We really welcome your feedback on our manuscript, and the topics of discussion raised by your insightful comments. We would like to clarify that when we were referring to “limited use of upper/lower tail…”, we were specifically discussing about the context of drought and in particular on the development of joint drought indices. We are aware of the extensive literature on the topic in hydro-climate in general, and we will revise the text to better clarify this point, as well as extended the cited literature to give a better and more general context to our study.

Indeed, it is true that large uncertainties and biases may arise from different procedures used to analyse the tail dependence structure, and this is one of the reasons why we adopted different approaches (parametric and non-parametric) to investigate the issue, in an attempt to identify a converge of evidence. It is worth mentioning that in the context of this work, where we are trying to discriminate between grid cells with signs of upper or lower tail dependency, the absolute accuracy in lL estimates may be less demanding.

We get this chance to report that we also applied another method, not dissimilar to the pair wise correlation discussed in Serinaldi et al. (2015), with the goal to provide another test on the outcomes of our simple mapping of the TD. These results were not included in the submitted manuscript, but we will consider adding them in a revised version of the manuscript, since they may further support the converge of evidence principle mentioned above.

Overall, the key message of our study is that considering the tail dependence in precipitation-soil moisture bivariate drought studies may have relevant operational impacts that are often overlooked when a copula is selected without attention on the TD, but that multiple approaches need to be considered due to the large uncertainty of different methodology used to quantify TD. It seems that this second part of the message didn’t pass through as intended, so we will strengthen this message in a revised version of the text, as well as better highlight the bias and uncertainty of some estimators by citing the relevant literature.

As for the shuffling procedure, it is indeed true that a proper cut-off value to identify the TD should be derived with a cell-specific CI estimated from a shuffled dataset that preserve the local tau. However, as you correctly mentioned, the single value derived with our simple shuffling represents a lower boundary conditions, as it is meant at detecting the grid cells for which the presence of asymmetric tail dependence can be almost certainly excluded rather than identifying the grid cells where the TD is certain. Those results were used in combination to the outcome of the copula analysis to then sample the regions with converging outcomes.

We would like to thank the reviewer for the positive feedback on our manuscript. We will thoughtfully revise the text to fix typos and grammatical errors.

We thank the reviewer for highlighting some major points to be clarified in the revised version of the manuscript. We will address these remarks in the new text by: 1) discussing the temporal autocorrelation of the two variables, 2) improve the consistency on the terminology used thought the text to describe the variables analysed, and 3) discuss some examples on the practical impact on agricultural drought studies.