Results 301 to 310 of about 87,023 (313)

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

Energy Economics, 2019
Muhammad Yahya, Atle Oglend
exaly  

Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach

Review of Financial Studies, 2012
Vihang Errunza, Hugues Langlois
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  

Modeling systemic risk and dependence structure between oil and stock markets using a variational mode decomposition-based copula method

Journal of Banking and Finance, 2017
Walid Mensi, Shawkat Hammoudeh, Syed Jawad Hussain Shahzad   +2 more
exaly  

The causal relationship between Bitcoin attention and Bitcoin returns: Evidence from the Copula-based Granger causality test

Finance Research Letters, 2019
Ender Demir, Gareth Downing, Giray Gozgor   +2 more
exaly  

Short-term power load probability density forecasting method using kernel-based support vector quantile regression and Copula theory

Applied Energy, 2017
Yaoyao He, Xiaofen Lu
exaly  

Mid-to-long term wind and photovoltaic power generation prediction based on copula function and long short term memory network

Applied Energy, 2019
exaly  

Dynamic return-volatility dependence and risk measure of CoVaR in the oil market: A time-varying mixed copula model

Energy Economics, 2017
Qiang Ji
exaly  

The economic value of co-movement between oil price and exchange rate using copula-based GARCH models

Energy Economics, 2012
exaly  

Modeling risks in dependent systems: A Copula-Bayesian approach

Reliability Engineering and System Safety, 2019
Yue Pan, Limao Zhang, Heng Li
exaly