Results 111 to 120 of about 87,023 (313)
Geopolitical Risk and Energy Markets: Past, Present, and Future
Journal of Economic Surveys, EarlyView.ABSTRACT Due to the most recent geopolitical events, such as the Russia–Ukraine conflict and the war between Israel and Hamas, geopolitical risk (GPR) and energy markets have been at the forefront of the academic debate. To identify the evolution of the literature inherent to GPR and energy markets, we conduct a meta‐literature review—that is ...
Laura Chiaramonte +3 more
wiley +1 more source
On approximating copulas by finite mixtures
, 2018 Copulas are now frequently used to approximate or estimate multivariate distributions because of their ability to take into account the multivariate dependence of the variables while controlling the approximation properties of the marginal densities ...
Khaled, Mohamad A., Kohn, Robert
core
, 2016 Given a sample from a multivariate distribution $F$, the uniform random variates generated independently and rearranged in the order specified by the componentwise ranks of the original sample look like a sample from the copula of $F$.
Segers, Johan +2 more
core +1 more source
Journal of Economic Surveys, EarlyView.ABSTRACT Cryptocurrency markets are known for their wide price fluctuations, lack of central control, and fast‐paced development. These characteristics present serious challenges to traditional theories about how markets work and how prices reflect available information.
Giulia Fantini, Joy Jia, Chiara Oldani
wiley +1 more source
Multivariate Copula Models at Work: Outperforming the desert island copula? [PDF]
Since the pioneering work of Embrechts and co-authors in 1999, copula models enjoy steadily increasing popularity in finance. Whereas copulas are well-studied in the bivariate case, the higher-dimensional case still offers several open issues and it is ...
Fischer, Matthias J. +3 more
core
Dynamic Bivariate Normal Copula
, 2015 Normal copula with a correlation coefficient between $-1$ and $1$ is tail independent and so it severely underestimates extreme probabilities. By letting the correlation coefficient in a normal copula depend on the sample size, H\"usler and Reiss (1989 ...
Liao, Xin +3 more
core +1 more source
Rocky Mountain Journal of Mathematics, 2014 Ultramodular binary copulas are discussed, i.e., copulas of a random vector whose components are mutually stochastically decreasing with respect to each other. The additive generators of Archimedean ultramodular binary copulas are fully characterized.
Klement, Erich Peter +2 more
openaire +3 more sources
Journal of Management Studies, EarlyView.Abstract Integrating the attention‐based view with the strategic leadership interfaces perspective, we propose a theoretical model of situational urgency mechanisms influencing the allocation of CEOs' attention towards responsive actions. Specifically, we theorize upon the role of humility, which leads CEOs towards embracing interfaces and makes them ...
Petrit Ademi +2 more
wiley +1 more source
Design flood estimation of cascade reservoirs based on vine-copula flood regional composition
Journal of Hydrology: Regional StudiesStudy region: The study region is the Yalong River basin, the largest tributary of the Jinsha River in China. Study focus: The most likely flood regional composition (MLFRC) method has been widely used to estimate the design flood of cascade reservoirs ...
Sirui Zhong +4 more
doaj +1 more source