate perspective.
In this review, I first provide an overview of different types of multivariate hydrological extremes, including regional extremes, consecutive extremes, extremes with multiple characteristics, and extreme transitions. In addition, I review the tools, measures, and descriptors available to describe these different types of extremes. Second, I present the modelling approaches available for modelling extremes in a multivariate framework, such as copula models and multivariate simulation approaches. Last, I discuss the challenges related to multivariate hydrological extremes, including the regionalization of multivariate extremes to ungauged basins and the assessment of future changes in multivariate extreme events.</p>
</sec>
<sec id="Ch1.S2">
  <label>2</label><title>Types of multivariate hydrological extremes</title>
      <p id="d1e131">The multivariate nature of hydrological-extreme events can take multiple forms (Fig. <xref ref-type="fig" rid="Ch1.F1"/>). A first type of multivariate hydrological extreme is regional extremes that affect multiple catchments at once. The 2021 flood in Germany is an example of such a regional extreme event (Fig. <xref ref-type="fig" rid="Ch1.F1"/>a). Regional extremes represent a challenge for emergency management because resources need to be distributed and shared across regions. A second type of multivariate hydrological extreme is consecutive extremes, i.e. several extreme events occurring in close temporal succession (Fig. <xref ref-type="fig" rid="Ch1.F1"/>b). An example of such a consecutive extreme event is the multi-year drought of 2018–2020, characterized by multiple dry summers over central Europe <xref ref-type="bibr" rid="bib1.bibx128" id="paren.2"/>, which severely impacted water supply and agriculture <xref ref-type="bibr" rid="bib1.bibx162" id="paren.3"/> and had severe ecological consequences such as forest die-backs <xref ref-type="bibr" rid="bib1.bibx143" id="paren.4"/>. A third type of multivariate extreme is hydrological extremes described by multiple characteristics such as flood peak and volume, as in the case of the 2021 flood event in Germany <xref ref-type="bibr" rid="bib1.bibx87" id="paren.5"/> (Fig. <xref ref-type="fig" rid="Ch1.F1"/>c). Such extremes, which affect multiple characteristics, challenge water management because hydraulic structures such as retention basins have to cope not just with high maximum loads but also with high volumes. A fourth type of multivariate hydrologic extreme is transitions from one type of extreme event to another type of extreme event, such as drought-to-flood transitions (Fig. <xref ref-type="fig" rid="Ch1.F1"/>d). An example of such a drought-to-flood transition event is the multi-year dry period in California (2011–2016) which was ended by a flood in 2017 <xref ref-type="bibr" rid="bib1.bibx163 bib1.bibx69" id="paren.6"/>. Such transition events can also challenge water management because regulation measures, which might be reasonable from the perspective of one type of extreme, may be less useful from the perspective of the other type of extreme <xref ref-type="bibr" rid="bib1.bibx179" id="paren.7"/>. In the following sections, I review the state of knowledge on these four types of multivariate hydrological extremes, i.e. regional and consecutive extremes, extremes with multiple characteristics, and extreme transitions. In addition, I summarize the methodological tools used to study these different types of multivariate hydrological-extreme events.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F1" specific-use="star"><?xmltex \currentcnt{1}?><?xmltex \def\figurename{Figure}?><label>Figure 1</label><caption><p id="d1e165">Illustration of different types of multivariate hydrological-extreme events: <bold>(a)</bold> regional extremes, <bold>(b)</bold> consecutive extremes, <bold>(c)</bold> extremes with multiple characteristics, and <bold>(d)</bold> extreme transitions.</p></caption>
        <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://hess.copernicus.org/articles/27/2479/2023/hess-27-2479-2023-f01.png"/>

      </fig>

<sec id="Ch1.S2.SS1">
  <label>2.1</label><title>Regional extremes</title>
      <p id="d1e193">Regional extremes affect multiple locations, catchments, or river basins at (almost) the same time and are also called spatially compounding extremes <xref ref-type="bibr" rid="bib1.bibx184" id="paren.8"/>. Here, we talk about regional extremes as soon as a local perspective is no longer sufficient, i.e. when floods have a larger spatial extent and more than one catchment is affected, which requires a multivariate perspective.</p>
<sec id="Ch1.S2.SS1.SSS1">
  <label>2.1.1</label><title>Regional floods</title>
      <p id="d1e206">Floods can occur simultaneously at multiple locations; i.e. flood occurrences can be spatially dependent (Fig. <xref ref-type="fig" rid="Ch1.F2"/>).</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F2" specific-use="star"><?xmltex \currentcnt{2}?><?xmltex \def\figurename{Figure}?><label>Figure 2</label><caption><p id="d1e213">Spatial flood connectedness in the United States computed over all seasons. Links indicate stations that have at least 10 flood events in common. Stations are coloured according to the mean day of flood occurrence.</p></caption>
            <?xmltex \igopts{width=341.433071pt}?><graphic xlink:href="https://hess.copernicus.org/articles/27/2479/2023/hess-27-2479-2023-f02.png"/>

          </fig>

      <p id="d1e222">Such spatial dependence can be quantified using different types of measures, including pairwise measures, such as the number of co-occurrences at a pair of catchments <xref ref-type="bibr" rid="bib1.bibx33" id="paren.9"/> or the correlation between flood magnitudes at a pair of catchments <xref ref-type="bibr" rid="bib1.bibx21" id="paren.10"/>; catchment-specific measures, such as the distance over which multiple catchments flood near synchronously <xref ref-type="bibr" rid="bib1.bibx12" id="paren.11"><named-content content-type="pre">i.e. the flood synchrony scale;</named-content></xref> and the expected proportion of sites in a catchment's vicinity that exceed their <inline-formula><mml:math id="M1" display="inline"><mml:mi>x</mml:mi></mml:math></inline-formula>th quantile during an event in which this catchment exceeds its <inline-formula><mml:math id="M2" display="inline"><mml:mi>x</mml:mi></mml:math></inline-formula>th quantile <xref ref-type="bibr" rid="bib1.bibx80" id="paren.12"><named-content content-type="pre">conditional spatial dependence;</named-content></xref>; or event-based metrics, such as flood extent <xref ref-type="bibr" rid="bib1.bibx88" id="paren.13"/> and the percentage of catchments affected by flooding within a certain region <xref ref-type="bibr" rid="bib1.bibx34" id="paren.14"/> (Table <xref ref-type="table" rid="Ch1.T1"/>).</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T1" specific-use="star"><?xmltex \currentcnt{1}?><label>Table 1</label><caption><p id="d1e268">Metrics used to describe regional floods and droughts.</p></caption><oasis:table frame="topbot"><?xmltex \begin{scaleboxenv}{.95}[.95]?><oasis:tgroup cols="4">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:colspec colnum="3" colname="col3" align="left"/>
     <oasis:colspec colnum="4" colname="col4" align="left"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Metric</oasis:entry>
         <oasis:entry colname="col2">Description</oasis:entry>
         <oasis:entry colname="col3">References</oasis:entry>
         <oasis:entry colname="col4">Application</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Areal coverage</oasis:entry>
         <oasis:entry colname="col2">Percentage of area or catchments under extreme</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx134" id="text.15"/>, <xref ref-type="bibr" rid="bib1.bibx68" id="text.16"/>,</oasis:entry>
         <oasis:entry colname="col4">Droughts</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">conditions</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx67" id="text.17"/>, <xref ref-type="bibr" rid="bib1.bibx36" id="text.18"/></oasis:entry>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Spatial extent</oasis:entry>
         <oasis:entry colname="col2">Area under extreme conditions derived from gridded</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx88" id="text.19"/>, <xref ref-type="bibr" rid="bib1.bibx135" id="text.20"/></oasis:entry>
         <oasis:entry colname="col4">Floods and</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">data</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4">droughts</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Conditional spatial</oasis:entry>
         <oasis:entry colname="col2">Expected proportion of sites in the vicinity <inline-formula><mml:math id="M3" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula> of a</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx80" id="text.21"/></oasis:entry>
         <oasis:entry colname="col4">Floods</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">dependence</oasis:entry>
         <oasis:entry colname="col2">specific catchment that exceed their <inline-formula><mml:math id="M4" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula>th quantile</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">during an event in which this catchment exceeds its</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"><inline-formula><mml:math id="M5" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula>th quantile</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Synchrony scale</oasis:entry>
         <oasis:entry colname="col2">Distance over which multiple rivers flood near</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx12" id="text.22"/></oasis:entry>
         <oasis:entry colname="col4">Floods</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">synchronously</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Length scale</oasis:entry>
         <oasis:entry colname="col2">Range of semi-variogram</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx170" id="text.23"/></oasis:entry>
         <oasis:entry colname="col4">Extreme</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"/>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4">precipitation</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Connectedness</oasis:entry>
         <oasis:entry colname="col2">Network degree, i.e. number of catchments a</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx33" id="text.24"/>,</oasis:entry>
         <oasis:entry colname="col4">Floods and</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">catchment has co-experienced extreme events with</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx21" id="text.25"/></oasis:entry>
         <oasis:entry colname="col4">low flows</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Probability of regional</oasis:entry>
         <oasis:entry colname="col2">Probability that a certain percentage of catchments</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx34" id="text.26"/></oasis:entry>
         <oasis:entry colname="col4">Floods</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">extremes</oasis:entry>
         <oasis:entry colname="col2">within a region is jointly under extreme conditions</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Severity–area–frequency</oasis:entry>
         <oasis:entry colname="col2">Relationship of specific severity (deficit) and  area</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx71" id="text.27"/>,</oasis:entry>
         <oasis:entry colname="col4">Droughts</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">curves</oasis:entry>
         <oasis:entry colname="col2">coverage for different return periods</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx73" id="text.28"/></oasis:entry>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Severity–area–duration</oasis:entry>
         <oasis:entry colname="col2">Relationship between drought severity (deficit) and</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx3" id="text.29"/>,</oasis:entry>
         <oasis:entry colname="col4">Droughts</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">curves</oasis:entry>
         <oasis:entry colname="col2">area coverage for different drought durations</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx153" id="text.30"/></oasis:entry>
         <oasis:entry colname="col4"/>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup><?xmltex \end{scaleboxenv}?></oasis:table><?xmltex \gdef\@currentlabel{1}?></table-wrap>

      <p id="d1e632">Spatial dependence is related to flood magnitude to a certain degree. However, spatial dependence has been shown to increase or decrease with event magnitude when using different dependence measures. <xref ref-type="bibr" rid="bib1.bibx80" id="text.31"/> have shown that conditional spatial dependence is particularly severe for moderate floods and becomes weaker as events get more extreme. That is, they showed that more extreme events are more localized than moderate floods. In contrast, <xref ref-type="bibr" rid="bib1.bibx82" id="text.32"/> have shown a positive relationship between flood magnitude and extent when using the flood synchrony scale, i.e. increasing spatial scales with increasing flood magnitude. The strength of spatial dependence also depends on location and is highly variable across catchments. <xref ref-type="bibr" rid="bib1.bibx12" id="text.33"/> have shown that the distance over which multiple catchments flood near synchronously exceeds the size of individual catchments in Europe and shows strong regional variations, with larger floods occurring in lowlands than in mountain catchments.</p>
      <p id="d1e644">Regional floods are shaped by both meteorological and land surface processes; i.e. precipitation spatial dependence alone is not sufficient to explain spatial flood dependence <xref ref-type="bibr" rid="bib1.bibx33" id="paren.34"/>. Regional floods often develop when a storm meets favourable antecedent conditions, such as<?pagebreak page2481?> widespread wet soils, or when multiple catchments experience synchronous snowmelt <xref ref-type="bibr" rid="bib1.bibx18" id="paren.35"/>. Therefore, floods are more likely to be spatially connected with seasonal snowmelt contributions in mountain regions than in lowland catchments, where floods are mainly driven by precipitation <xref ref-type="bibr" rid="bib1.bibx19" id="paren.36"/>. Besides climate, spatial flood dependence is shaped by reservoir regulation, which leads to less spatially connected floods in winter compared to under unregulated conditions <xref ref-type="bibr" rid="bib1.bibx17" id="paren.37"/>.</p>
      <p id="d1e659">Regional flood characteristics change over time, but the direction of change is yet unclear. <xref ref-type="bibr" rid="bib1.bibx12" id="text.38"/> have shown historical increases in the distance over which catchments flood near synchronously for catchments in Europe. In contrast, <xref ref-type="bibr" rid="bib1.bibx136" id="text.39"/> found decreases in the synchrony of flooding between snowmelt-dominated basins because of decreases in snowmelt using simulations of future streamflow. This finding is in line with results by <xref ref-type="bibr" rid="bib1.bibx19" id="text.40"/> and <xref ref-type="bibr" rid="bib1.bibx18" id="text.41"/>, who found stronger spatial connectedness for snowmelt-influenced regions than for rainfall-driven regions.
While these studies provide first evidence for future changes of regional floods in a warming climate, the direction and magnitude of these changes need to be quantified using further targeted modelling experiments (see Sect. <xref ref-type="sec" rid="Ch1.S3.SS4"/>). The spatial dependencies between flood occurrences at multiple locations need to be considered in flood hazard assessments in order to avoid risk over- or underestimation <xref ref-type="bibr" rid="bib1.bibx106" id="paren.42"/>. Such consideration can be achieved by e.g.  computing probabilities of regional flooding <xref ref-type="bibr" rid="bib1.bibx34" id="paren.43"/>.</p>
</sec>
<sec id="Ch1.S2.SS1.SSS2">
  <label>2.1.2</label><title>Regional droughts</title>
      <p id="d1e691">Droughts are often regional phenomena; i.e. drought occurrences at different locations are dependent. Similarly to floods, such spatial drought dependence can be quantified using different types of descriptors. Using a pairwise perspective, drought dependence can be quantified by counting the number of drought co-occurrences or the number of months under concurrent drought <xref ref-type="bibr" rid="bib1.bibx21" id="paren.44"/>. Taking a regional perspective, regional droughts can be described by the number of catchments affected by drought <xref ref-type="bibr" rid="bib1.bibx167" id="paren.45"/> or by the drought extent <xref ref-type="bibr" rid="bib1.bibx67" id="paren.46"/>. The main part of the literature studying regional droughts and their extents focuses on meteorological rather than streamflow droughts <xref ref-type="bibr" rid="bib1.bibx56 bib1.bibx152 bib1.bibx122 bib1.bibx77" id="paren.47"/>. Those studies that have assessed the spatio-temporal variation in hydrological drought extents found substantial temporal variations in the number of catchments jointly affected by drought <xref ref-type="bibr" rid="bib1.bibx67 bib1.bibx36 bib1.bibx167" id="paren.48"/>.</p>
      <p id="d1e709">Spatial drought extent is driven by different hydro-meteorological conditions, including soil moisture deficits, precipitation deficits, and positive temperature anomalies. The relative importance of these different drivers varies by event and season. In winter and spring, large-scale droughts often co-occur with soil moisture and precipitation deficits, while they co-occur with positive temperature anomalies in summer <xref ref-type="bibr" rid="bib1.bibx36" id="paren.49"/>. While there exist first indications that the relationships between climatic drivers and drought extent are complex, future studies should focus on the identification of atmospheric drivers of widespread<?pagebreak page2482?> streamflow droughts, similarly to studies that assess the link between atmospheric patterns and/or climate indices and the spatial extent of meteorological droughts <xref ref-type="bibr" rid="bib1.bibx101" id="paren.50"><named-content content-type="pre">e.g.</named-content></xref>.</p>
      <p id="d1e720">Streamflow drought spatial extents have increased in the United States over time, mainly because of increases in the extent of small droughts and in temperature <xref ref-type="bibr" rid="bib1.bibx36" id="paren.51"/>. Further investigations are needed to assess whether such changes can also be observed in other climate zones such as tropical, arctic, or alpine regions. The spatial extents of streamflow droughts have not just changed in the past; they are also projected to further increase in future, as demonstrated for Great Britain using climate and hydrological model simulations <xref ref-type="bibr" rid="bib1.bibx135" id="paren.52"/>. How such changes translate to other regions remains to be assessed using modelling experiments which focus on reliably reproducing spatial streamflow drought extents.</p>
</sec>
<sec id="Ch1.S2.SS1.SSS3">
  <label>2.1.3</label><title>Descriptors of regional extremes</title>
      <p id="d1e737">A diverse range of tools can be used to quantify the spatial dependence and spatial extents of floods and droughts. These tools include areal coverage, spatial extent, conditional spatial dependence, synchrony scale, length scale, probability of regional extremes, connectedness, severity–area–frequency curves, and severity–area–duration curves (Table <xref ref-type="table" rid="Ch1.T1"/>). A first category of descriptors describes the spatial extent of extreme events at an event scale. This category comprises areal coverage, i.e. the percentage of a region or river basin under extreme conditions; spatial extent, i.e. the area under extreme conditions, usually derived from gridded data; and conditional spatial dependence, i.e. the expected proportion of sites in the vicinity of a specific catchment that exceed their <inline-formula><mml:math id="M6" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula>th quantile during an event in which this catchment exceeds its <inline-formula><mml:math id="M7" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula>th quantile. While these descriptors focus on describing individual events, a second group of descriptors summarizes the behaviour of regional extremes at a catchment scale. For example, the synchrony scale measures over which distance around a catchment multiple rivers experience flooding at the same time. A third group of metrics comprises metrics that summarize regional relationships in terms of the occurrence of extremes, e.g. through a semi-variogram or more specifically the length scale (i.e. the range of the semi-variogram) or the probability of regional extremes, i.e. the probability that a certain percentage of catchments within a region is jointly under extreme conditions. A fourth group of metrics includes pairwise measures such as connectedness determined by either the number of co-occurrences at a pair of catchments or the correlation between flood magnitudes at a pair of catchments. A last group of descriptors is frequency or duration curves, e.g. severity–area–frequency curves or severity–area–duration curves. Depending on which metric is chosen to describe regional extremes, the results of an analysis will differ. For example, change assessments may find different changes in regional extremes when looking at pairwise relationships than when focusing on the event scale.</p>
</sec>
</sec>
<?pagebreak page2483?><sec id="Ch1.S2.SS2">
  <label>2.2</label><title>Consecutive extremes</title>
      <p id="d1e766">Consecutive extremes occur in close temporal succession in the same catchment or region and are also referred to as temporally compounding extremes <xref ref-type="bibr" rid="bib1.bibx184" id="paren.53"/>. Such temporal clustering behaviour is illustrated in Fig. <xref ref-type="fig" rid="Ch1.F3"/>, which shows time series of drought occurrences for two example catchments in different hydro-climates. The first catchment shows temporal drought clustering at seasonal timescales (Fig. <xref ref-type="fig" rid="Ch1.F3"/>a), meaning that droughts are likely to occur in subsequent seasons. The second catchment shows temporal clustering at longer, i.e. multi-annual, timescales (Fig. <xref ref-type="fig" rid="Ch1.F3"/>b), meaning that the catchment is affected by droughts in regular multi-annual intervals.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F3"><?xmltex \currentcnt{3}?><?xmltex \def\figurename{Figure}?><label>Figure 3</label><caption><p id="d1e780">Temporal hydrological drought variability (droughts were defined here using a variable threshold at the 15th flow percentile): <bold>(a)</bold> temporal drought occurrence in the Riss catchment at Warthausen (Austria) and <bold>(b)</bold> temporal drought occurrence in the Little Pee Dee catchment at Galivants Ferry (United States).</p></caption>
          <?xmltex \igopts{width=236.157874pt}?><graphic xlink:href="https://hess.copernicus.org/articles/27/2479/2023/hess-27-2479-2023-f03.png"/>

        </fig>

<sec id="Ch1.S2.SS2.SSS1">
  <label>2.2.1</label><title>Consecutive floods</title>
      <p id="d1e802">Flood events cluster in time; i.e. flood-rich periods in which floods are more common alternate with flood-poor periods in which floods are rare <xref ref-type="bibr" rid="bib1.bibx176 bib1.bibx103 bib1.bibx105 bib1.bibx64 bib1.bibx95 bib1.bibx178" id="paren.54"/>. In Europe or China, for example, many catchments show temporal clustering for moderate floods at timescales of 1 year to a few years <xref ref-type="bibr" rid="bib1.bibx105 bib1.bibx64 bib1.bibx97" id="paren.55"/>. However, the strength of temporal clustering decreases substantially with timescale and with an increasing flood threshold <xref ref-type="bibr" rid="bib1.bibx97" id="paren.56"/>. The temporal flood-clustering behaviour to some degree also depends on the region. For example, catchments in the Atlantic and continental regions of Europe are more prone to temporal flood clustering than catchments in Scandinavia <xref ref-type="bibr" rid="bib1.bibx103" id="paren.57"/>.</p>
      <p id="d1e817">Flood-rich periods with temporally clustered events are related to climate. <xref ref-type="bibr" rid="bib1.bibx14" id="text.58"/> and <xref ref-type="bibr" rid="bib1.bibx16" id="text.59"/> have, for example, shown for Europe that historic flood-rich periods occurred under colder-than-normal climate conditions. Similarly, <xref ref-type="bibr" rid="bib1.bibx176" id="text.60"/>, <xref ref-type="bibr" rid="bib1.bibx64" id="text.61"/>, and <xref ref-type="bibr" rid="bib1.bibx95" id="text.62"/>  have shown for catchments in Iowa, China, and Australia, respectively, that the flood-clustering behaviour is influenced by large-scale climate indices.
The pronounced link between climate and the temporal flood-clustering behaviour suggests that future changes in temperature and oscillation patterns may lead to changes in temporal flood clustering. How the temporal flood-clustering behaviour changes across different climate zones in a warming climate still needs to be investigated using simulation-based studies. Such simulation-based studies require the development of modelling approaches that reliably represent the temporal clustering behaviour of floods.</p>
</sec>
<sec id="Ch1.S2.SS2.SSS2">
  <label>2.2.2</label><title>Consecutive droughts</title>
      <p id="d1e844">Drought events can occur successively or cluster in time as highlighted by studies looking at the occurrence of multi-year droughts and studies assessing the temporal clustering behaviour of droughts. A first body of literature provides evidence for the occurrence of multi-year droughts from both a meteorological and a hydrological perspective. The occurrence of multi-year precipitation deficits has, for example, been documented for France <xref ref-type="bibr" rid="bib1.bibx175" id="paren.63"/>, central Europe <xref ref-type="bibr" rid="bib1.bibx109" id="paren.64"/>, and the United States <xref ref-type="bibr" rid="bib1.bibx61 bib1.bibx49 bib1.bibx1 bib1.bibx5" id="paren.65"/>, and the occurrence of multi-year streamflow deficits has been documented for different parts of Europe <xref ref-type="bibr" rid="bib1.bibx119 bib1.bibx54 bib1.bibx67 bib1.bibx25" id="paren.66"/> and Chile <xref ref-type="bibr" rid="bib1.bibx2" id="paren.67"/>. A second body of literature shows that both meteorological and hydrological drought occurrences are highly variable in time, with alternations between drought-rich and drought-poor periods at multi-year <xref ref-type="bibr" rid="bib1.bibx110 bib1.bibx115 bib1.bibx183" id="paren.68"/>, decadal <xref ref-type="bibr" rid="bib1.bibx78 bib1.bibx169 bib1.bibx7" id="paren.69"/>, and multi-decadal timescales <xref ref-type="bibr" rid="bib1.bibx165" id="paren.70"/>. However, some other studies also provide contrasting evidence by showing a lack of cyclicity in precipitation deficits <xref ref-type="bibr" rid="bib1.bibx121 bib1.bibx38" id="paren.71"/>.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T2" specific-use="star"><?xmltex \currentcnt{2}?><label>Table 2</label><caption><p id="d1e878">Metrics used to describe consecutive floods and droughts.</p></caption><oasis:table frame="topbot"><?xmltex \begin{scaleboxenv}{.92}[.92]?><oasis:tgroup cols="4">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:colspec colnum="3" colname="col3" align="left"/>
     <oasis:colspec colnum="4" colname="col4" align="left"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Metric</oasis:entry>
         <oasis:entry colname="col2">Description</oasis:entry>
         <oasis:entry colname="col3">References</oasis:entry>
         <oasis:entry colname="col4">Application</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Number of consecutive</oasis:entry>
         <oasis:entry colname="col2">Count of the number of successive extreme</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx67" id="text.72"/>,</oasis:entry>
         <oasis:entry colname="col4">Droughts</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">events</oasis:entry>
         <oasis:entry colname="col2">events or years</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx25" id="text.73"/></oasis:entry>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Extreme-event transition</oasis:entry>
         <oasis:entry colname="col2">Probability of observing a subsequent extreme event</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx108" id="text.74"/></oasis:entry>
         <oasis:entry colname="col4">Droughts</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">probabilities</oasis:entry>
         <oasis:entry colname="col2">given that an extreme event has occurred in the</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">previous time unit (e.g. month)</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Hurst exponent</oasis:entry>
         <oasis:entry colname="col2">Measure of the long-term memory of a time series</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx75" id="text.75"/>, <xref ref-type="bibr" rid="bib1.bibx166" id="text.76"/>,</oasis:entry>
         <oasis:entry colname="col4">Droughts</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"/>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx116" id="text.77"/></oasis:entry>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Average power spectrum</oasis:entry>
         <oasis:entry colname="col2">Average power over all frequencies after the Fourier</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx121" id="text.78"/></oasis:entry>
         <oasis:entry colname="col4">Droughts</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">transform</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Dispersion index</oasis:entry>
         <oasis:entry colname="col2">Quantifies the departure from a homogeneous Poisson</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx177" id="text.79"/>, <xref ref-type="bibr" rid="bib1.bibx103" id="text.80"/>,</oasis:entry>
         <oasis:entry colname="col4">Floods and</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">process</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx105" id="text.81"/></oasis:entry>
         <oasis:entry colname="col4">droughts</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Ripley's <inline-formula><mml:math id="M8" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula></oasis:entry>
         <oasis:entry colname="col2">Measures the average number of extreme events in the</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx131" id="text.82"/>,<xref ref-type="bibr" rid="bib1.bibx50" id="text.83"/>,</oasis:entry>
         <oasis:entry colname="col4">Extreme</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">temporal neighbourhood of extreme events</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx171" id="text.84"/>,</oasis:entry>
         <oasis:entry colname="col4">precipitation,</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"/>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx172" id="text.85"/></oasis:entry>
         <oasis:entry colname="col4">floods, and</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"/>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4">droughts</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Kernel estimation</oasis:entry>
         <oasis:entry colname="col2">Estimates the time variation of extreme-event counts</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx42" id="text.86"/>, <xref ref-type="bibr" rid="bib1.bibx112" id="text.87"/>,</oasis:entry>
         <oasis:entry colname="col4">Floods</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">as smooth functions of time</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx105" id="text.88"/></oasis:entry>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Scan statistics</oasis:entry>
         <oasis:entry colname="col2">Maximum number of observed counts in a series of</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx97" id="text.89"/></oasis:entry>
         <oasis:entry colname="col4">Floods</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">overlapping sliding windows</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Cox regression model</oasis:entry>
         <oasis:entry colname="col2">Cox processes are Poisson processes with a randomly</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx176" id="text.90"/></oasis:entry>
         <oasis:entry colname="col4">Floods</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">varying rate of occurrence. Cox regression models</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">can be used to examine the dependence of the rate</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2">of occurrence on covariate processes.</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4"/>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup><?xmltex \end{scaleboxenv}?></oasis:table><?xmltex \gdef\@currentlabel{2}?></table-wrap>

      <p id="d1e1270"><xref ref-type="bibr" rid="bib1.bibx25" id="text.91"/> have shown that catchments experiencing multi-year droughts are mostly characterized by a rainfall-dominated flow regime, while catchments with melt-dominated flow regimes are generally not affected by multi-year droughts. In addition, <xref ref-type="bibr" rid="bib1.bibx24" id="text.92"/> have shown that the temporal clustering of hydrological droughts is substantially more pronounced than the clustering of precipitation deficits. That is, climatic drivers are insufficient to explain the temporal clustering of hydrological droughts, suggesting that additional land surface processes, such as snow storage or the absence thereof, seasonal and interannual groundwater level variations, temporal soil moisture variability, or fluctuations in glacier melt contributions, are needed to explain hydrological drought-clustering behaviour. Catchments prone to temporal hydrological drought clustering are often arid and lack substantial snow storage <xref ref-type="bibr" rid="bib1.bibx24" id="paren.93"/>. As a consequence, changes in the number of catchments showing temporal hydrological<?pagebreak page2484?> drought clustering may be expected in a warming climate because of increases in aridity and decreases in snowmelt. Similarly, multi-year droughts may become more frequent in a future climate as flow regimes transition from snow dominated to rainfall dominated <xref ref-type="bibr" rid="bib1.bibx25" id="paren.94"/>. Detailed modelling assessments are needed to show how the probability of occurrence of multi-year droughts and the temporal-clustering behaviour of droughts are going to change in the future. Such assessments require an adequate representation of temporal streamflow dependencies.</p>
</sec>
<sec id="Ch1.S2.SS2.SSS3">
  <label>2.2.3</label><title>Descriptors of consecutive extremes</title>
      <?pagebreak page2485?><p id="d1e1292">The persistence and periodic features of hydrological extreme events have been documented using a range of measures including the Hurst exponent, power spectra derived using the Fourier transform, dry-to-dry transition probabilities, and others (Table <xref ref-type="table" rid="Ch1.T2"/>). A very simple measure to characterize consecutive extremes is the number of consecutive events, e.g. the number of successive extreme months or years. Also related to individual events, one can compute extreme-event-transition probabilities, i.e. the probability of observing a subsequent extreme event given that an extreme event has occurred in the previous time unit (e.g. week, month, or year). Instead of focusing on events, the temporal persistence of extremes can be summarized for entire time series of extreme events, for example by the Hurst exponent, which measures the long-term memory of a time series, or the average power spectrum, i.e. the average power over all frequencies after the Fourier transform. In addition, consecutive extreme events can be described by measures that characterize the temporal-clustering behaviour of extreme events, including the dispersion index, which quantifies the departure of an observed process from a homogeneous Poisson process; Ripley's <inline-formula><mml:math id="M9" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula>, which counts the average number of extreme events in the temporal neighbourhood of extreme events; and the kernel estimation, which estimates the time variation of extreme-event counts as a smooth function of time. Another possibility for describing consecutive extremes is to identify flood- or drought-rich and flood- or drought-poor periods using scan statistics. That is, unusual periods in the observations that are inconsistent with the assumption of independent and identically distributed random variables, i.e. periods encompassing very few or very many events, are identified with a moving-window approach. If it is of interest not only to describe consecutive extremes but also to identify their drivers, one can rely on Cox regression models, which examine the dependence of the rate of occurrence of extremes on covariate processes, e.g. different types of teleconnection patterns. The choice of a specific descriptor will depend on the specific research question or application, i.e. on whether one would like to test for clustering significance, in which case Ripley's <inline-formula><mml:math id="M10" display="inline"><mml:mi>K</mml:mi></mml:math></inline-formula> or the dispersion index can be used; whether one would like to identify specific periods particularly abundant in extremes occurrence, in which case scan statistics or kernel estimation can be used; or whether one would like to explain temporal dependence, in which case one can rely on Cox regression models.</p>
</sec>
</sec>
<sec id="Ch1.S2.SS3">
  <label>2.3</label><title>Extremes with multiple characteristics</title>
      <p id="d1e1320">Droughts and floods are characterized by multiple characteristics such as deficit and duration or peak discharge and flood volume, respectively (see Fig. <xref ref-type="fig" rid="Ch1.F4"/>). These characteristics can be mutually interdependent, as illustrated by some examples in Fig. <xref ref-type="fig" rid="Ch1.F5"/> for different drought and flood characteristics.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F4"><?xmltex \currentcnt{4}?><?xmltex \def\figurename{Figure}?><label>Figure 4</label><caption><p id="d1e1329">Illustration of flood and drought characteristics: <bold>(a)</bold> floods – peak discharge, volume, and duration; <bold>(b)</bold> droughts – minimum flow, deficit, and duration.</p></caption>
          <?xmltex \igopts{width=199.169291pt}?><graphic xlink:href="https://hess.copernicus.org/articles/27/2479/2023/hess-27-2479-2023-f04.png"/>

        </fig>

      <?xmltex \floatpos{t}?><fig id="Ch1.F5" specific-use="star"><?xmltex \currentcnt{5}?><?xmltex \def\figurename{Figure}?><label>Figure 5</label><caption><p id="d1e1346">Illustration of the relationship between different drought and flood variables for Fish River in Maine, United States: <bold>(a)</bold> drought duration and deficit, <bold>(b)</bold> drought deficit and intensity, <bold>(c)</bold> flood duration and volume, and <bold>(d)</bold> flood volume and peak discharge.</p></caption>
          <?xmltex \igopts{width=455.244094pt}?><graphic xlink:href="https://hess.copernicus.org/articles/27/2479/2023/hess-27-2479-2023-f05.png"/>

        </fig>

<sec id="Ch1.S2.SS3.SSS1">
  <label>2.3.1</label><title>Floods</title>
      <p id="d1e1375">Floods are characterized by multiple characteristics, including peak discharge, volume, and duration (Fig. <xref ref-type="fig" rid="Ch1.F4"/>a), which are interdependent <xref ref-type="bibr" rid="bib1.bibx102 bib1.bibx149" id="paren.95"/>. For example, flood duration and volume or flood volume and flood peak show strong correlations (Fig. <xref ref-type="fig" rid="Ch1.F5"/>); i.e. they show bivariate dependence. These variable relationships vary with the flood generation process; e.g. flash floods, short-rain floods, long-rain floods, and rain-on-snow floods show different forms and strengths of variable dependence <xref ref-type="bibr" rid="bib1.bibx129 bib1.bibx164 bib1.bibx27" id="paren.96"/>. Because of such variations in variable dependence with flood generation processes, variable dependence also varies between low- and high-elevation catchments <xref ref-type="bibr" rid="bib1.bibx55" id="paren.97"/>. For Austrian catchments, <xref ref-type="bibr" rid="bib1.bibx55" id="text.98"/> found weaker variable dependence in alpine than in lowland catchments because of a mix of flood generation processes. In addition to elevation, variable dependence has also been shown to vary with catchment size. Using a global dataset, <xref ref-type="bibr" rid="bib1.bibx127" id="text.99"/> have shown that the strength of variable dependence increases with the catchment area. However, overall, variable dependence seems to be more strongly related to climatic factors than to physiographic factors <xref ref-type="bibr" rid="bib1.bibx55" id="paren.100"/>. Because of the link between climatic flood drivers and variable dependence, the strength of variable dependence is changing in a warming climate. For example, <xref ref-type="bibr" rid="bib1.bibx11" id="text.101"/> found an increase in the dependence between flood volume and peak discharge for the Rhine River, and <xref ref-type="bibr" rid="bib1.bibx10" id="text.102"/> detected decreases and increases in such dependence for two catchments in Québec. These temporal-change patterns of variable dependence are spatially heterogeneous and cannot be explained by one hydro-meteorological driver alone. Instead, changes in variable dependence are the result of an interplay between changes in precipitation, snowmelt, and soil moisture, resulting in dependence increases in some regions and dependence decreases in other regions <xref ref-type="bibr" rid="bib1.bibx31" id="paren.103"/>. The interdependencies between different flood variables and their potential future changes need to be considered in multivariate hazard and climate impact assessments. That is, flood frequency analyses need to consider variable dependencies if multiple variables are of interest for the application. For example, the dependence between peak and volume should be considered when deriving flood estimates for hydraulic design.</p>
</sec>
<sec id="Ch1.S2.SS3.SSS2">
  <label>2.3.2</label><title>Droughts</title>
      <p id="d1e1418">Similarly to floods, droughts can be described by different characteristics, including drought intensity, deficit, and duration (Fig. <xref ref-type="fig" rid="Ch1.F4"/>b), which are also interdependent <xref ref-type="bibr" rid="bib1.bibx155 bib1.bibx94 bib1.bibx140 bib1.bibx32" id="paren.104"/>. Such bivariate interdependence is found for e.g. drought deficit and duration or drought deficit and intensity (Fig. <xref ref-type="fig" rid="Ch1.F5"/>a and b). The strength of dependence varies with climate <xref ref-type="bibr" rid="bib1.bibx174" id="paren.105"/>. Drought deficit increases most strongly with duration in cold seasonal climates because snow accumulation during winter prevents the recovery from summer drought and in monsoonal, Savannah, and Mediterranean climate zones where summer droughts continue into the winter <xref ref-type="bibr" rid="bib1.bibx174" id="paren.106"/>. This relationship between drought variable dependence and climate suggests that the variable interdependence may change in a warming climate. How climate change specifically affects the dependence between different pairs of variables needs to be assessed using targeted modelling experiments focusing on an accurate representation of variable dependencies in hydrological models.</p>
</sec>
<sec id="Ch1.S2.SS3.SSS3">
  <label>2.3.3</label><title>Descriptors of extremes with multiple characteristics</title>
      <p id="d1e1442">The interdependencies between multiple characteristics of hydrological-extreme events can be assessed using various dependence measures, including different correlation and tail dependence measures focusing on bivariate variable relationships (Table <xref ref-type="table" rid="Ch1.T3"/>). Linear relationships can be quantified using Pearson's correlation coefficient, while nonlinear relationships can be described using Spearman's or Kendall's rank correlation coefficients. If the focus is not on the bulk of the distribution but on its tails, one can use the extremal<?pagebreak page2486?> dependence coefficient, which describes the probability of one variable being extreme given that the other one is extreme.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T3" specific-use="star"><?xmltex \currentcnt{3}?><label>Table 3</label><caption><p id="d1e1450">Metrics used to describe hydrological extremes with multiple characteristics.</p></caption><oasis:table frame="topbot"><?xmltex \begin{scaleboxenv}{.98}[.98]?><oasis:tgroup cols="4">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:colspec colnum="3" colname="col3" align="left"/>
     <oasis:colspec colnum="4" colname="col4" align="left"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Dependence measure</oasis:entry>
         <oasis:entry colname="col2">Description</oasis:entry>
         <oasis:entry colname="col3">References</oasis:entry>
         <oasis:entry colname="col4">Application</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Pearson's correlation</oasis:entry>
         <oasis:entry colname="col2">Measure of linear correlation between two data</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx51" id="text.107"/></oasis:entry>
         <oasis:entry colname="col4">Droughts</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">coefficient</oasis:entry>
         <oasis:entry colname="col2">samples</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4">and floods</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Spearman's rank</oasis:entry>
         <oasis:entry colname="col2">Measure of rank correlation between two data</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx158" id="text.108"/>, <xref ref-type="bibr" rid="bib1.bibx57" id="text.109"/></oasis:entry>
         <oasis:entry colname="col4">Droughts</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">correlation coefficient</oasis:entry>
         <oasis:entry colname="col2">samples</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4">and floods</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Kendall's rank correlation</oasis:entry>
         <oasis:entry colname="col2">Measure of rank correlation between two data</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx83" id="text.110"/>, <xref ref-type="bibr" rid="bib1.bibx57" id="text.111"/></oasis:entry>
         <oasis:entry colname="col4">Droughts</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">coefficient</oasis:entry>
         <oasis:entry colname="col2">samples</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4">and floods</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Extremal dependence or tail</oasis:entry>
         <oasis:entry colname="col2">Probability of one variable being extreme given</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx41" id="text.112"/>, <xref ref-type="bibr" rid="bib1.bibx40" id="text.113"/></oasis:entry>
         <oasis:entry colname="col4">Droughts</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">dependence coefficient</oasis:entry>
         <oasis:entry colname="col2">the other one is extreme that</oasis:entry>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4">and floods</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup><?xmltex \end{scaleboxenv}?></oasis:table><?xmltex \gdef\@currentlabel{3}?></table-wrap>

</sec>
</sec>
<sec id="Ch1.S2.SS4">
  <label>2.4</label><title>Extreme transitions</title>
      <p id="d1e1627">Consecutive drought and flood periods can seriously challenge water and emergency management because of trade-offs between long-term water storage and short-term flood control <xref ref-type="bibr" rid="bib1.bibx47 bib1.bibx69" id="paren.114"/> and substantial effects on water quality <xref ref-type="bibr" rid="bib1.bibx111 bib1.bibx124" id="paren.115"/>. Recent examples of such events include the transition from a very dry spring in 2017 to extremely wet conditions in July in several parts of Germany <xref ref-type="bibr" rid="bib1.bibx8" id="paren.116"/>, the multi-year dry period in California (2011–2016) which was ended by a flood in 2017 <xref ref-type="bibr" rid="bib1.bibx163 bib1.bibx69" id="paren.117"/>, or the dry 2010–2012 period in the UK that ended with record summer rainfall <xref ref-type="bibr" rid="bib1.bibx100" id="paren.118"/>.</p>
<sec id="Ch1.S2.SS4.SSS1">
  <label>2.4.1</label><title>Droughts to floods</title>
      <p id="d1e1652">Studies looking at transitions from dry to wet periods mainly focus on transitions in meteorological states, i.e. transitions from negative to positive precipitation or moisture anomalies <xref ref-type="bibr" rid="bib1.bibx182 bib1.bibx96 bib1.bibx154 bib1.bibx4" id="paren.119"/>. These meteorological studies indicate large spatial variability in dry-to-wet-period transition times ranging from a few months to multiple years <xref ref-type="bibr" rid="bib1.bibx44" id="paren.120"/>. In contrast, little is known about consecutive hydrological drought–flood events, i.e. transitions between extremes in streamflow data. For the Amazonas River, <xref ref-type="bibr" rid="bib1.bibx52" id="text.121"/> studied the abrupt transition from an extreme drought in September 2010 to very high discharge in April 2011, and <xref ref-type="bibr" rid="bib1.bibx120" id="text.122"/> studied drought termination for river basins in the UK. Still, little is known about the atmospheric and land surface conditions that lead to rapid drought-to-flood transitions and about how transition times and characteristics vary in space and time. Further research is needed in order to better understand the variations of transition times across hydro-climates and the hydro-climatic drivers of rapid drought–flood transitions. Studies looking at future changes in transitions between dry and wet meteorological states suggest more frequent and rapid transitions between wet and dry extremes <xref ref-type="bibr" rid="bib1.bibx39" id="paren.123"/>. Hydrological simulation experiments are needed to assess how these changes in transitions from dry to wet states translate into changes in transitions from hydrological droughts to floods.
The possibility of rapid drought–flood transitions under both current and future climate conditions needs to be integrated in disaster risk reduction strategies <xref ref-type="bibr" rid="bib1.bibx179" id="paren.124"/>.</p>
</sec>
<sec id="Ch1.S2.SS4.SSS2">
  <label>2.4.2</label><title>Descriptors of extreme transitions</title>
      <p id="d1e1682">The transitions between dry and wet periods have been described using transition times and transition frequencies, as summarized in Table <xref ref-type="table" rid="Ch1.T4"/>. The transition time describes the time that elapses between dry and wet periods, while the transition frequency describes the frequency of transitions between dry and wet periods.</p>

<?xmltex \floatpos{t}?><table-wrap id="Ch1.T4" specific-use="star"><?xmltex \currentcnt{4}?><label>Table 4</label><caption><p id="d1e1690">Metrics used to describe transitions between extreme events.</p></caption><oasis:table frame="topbot"><?xmltex \begin{scaleboxenv}{.96}[.96]?><oasis:tgroup cols="4">
     <oasis:colspec colnum="1" colname="col1" align="left"/>
     <oasis:colspec colnum="2" colname="col2" align="left"/>
     <oasis:colspec colnum="3" colname="col3" align="left"/>
     <oasis:colspec colnum="4" colname="col4" align="left"/>
     <oasis:thead>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1">Transition measure</oasis:entry>
         <oasis:entry colname="col2">Description</oasis:entry>
         <oasis:entry colname="col3">References</oasis:entry>
         <oasis:entry colname="col4">Application</oasis:entry>
       </oasis:row>
     </oasis:thead>
     <oasis:tbody>
       <oasis:row>
         <oasis:entry colname="col1">Transition time</oasis:entry>
         <oasis:entry colname="col2">Time between dry and wet periods</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx44" id="text.125"/>, <xref ref-type="bibr" rid="bib1.bibx39" id="text.126"/></oasis:entry>
         <oasis:entry colname="col4">Dry to wet</oasis:entry>
       </oasis:row>
       <oasis:row rowsep="1">
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"/>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4">conditions</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1">Transition frequency</oasis:entry>
         <oasis:entry colname="col2">Frequency of transitions between dry and wet periods</oasis:entry>
         <oasis:entry colname="col3"><xref ref-type="bibr" rid="bib1.bibx39" id="text.127"/></oasis:entry>
         <oasis:entry colname="col4">Dry to wet</oasis:entry>
       </oasis:row>
       <oasis:row>
         <oasis:entry colname="col1"/>
         <oasis:entry colname="col2"/>
         <oasis:entry colname="col3"/>
         <oasis:entry colname="col4">conditions</oasis:entry>
       </oasis:row>
     </oasis:tbody>
   </oasis:tgroup><?xmltex \end{scaleboxenv}?></oasis:table><?xmltex \gdef\@currentlabel{4}?></table-wrap>

</sec>
</sec>
</sec>
<sec id="Ch1.S3">
  <label>3</label><title>Modelling multivariate extremes</title>
      <p id="d1e1797">Assessments of the frequency and magnitude of multivariate hydrological-extreme events are facilitated by various tools and approaches such as describing multivariate phenomena with suitable univariate metrics, bivariate distributions and return period definitions, multivariate distributions, multivariate stochastic simulation approaches, and hydrological models.</p>
<sec id="Ch1.S3.SS1">
  <label>3.1</label><title>Univariate metrics for multivariate extremes</title>
      <?pagebreak page2487?><p id="d1e1807">Different approaches have been developed to quantify the frequency of multivariate extremes. The easiest work-around for dealing with multivariate extremes is to describe the complex phenomena with a suitable univariate descriptor, such as describing regional floods by flood extent. Such univariate descriptors can be used in a univariate frequency analysis to determine the frequency and magnitude of events. Such a univariate frequency analysis first defines a sample of extreme events using either a block maxima or minima or a peak-over-threshold or threshold level approach <xref ref-type="bibr" rid="bib1.bibx107" id="paren.128"/>. Second, it fits a suitable theoretical distribution to the sample of extreme events. In the case of block maxima, one usually works with a generalized extreme value (GEV) distribution and in the case of threshold exceedances with a generalized Pareto distribution (GPD) <xref ref-type="bibr" rid="bib1.bibx40" id="paren.129"/>. The goodness of fit of the distribution chosen is assessed using a test for extreme values such as the Anderson–Darling or Cramér–von Mises test <xref ref-type="bibr" rid="bib1.bibx89" id="paren.130"/>. Once a suitable distribution has been identified, one can use the probability distribution function to determine the probability of occurrence of a certain event or the quantile function to determine the magnitude of an event with a certain non-exceedance probability or return period (Fig. <xref ref-type="fig" rid="Ch1.F6"/>). The relationship between the non-exceedance probability <inline-formula><mml:math id="M11" display="inline"><mml:mi>p</mml:mi></mml:math></inline-formula> and the corresponding return period <inline-formula><mml:math id="M12" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula> is expressed as follows:
            <disp-formula id="Ch1.E1" content-type="numbered"><label>1</label><mml:math id="M13" display="block"><mml:mrow><mml:mi>T</mml:mi><mml:mo>=</mml:mo><mml:mi mathvariant="italic">μ</mml:mi><mml:mo>/</mml:mo><mml:mo>(</mml:mo><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi>p</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M14" display="inline"><mml:mi mathvariant="italic">μ</mml:mi></mml:math></inline-formula> is the mean inter-arrival time between two successive events, which is defined as 1 divided by the number of flood occurrences per year <xref ref-type="bibr" rid="bib1.bibx65 bib1.bibx139 bib1.bibx26" id="paren.131"/>. Using this relationship, one can answer questions such as how often an extreme event with a certain magnitude occurs or how big an event with a certain return period is.</p>

      <?xmltex \floatpos{t}?><fig id="Ch1.F6"><?xmltex \currentcnt{6}?><?xmltex \def\figurename{Figure}?><label>Figure 6</label><caption><p id="d1e1874">Illustration of the relationship between extreme-event frequency and magnitude.</p></caption>
          <?xmltex \igopts{width=142.26378pt}?><graphic xlink:href="https://hess.copernicus.org/articles/27/2479/2023/hess-27-2479-2023-f06.png"/>

        </fig>

</sec>
<sec id="Ch1.S3.SS2">
  <label>3.2</label><title>Bivariate distributions and return periods</title>
      <p id="d1e1891">In many cases, however, univariate descriptors of multivariate extremes as described above do not exist, e.g. when we are interested in floods characterized by multiple variables such as magnitude, volume, and duration. Because multivariate definitions of return periods are difficult to establish, one often tries to break down the problem to bivariate relationships, for which bivariate distributions and return period definitions exist. The joint distribution of variables that are interdependent can be represented using bivariate distributions such as the bivariate generalized extreme value distribution <xref ref-type="bibr" rid="bib1.bibx40" id="paren.132"/> or copula models, which allow for a more flexible representation of different variable dependence structures and different univariate distributions for the margins <xref ref-type="bibr" rid="bib1.bibx57" id="paren.133"/>. The copula approach is rooted in the representation theorem by <xref ref-type="bibr" rid="bib1.bibx156" id="text.134"/>, which states that the joint cumulative distribution function <inline-formula><mml:math id="M15" display="inline"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mrow><mml:mi>X</mml:mi><mml:mi>Y</mml:mi></mml:mrow></mml:msub></mml:mrow></mml:math></inline-formula> of a pair of continuous random variables <inline-formula><mml:math id="M16" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>X</mml:mi><mml:mo>,</mml:mo><mml:mi>Y</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> at <inline-formula><mml:math id="M17" display="inline"><mml:mrow><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>,</mml:mo><mml:mi>y</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> can be expressed by
            <disp-formula id="Ch1.E2" content-type="numbered"><label>2</label><mml:math id="M18" display="block"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mrow><mml:mi>X</mml:mi><mml:mi>Y</mml:mi></mml:mrow></mml:msub><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>,</mml:mo><mml:mi>y</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>C</mml:mi><mml:mfenced open="(" close=")"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mi>X</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo><mml:mo>,</mml:mo><mml:msub><mml:mi>F</mml:mi><mml:mi>Y</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>y</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfenced><mml:mo>,</mml:mo><mml:mi>x</mml:mi><mml:mo>,</mml:mo><mml:mi>y</mml:mi><mml:mo>∈</mml:mo><mml:mi mathvariant="double-struck">R</mml:mi><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M19" display="inline"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mi>X</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>x</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M20" display="inline"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mi>Y</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>y</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> are realizations of the marginal distributions of <inline-formula><mml:math id="M21" display="inline"><mml:mi>X</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M22" display="inline"><mml:mi>Y</mml:mi></mml:math></inline-formula>, whose dependence is modelled by a copula <inline-formula><mml:math id="M23" display="inline"><mml:mi>C</mml:mi></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx114 bib1.bibx79" id="paren.135"/>. This copula approach allows one to select an appropriate model for the dependence between <inline-formula><mml:math id="M24" display="inline"><mml:mi>X</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M25" display="inline"><mml:mi>Y</mml:mi></mml:math></inline-formula> independently from the choice of the marginal distributions. In order to identify a suitable copula for a pair of variables, five steps have to be taken:
<list list-type="order"><list-item>
      <p id="d1e2094">Quantify the strength of dependence and evaluate the form of dependence between the variables using rank-based correlation measures and dependence plots <xref ref-type="bibr" rid="bib1.bibx57" id="paren.136"/>.</p></list-item><list-item>
      <p id="d1e2101">Choose a number of copula families.</p></list-item><list-item>
      <p id="d1e2105">Estimate the copula parameters for each copula family.</p></list-item><list-item>
      <p id="d1e2109">Perform goodness-of-fit tests to exclude unsuitable copulas <xref ref-type="bibr" rid="bib1.bibx58" id="paren.137"/>.</p></list-item><list-item>
      <p id="d1e2116">Choose one of the admissible copulas using selection criteria such as the Akaike or Bayesian information criterion.</p></list-item></list>
For an introduction to copulas with application examples, the reader is referred to <xref ref-type="bibr" rid="bib1.bibx57" id="text.138"/>, and for detailed theoretical introductions, the reader is referred to <xref ref-type="bibr" rid="bib1.bibx114" id="text.139"/> and <xref ref-type="bibr" rid="bib1.bibx79" id="text.140"/>.</p>
      <p id="d1e2130">Such bivariate distributions are needed to compute return periods in a bivariate context, e.g. when hydraulic design relies on two variables such as peak discharge and flood volume. In the univariate setting, the return period <inline-formula><mml:math id="M26" display="inline"><mml:mi>T</mml:mi></mml:math></inline-formula> is uniquely defined, as described by Eq. (<xref ref-type="disp-formula" rid="Ch1.E1"/>). In the bivariate and more generally the multivariate setting, the definition of the return period of an observed event is not unique. Instead, one has to choose one out of several definitions depending on the problem at hand <xref ref-type="bibr" rid="bib1.bibx147" id="paren.141"/>. In a multivariate framework, the return period can be defined as the return period <inline-formula><mml:math id="M27" display="inline"><mml:mrow><mml:msub><mml:mi>T</mml:mi><mml:mi mathvariant="normal">D</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> of a dangerous event as follows:
            <disp-formula id="Ch1.E3" content-type="numbered"><label>3</label><mml:math id="M28" display="block"><mml:mrow><mml:msub><mml:mi>T</mml:mi><mml:mi mathvariant="normal">D</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mi mathvariant="italic">μ</mml:mi><mml:mrow><mml:mi>P</mml:mi><mml:mi>r</mml:mi><mml:mo>[</mml:mo><mml:mi>X</mml:mi><mml:mo>∈</mml:mo><mml:mi>D</mml:mi><mml:mo>]</mml:mo></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M29" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula> is a set of events defined to be dangerous according to some reasonable criterion, and <inline-formula><mml:math id="M30" display="inline"><mml:mrow><mml:mi>P</mml:mi><mml:mi>r</mml:mi><mml:mo>[</mml:mo><mml:mi>X</mml:mi><mml:mo>∈</mml:mo><mml:mi>D</mml:mi><mml:mo>]</mml:mo></mml:mrow></mml:math></inline-formula> is the probability that the random variable <inline-formula><mml:math id="M31" display="inline"><mml:mi>X</mml:mi></mml:math></inline-formula> lies in this dangerous region <inline-formula><mml:math id="M32" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula>. In a multivariate setting, <inline-formula><mml:math id="M33" display="inline"><mml:mi>D</mml:mi></mml:math></inline-formula> can be defined in different ways depending on the application at hand, e.g. using the conditional probability distribution, joint probability distributions, or the Kendall distribution <xref ref-type="bibr" rid="bib1.bibx63 bib1.bibx26" id="paren.142"/>. These distributions are typically expressed using bivariate copula models. For example, if the definition of dangerous events spans all those events where the two variables (e.g. peak discharge and flood volume) jointly exceed a certain threshold, one would use the joint “AND” return period definition. This joint AND return period <inline-formula><mml:math id="M34" display="inline"><mml:mrow><mml:mi>T</mml:mi><mml:mo>(</mml:mo><mml:mi>u</mml:mi><mml:mo>,</mml:mo><mml:mi>v</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:math></inline-formula> uses a copula <inline-formula><mml:math id="M35" display="inline"><mml:mi>C</mml:mi></mml:math></inline-formula>, expressed as
            <disp-formula id="Ch1.E4" content-type="numbered"><label>4</label><mml:math id="M36" display="block"><mml:mrow><mml:mi>T</mml:mi><mml:mo>(</mml:mo><mml:mi>u</mml:mi><mml:mo>,</mml:mo><mml:mi>v</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mi mathvariant="italic">μ</mml:mi><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:mi>u</mml:mi><mml:mo>-</mml:mo><mml:mi>v</mml:mi><mml:mo>+</mml:mo><mml:mi>C</mml:mi><mml:mo>(</mml:mo><mml:mi>u</mml:mi><mml:mo>,</mml:mo><mml:mi>v</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M37" display="inline"><mml:mi>u</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M38" display="inline"><mml:mi>v</mml:mi></mml:math></inline-formula> are realizations of <inline-formula><mml:math id="M39" display="inline"><mml:mi>U</mml:mi></mml:math></inline-formula> and <inline-formula><mml:math id="M40" display="inline"><mml:mi>V</mml:mi></mml:math></inline-formula>, i.e. uniform representations of <inline-formula><mml:math id="M41" display="inline"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mi>X</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> and <inline-formula><mml:math id="M42" display="inline"><mml:mrow><mml:msub><mml:mi>F</mml:mi><mml:mi>Y</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>. An alternative to this joint return period definition is the Kendall return period, i.e. the mean inter-arrival time of dangerous events (events more critical than the design event) <xref ref-type="bibr" rid="bib1.bibx141" id="paren.143"/>. The separation between dangerous and non-dangerous events is made based on the Kendall distribution function <inline-formula><mml:math id="M43" display="inline"><mml:mrow><mml:msub><mml:mi>K</mml:mi><mml:mi>C</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula>:
            <disp-formula id="Ch1.E5" content-type="numbered"><label>5</label><mml:math id="M44" display="block"><mml:mrow><mml:msub><mml:mi>K</mml:mi><mml:mi>C</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo><mml:mo>=</mml:mo><mml:mi>P</mml:mi><mml:mo>[</mml:mo><mml:mi>C</mml:mi><mml:mo>(</mml:mo><mml:mi>u</mml:mi><mml:mo>,</mml:mo><mml:mi>v</mml:mi><mml:mo>)</mml:mo><mml:mo>≤</mml:mo><mml:mi>t</mml:mi><mml:mo>]</mml:mo><mml:mo>,</mml:mo></mml:mrow></mml:math></disp-formula>
          where <inline-formula><mml:math id="M45" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> is the critical probability level. The probability level <inline-formula><mml:math id="M46" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> corresponding to the design return period <inline-formula><mml:math id="M47" display="inline"><mml:mrow><mml:msub><mml:mi>T</mml:mi><mml:mi>K</mml:mi></mml:msub></mml:mrow></mml:math></inline-formula> can be calculated from the inverse of the 2-D Kendall distribution function as
            <disp-formula id="Ch1.E6" content-type="numbered"><label>6</label><mml:math id="M48" display="block"><mml:mrow><mml:msub><mml:mi>T</mml:mi><mml:mi>K</mml:mi></mml:msub><mml:mo>=</mml:mo><mml:mstyle displaystyle="true"><mml:mfrac style="display"><mml:mrow><mml:msub><mml:mi mathvariant="italic">μ</mml:mi><mml:mi>T</mml:mi></mml:msub></mml:mrow><mml:mrow><mml:mn mathvariant="normal">1</mml:mn><mml:mo>-</mml:mo><mml:msub><mml:mi>K</mml:mi><mml:mi>C</mml:mi></mml:msub><mml:mo>(</mml:mo><mml:mi>t</mml:mi><mml:mo>)</mml:mo></mml:mrow></mml:mfrac></mml:mstyle><mml:mo>.</mml:mo></mml:mrow></mml:math></disp-formula></p>
      <p id="d1e2493">For an overview of more alternative bivariate return period definitions, the reader is referred to <xref ref-type="bibr" rid="bib1.bibx62" id="text.144"/> or <xref ref-type="bibr" rid="bib1.bibx26" id="text.145"/>. Such bivariate return period definitions can be used to quantify the return period of events characterized by two variables, e.g. droughts described by drought deficit and duration or floods described by flood peak and volume <xref ref-type="bibr" rid="bib1.bibx138 bib1.bibx149 bib1.bibx148 bib1.bibx27 bib1.bibx32" id="paren.146"/>. However, return periods are difficult to generalize to higher-than-two-dimensional data <xref ref-type="bibr" rid="bib1.bibx63" id="paren.147"/>. An exception is the three-dimensional data for which the Kendall return period can also be computed by determining the corresponding probability level <inline-formula><mml:math id="M49" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> <xref ref-type="bibr" rid="bib1.bibx141" id="paren.148"/>.</p>
</sec>
<?pagebreak page2488?><sec id="Ch1.S3.SS3">
  <label>3.3</label><title>Multivariate distributions</title>
      <p id="d1e2527">Different models for multivariate extremes have been proposed in the literature, including multivariate distributions such as the logistic model <xref ref-type="bibr" rid="bib1.bibx86" id="paren.149"/>; conditional exceedance models <xref ref-type="bibr" rid="bib1.bibx70 bib1.bibx113 bib1.bibx81" id="paren.150"/>; the multivariate skew <inline-formula><mml:math id="M50" display="inline"><mml:mi>t</mml:mi></mml:math></inline-formula> distribution <xref ref-type="bibr" rid="bib1.bibx59 bib1.bibx60" id="paren.151"/>; hierarchical Bayesian models <xref ref-type="bibr" rid="bib1.bibx181" id="paren.152"/>; max-stable models <xref ref-type="bibr" rid="bib1.bibx130" id="paren.153"/>; the multivariate generalized Pareto distribution <xref ref-type="bibr" rid="bib1.bibx132 bib1.bibx133" id="paren.154"/>; and copula models such as pair-copula constructions <xref ref-type="bibr" rid="bib1.bibx62 bib1.bibx145 bib1.bibx13" id="paren.155"/>, factor copula models <xref ref-type="bibr" rid="bib1.bibx93" id="paren.156"/>, vine copulas <xref ref-type="bibr" rid="bib1.bibx9 bib1.bibx63" id="paren.157"/>, chi-square copulas <xref ref-type="bibr" rid="bib1.bibx6 bib1.bibx125" id="paren.158"/>, or the Fisher copula <xref ref-type="bibr" rid="bib1.bibx53 bib1.bibx30" id="paren.159"/>. Classical multivariate distributions such as the logistic model have mostly been defined for the bivariate or trivariate cases because the complexity linked to the solution of multivariate problems increases strongly with the dimension <xref ref-type="bibr" rid="bib1.bibx86" id="paren.160"/>.
This dimensionality problem can be overcome by using conditional exceedance models as proposed by <xref ref-type="bibr" rid="bib1.bibx70" id="text.161"/>, which can be applied to phenomena of any dimension, e.g. to model spatial extremes <xref ref-type="bibr" rid="bib1.bibx81 bib1.bibx113" id="paren.162"/>. In such a spatial-extreme context, these models are defined in terms<?pagebreak page2489?> of the statistical distribution of a variable (e.g. streamflow) at a set of locations on the condition of the variable exceeding a certain threshold at one of these locations. Applications are not limited to spatial extremes and could also be extended to extremes with multiple characteristics by quantifying the conditional distribution of one variable (e.g. flood peak) being extreme given that another variable (e.g. flood volume) is high <xref ref-type="bibr" rid="bib1.bibx142" id="paren.163"/>. However, in order to account for the full range of possible models, the use of conditional-exceedance models requires the fitting of several models (e.g. by conditioning on each variable once).
Multivariate distributions of higher dimension also exist for both componentwise maxima and threshold exceedances. Max-stable distributions arise from the limiting behaviour of vectors of componentwise maxima (block maxima) <xref ref-type="bibr" rid="bib1.bibx146 bib1.bibx130" id="paren.164"/>, and there exist a number of parametric max-stable models, e.g. Brown–Resnick processes, the Smith model, or the Hüsler–Reiss model <xref ref-type="bibr" rid="bib1.bibx43" id="paren.165"/>. Max-stable process models have e.g. been used to model the spatial dependence of rainfall extremes <xref ref-type="bibr" rid="bib1.bibx43 bib1.bibx92" id="paren.166"/>. Similarly, multivariate generalized Pareto distributions result from the limit distributions of exceedances over multivariate thresholds of different variables <xref ref-type="bibr" rid="bib1.bibx132 bib1.bibx133 bib1.bibx85" id="paren.167"/>. These multivariate generalized Pareto distributions can be applied to a wider range of applications than max-stable models because they do not require the definition of pairwise extremes.
Another flexible alternative to max-stable models is multivariate copula models such as vine copulas, which extend to more than two to three dimensions <xref ref-type="bibr" rid="bib1.bibx9 bib1.bibx63" id="paren.168"/>. Vine copulas construct high-dimensional copulas by mixing conditional bivariate copulas in a stagewise procedure, i.e. by modelling pairwise dependencies with bivariate copulas <xref ref-type="bibr" rid="bib1.bibx63" id="paren.169"/>.</p>
</sec>
<sec id="Ch1.S3.SS4">
  <label>3.4</label><title>Simulation of multivariate extremes</title>
      <p id="d1e2612">Multivariate extreme events are even less abundant in observational records than univariate extremes. This lack of data challenges frequency analysis because reliable distribution fitting requires sufficiently large datasets. To overcome the problem of a limited sample size, different simulation approaches have been proposed, which enable the simulation of long time series or large event sets. These simulation approaches include statistical and physically based models. Both types of approaches aim to generate large samples of data with similar distributional and spatio-temporal characteristics as the limited observed data. Such large simulation ensembles can be used to refine water management plans or to develop suitable adaptation strategies to drought and flood events.</p>
      <p id="d1e2615">There exists a variety of stochastic modelling approaches which differ in their capability of representing distributional and/or temporal characteristics of hydrological data. The most commonly used direct stochastic simulation approaches, i.e. approaches that directly simulate streamflow using a stochastic model, belong to the two classes of parametric and nonparametric models. Parametric models include autoregressive-moving-average (ARMA) models and their modifications <xref ref-type="bibr" rid="bib1.bibx161 bib1.bibx118" id="paren.170"/> and fractional Gaussian noise models <xref ref-type="bibr" rid="bib1.bibx98 bib1.bibx99 bib1.bibx104 bib1.bibx74" id="paren.171"/>. Nonparametric models include different bootstrap approaches <xref ref-type="bibr" rid="bib1.bibx137 bib1.bibx72 bib1.bibx159 bib1.bibx160" id="paren.172"/> and kernel density estimation <xref ref-type="bibr" rid="bib1.bibx90 bib1.bibx151" id="paren.173"/>. Other simulation approaches for extreme events include the conditional exceedance model by <xref ref-type="bibr" rid="bib1.bibx70" id="text.174"/> <xref ref-type="bibr" rid="bib1.bibx81 bib1.bibx48 bib1.bibx113" id="paren.175"/>, max-stable models <xref ref-type="bibr" rid="bib1.bibx146 bib1.bibx130 bib1.bibx117" id="paren.176"/>, or copula models <xref ref-type="bibr" rid="bib1.bibx62 bib1.bibx30" id="paren.177"/>. In addition to these time domain models, there exist frequency domain models that simulate surrogate data with the same Fourier spectra as the raw data <xref ref-type="bibr" rid="bib1.bibx168 bib1.bibx123 bib1.bibx144" id="paren.178"/>. Such methods are based on the randomization of the phases of the Fourier transform and are known as the amplitude-adjusted Fourier transform (AAFT) <xref ref-type="bibr" rid="bib1.bibx91 bib1.bibx126 bib1.bibx150 bib1.bibx29" id="paren.179"/>. They have been successfully applied to simulate spatially consistent streamflow time series in multiple catchments <xref ref-type="bibr" rid="bib1.bibx20" id="paren.180"/>.</p>
      <p id="d1e2652">In addition to these statistical approaches, streamflow can be simulated using physically based approaches. These approaches rely on a hydrological model which is driven with large ensembles of stochastically or physically generated climate input data. Examples of physically based large climate ensembles include single-model, initial-condition large ensembles <xref ref-type="bibr" rid="bib1.bibx45 bib1.bibx46" id="paren.181"><named-content content-type="pre">SMILEs;</named-content></xref> and reforecast simulations, i.e. forecasts generated for past periods <xref ref-type="bibr" rid="bib1.bibx66" id="paren.182"/>. Climate SMILEs and reforecast simulations have been used in combination with hydrological models to generate large ensembles of streamflow time series <xref ref-type="bibr" rid="bib1.bibx173 bib1.bibx180 bib1.bibx37 bib1.bibx23" id="paren.183"/>.</p>
</sec>
</sec>
<sec id="Ch1.S4">
  <label>4</label><title>Challenges and future directions</title>
      <p id="d1e2676">Quantifying the frequency and magnitude of multivariate extremes is challenging for multiple reasons. Here, I discuss some of these challenges and how they could be addressed in future research.
<list list-type="order"><list-item>
      <p id="d1e2681"><italic>Multivariate extremes are scarce in observational records.</italic> Therefore, frequency analyses are often associated with large uncertainties, and it is challenging to study the processes governing such extreme events. To overcome the problems related to a limited sample size, simulation approaches can be used (see Sect. <xref ref-type="sec" rid="Ch1.S3.SS4"/>).<?pagebreak page2490?> However, these simulations need to represent different types of data features, including distribution, temporal, spatial, and variable dependencies. Representing all these features simultaneously is challenging. Novel simulation approaches that capture a range of different types of dependencies are needed.</p></list-item><list-item>
      <p id="d1e2689"><italic>Multivariate frequency analysis requires dependence modelling.</italic> Modelling such dependence is feasible in smaller dimensions (e.g. in the bivariate setting) but becomes more complex and more computationally demanding in larger dimensions. Identifying suitable dependence structures in high dimensions is not always straightforward, and further flexible dependence structures are needed to represent temporal, spatial, and variable dependencies at the same time.</p></list-item><list-item>
      <p id="d1e2695"><italic>Multivariate extremes are subject to change.</italic> Extreme events are affected by various factors including land use changes, climate, and water management <xref ref-type="bibr" rid="bib1.bibx157 bib1.bibx15 bib1.bibx17" id="paren.184"><named-content content-type="pre">e.g.</named-content></xref>. The effects of these changes on hydrological extremes are not limited to their univariate characteristics but extend to their dependence structure <xref ref-type="bibr" rid="bib1.bibx31" id="paren.185"/>. Such non-stationarities in variable dependence need to be accounted for in global change impact assessments.</p></list-item><list-item>
      <p id="d1e2709"><italic>Variable dependencies need to be transferred to ungauged catchments.</italic> Predicting the frequency and magnitude of extreme events in ungauged basins is challenging. Different methods (i.e. regionalization approaches) are available to predict hydrological extremes or model parameters in ungauged catchments using information from gauged catchments, including similarity metrics or linear and nonlinear regression models. While such techniques are established in the univariate case, regionalizing multivariate extremes is more challenging because variable dependence needs to be maintained. For example, regionalizing flood peaks and flood volumes individually may destroy the dependence between the two variables <xref ref-type="bibr" rid="bib1.bibx28 bib1.bibx84" id="paren.186"/>. Novel regionalization approaches that respect such variable dependencies are needed.</p></list-item><list-item>
      <p id="d1e2718"><italic>Variable dependence needs to be represented in statistical and process-based models.</italic> The representation of variable dependencies in statistical and hydrological modelling is non-trivial. For example, hydrological model simulations represent neither the dependence between flood peaks and flood volume <xref ref-type="bibr" rid="bib1.bibx22" id="paren.187"/> nor the spatial flood coherence <xref ref-type="bibr" rid="bib1.bibx35" id="paren.188"/> very well. The representation of such dependencies in hydrological models needs to be improved by developing suitable model calibration approaches that take into account variable dependencies in addition to individual variables.</p></list-item></list></p><?xmltex \hack{\newpage}?>
</sec>
<sec id="Ch1.S5" sec-type="conclusions">
  <label>5</label><title>Conclusions</title>
      <p id="d1e2738">Multivariate hydrological extreme events can jointly affect multiple regions, occur in close temporal succession, be characterized by multiple characteristics, or represent transitions from one type of extreme to another one. These different types of extreme events have in common that they involve multiple interrelated variables, whose dependence needs to be accounted for in frequency analysis and risk estimation. However, studying extreme events in a multivariate framework is challenging because of the scarceness of multivariate extreme events in observational records and the need to model variable interdependencies. Assessments of the probability and magnitude of multivariate hydrological extremes may profit from advances in the following areas: (1) the development of (stochastic) simulation approaches that represent different types of variable dependencies and allow for the generation of large datasets; (2) the development of flexible dependence structures that represent dependencies of different strength and form; and (3) the development of hydrological model calibration procedures that enable the calibration of models with respect to temporal, spatial, and variable dependencies. These method developments will facilitate change assessments for different types of multivariate hydrological extremes such as large-scale floods, successive droughts, or rapid drought-to-flood transitions. Such assessments are strongly needed in order to adapt water management strategies to future changes in impactful multivariate drought and flood events.</p>
</sec>

      
      </body>
    <back><notes notes-type="dataavailability"><title>Data availability</title>

      <p id="d1e2745">No data sets were used in this article.</p>
  </notes><notes notes-type="competinginterests"><title>Competing interests</title>

      <p id="d1e2751">The author is a member of the editorial board of <italic>Hydrology and Earth System Sciences</italic>. The peer-review process was guided by an independent editor, and the author also has no other competing interests to declare.</p>
  </notes><notes notes-type="disclaimer"><title>Disclaimer</title>

      <p id="d1e2760">Publisher's note: Copernicus Publications remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.</p>
  </notes><notes notes-type="financialsupport"><title>Financial support</title>

      <p id="d1e2766">This research has been supported by the Deutsche Forschungsgemeinschaft (grant no. 2100371301) and the Schweizerischer Nationalfonds zur Förderung der Wissenschaftlichen Forschung (grant no. PZ00P2-201818).</p>
  </notes><notes notes-type="reviewstatement"><title>Review statement</title>

      <p id="d1e2772">This paper was edited by Markus Hrachowitz and reviewed by two anonymous referees.</p>
  </notes><ref-list>
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