Results 211 to 220 of about 90,390 (244)

Copula

2022
openaire   +1 more source

Copula-based Joint Drought Index using SPI and EDDI and its application to climate change

Science of the Total Environment, 2020
Jeongeun Won, Jeonghyeon Choi, Okjeong Lee   +2 more
exaly  

Copulas

2018
Marius Hofert, Ivan Kojadinovic, Martin Mächler, Jun Yan   +3 more
openaire   +2 more sources

A time-varying copula approach to oil and stock market dependence: The case of transition economies

Energy Economics, 2013
Shawkat Hammoudeh, Duc Khuong Nguyen
exaly  

Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach

Energy Economics, 2020
Qunwei Wang
exaly  

Copulas

2022
openaire   +1 more source

Temporal and spectral dependence between crude oil and agricultural commodities: A wavelet-based copula approach

Energy Economics, 2019
Muhammad Yahya, Atle Oglend
exaly  

How do crude oil prices co-move?

Energy Economics, 2011
Juan Carlos Reboredo
exaly  

The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes

Energy Economics, 2017
Walid Mensi, Aviral Kumar Tiwari, Elie Bouri   +2 more
exaly  

Generalisations of copulas: quasi-copulas

2015
openaire   +1 more source