Resource security is a constant concern in human societies that need resources to sustain production activities of all goods and services. All resources are spatially and temporally unevenly distributed. Some are depletable while others are renewable but limited by their flux or other feasibility constraints. In addition, many resources like water or forest are crucial for maintaining ecosystem health and functioning, imposing further limitations when societies adopt environmental preservation objectives. Integrated approaches and models have been identified as useful for decision support in sustainable resource management. Among the integrated approaches, the water-ecosystem-energy-food nexus has gained popularity in research and government agencies since its promotion. The nexus supports the idea that the management of water, ecosystems, energy, and food resources is intrinsically linked and must therefore be considered together in any coherent resource management policy. This thesis proposes to explore what the nexus represents in the sustainable use of resources and to model certain aspects of the nexus using hydrological models: upstream-downstream relationships between different sectors in water-scarce regions of the Black Sea catchment, and trade-offs between competing sectoral objectives in the Swiss catchment area. This modelling aims to contribute to the various approaches currently existing in nexus modelling and to better understand the advantages and disadvantages of hydrological models in this context. The Soil & Water Assessment Tool (SWAT) model, other ad hoc modelling and multi-objective optimization methods are used as a decision support tool to inform on the interrelations and trade-offs between the different sectors.