More advanced models of climate systems are needed for use in present day weather forecasting and climate projection, and there is a drive towards the use of coupled modelling of various processes to achieve this goal. This thesis seeks to investigate coupled ocean-atmosphere-wave modelling using the latest generation of models. The test basin for this investigation is the Caspian Sea, where accurate representation of the water budget is vital for prediction of water level changes, which have historically seen trends of up to 15 cm/year. The individual models of atmosphere, waves and ocean are first run separately to investigate their skill in predicting observed conditions in the Caspian. These models capture the behaviour of the basin when model results are compared with observed wind speeds, currents, wave heights, sea-surface temperatures and precipitation. The coupling of the ROMS ocean and WRF atmosphere models is seen to improve sea-surface temperature prediction, but, under the Janjic Eta surface layer scheme used here, increases evaporation above the level expected. The additional inclusion of wave coupling from the SWAN model decreases strong winds through wave dependent surface roughness, reduces sea-surface temperatures and increases precipitation; all leading to better agreement with measurements. Wave prediction is best when wave-atmosphere coupling is included, but not current-wave coupling - this is believed to be because of the “double counting” of currents, where they are included both implicitly in the model formulation and then explicitly through coupling. The final part of this study considers near-inertial oscillations, which are frequently observed in the measured current records. The model is able to accurately represent the observations, and sees significant near-inertial oscillations over most of the basin. The amplitude of the oscillations in the model is found to increase with distance from the coastline. This agrees with the mechanism of barotropic and baroclinic waves, which are generated by the no flow condition at the coast, controlling inertial oscillations.