Results 51 to 60 of about 1,417 (201)
Optimal Hedging Strategies in the Low‐Sulphur Bunker Fuel Landscape
European Financial Management, EarlyView.ABSTRACT The IMO2020 regulation for the green transition in shipping turned the industry into using two compliant bunker fuels: very low‐sulphur fuel oil (VLSFO) and low‐sulphur marine gas oil (LSMGO). VLSFO futures contracts introduced in late 2019 and other energy‐related futures contracts indicate that the VLSFO contracts trading on the Singapore ...
Xiwen Bai +2 more
wiley +1 more source
Analyzing drought characteristics using copula-based genetic algorithm method [PDF]
, 2020 In this study, in order to monitor meteorological droughts of the Qazvin station in Iran, drought duration and severity using historical monthly precipitation during 1964–2015 and copula functions is investigated.
Babazadeh, Hossein +3 more
core +1 more source
A COPULA APPLICATION FOR MECHANICAL PROPERTIES [PDF]
Fiabilitate şi Durabilitate, 2019 Based on copula applications, the work points out the use of cumulative distribution function for the characteristics bivariate cases and the connections among them.
Adrian Stere PARIS
doaj
Hydrology Research, 2020 Copulas are appropriate tools in drought frequency analysis. However, uncertainties originating from copulas in such frequency analysis have not received significant consideration. This study aims to develop a drought severity-areal extent-frequency (SAF)
Zhanling Li +3 more
doaj +1 more source
Goodness‐of‐Fit Tests for Positive Quadrant Dependence
International Statistical Review, EarlyView.Summary When two random variables are positive quadrant dependent (PQD), they are more likely to assume small (or large) values simultaneously compared with when the random variables are independent. This dependence structure is of interest in many areas, including finance, actuarial science and engineering.
Chuan‐Fa Tang, Joshua M. Tebbs
wiley +1 more source
International Journal of Applied Earth Observations and GeoinformationMeteorological drought precedes the agricultural drought and studying the propagation time from meteorological to agricultural drought can substantially reduce agricultural losses. To find this propagation time between the meteorological and agricultural
Hussain Palagiri +2 more
doaj +1 more source
Univariate and Bivariate Log-Topp-Leone Distribution Using Censored and Uncensored Datasets
Computer Sciences & Mathematics Forum, 2023 The univariate Topp–Leone distribution introduced by with closed forms of the cumulative distribution function, i.e., [0, 1], was extended to an unbounded limit called the log-Topp–Leone distribution, where the shapes of the hazard function can increase,
Abubakar Usman +5 more
doaj +1 more source
On Testing for Independence Between Generalized Error Models of Several Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi +2 more
wiley +1 more source
Copula Density Estimation by Finite Mixture of Parametric Copula Densities [PDF]
, 2021 A copula density estimation method that is based on a finite mixture of heterogeneous parametric copula densities is proposed here. More specifically, the mixture components are Clayton, Frank, Gumbel, T, and normal copula densities, which are capable of
Qu, Leming, Lu, Yang
core +1 more source
Extreme return-volume relationship in cryptocurrencies: Tail dependence analysis
Cogent Economics & Finance, 2020 We explore extreme return-volumes dependence among different cryptocurrencies such as Bitcoin, Ethereum, Ripple, and Litecoin by using the Copula approach. We use Student-t, Frank, Clayton, Survival Clayton, Gumbel, and SJC copulas. We filter out margins
Muhammad Naeem +4 more
doaj +1 more source