Results 71 to 80 of about 1,417 (201)
Multi-wind Farm Output Correlation Model Based on Clayton-Copula Function
Journal of Physics: Conference Series, 2019 Abstract Because multiple wind farms are connected to the grid at the same time and the total amount of energy in the same wind zone is limited, there is a strong correlation between wind farms with similar geographical locations. Neglecting this correlation can lead to a large difference between wind power analysis and actual operation,
Shan Jinning +4 more
openaire +1 more source
Robust Bernoulli Mixture Models for Credit Portfolio Risk
Mathematical Finance, Volume 36, Issue 3, Page 528-543, July 2026.ABSTRACT This paper presents comparison results and establishes risk bounds for credit portfolios within classes of Bernoulli mixture models, assuming conditionally independent defaults that are stochastically increasing in a common risk factor. We provide simple and interpretable conditions on conditional default probabilities that imply a comparison ...
Jonathan Ansari, Eva Lütkebohmert
wiley +1 more source
A copula model for dependent competing risks [PDF]
Many popular estimators for duration models require independent competing risks or independent censoring. In contrast, copula based estimators are also consistent in presence of dependent competing risks.
Ralf Wilke, Simon M. S. Lo
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Biometrical Journal, Volume 68, Issue 3, June 2026.ABSTRACT In this paper, we present novel methodologies that incorporate auxiliary variables for multiple hypotheses testing related to the main point of interest while effectively controlling the false discovery rate. When dealing with multiple tests concerning the primary variable of interest, researchers can use auxiliary variables to set ...
Seohwa Hwang +5 more
wiley +1 more source
Cotton yield prediction with Markov Chain Monte Carlo-based simulation model integrated with genetic programing algorithm: a new hybrid copula-driven approach [PDF]
, 2018 Reliable data-driven models designed to accurately estimate cotton yield, an important agricultural commodity, can be adopted by farmers, agricultural system modelling experts and agricultural policy-makers in strategic decision-making processes. In this
Deo, Ravinesh C. +3 more
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HydrologyChanges in rainfall patterns and irregular air temperature have become essential issues in analyzing hydrometeorological trends in Jakarta. This study aims to select the best copula of the stationary and non-stationary copula models and visualize and ...
Suci Nur Setyawati +4 more
doaj +1 more source
Risk return of forward contracting corn with crop insurance
Journal of the Agricultural and Applied Economics Association, Volume 5, Issue 2, Page 139-153, June 2026.Abstract Forward contracting is a common pre‐harvest marketing strategy for row crops, with evidence suggesting higher prices during summer months due to embedded weather risk premiums. While aggressive forward contracting increases farmers' yield risk and potential non‐delivery penalties, crop revenue protection can help offset these financial burdens.
Chandan Bhattarai +4 more
wiley +1 more source
Bounds for the clayton copula and the uend property. [PDF]
, 2016 The rapid development of exact sciences along with the improvements in com- puting technologies, better understanding of interdependence resulted in copulas becoming an integral part of science.
Janušis, Gediminas,
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Persisting Disadvantages: A Study of the Dynamics of Cumulative Deprivation
Review of Income and Wealth, Volume 72, Issue 2, May 2026.ABSTRACT Identifying populations at risk of deprivation is crucial for effective policy design. Yet, much existing research focuses on single aspects, such as income or material deprivation, and often abstracts from deprivation dynamics. This study addresses this gap by analyzing the dynamics and socio‐economic gradient of cumulative deprivation using ...
Santiago Budría +1 more
wiley +1 more source
Peta Kendali Multivariate Exponentially Weighted Moving Average (MEWMA) Menggunakan Copula Clayton [PDF]
, 2019 Pembentukan peta kendali multivariat diperlukan data yang berdistribusi normal multivariat dan tidak adanya hubungan antara variabel satu dengan yang lain, tak terkecuali peta kendali multivariate exponentially weighted moving average (MEWMA).
Shofwah, Itsna Niswatus
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