Results 41 to 50 of about 31,023 (304)
SSRN Electronic Journal, 2012 We introduce the notion of realized copula. Based on assumptions of the marginal distributions of daily stock returns and a copula family, realized copula is defined as the copula structure materialized in realized covariance estimated from within-day high-frequency data.
Matthias R. Fengler, Ostap Okhrin
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Business Strategy and the Environment, EarlyView.ABSTRACT Circular supply chain management (CSCM) practices are seen as a solution for addressing society's many significant environmental challenges. Although existing studies recognise the importance of reverse engineering in combating poverty, there is limited knowledge about its effectiveness in shaping CSCM practices to address climate change and ...
Yaw Agyabeng‐Mensah +2 more
wiley +1 more source
VALUE AT RISK ESTIMATION FOR STOCK PORTFOLIO USING THE ARCHIMEDEAN COPULA APPROACH
BarekengInvestment is one of the many ways to achieve future profits. One form of investment that is widely made is stocks. The return obtained in investing in stocks is potentially higher than other investment alternatives, but the risks borne are amplified, so
Mohammad Dicky Saifullah +3 more
doaj +1 more source
Quasi-copulas as linear combinations of copulas
Fuzzy Sets and SystemsWe prove that every quasi-copula can be written as a uniformly converging infinite sum of multiples of copulas. Furthermore, we characterize those quasi-copulas which can be written as a finite sum of multiples of copulas, i.e., that are a linear combination of two copulas.
Gregor Dolinar, Bojan Kuzma, Nik Stopar
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Business Strategy and the Environment, EarlyView.ABSTRACT Although ESG controversies are on the rise, research investigating them yields contradictory findings. The paper provides resolutions to the debate through investigating (a) how ESG controversies influence firms' short‐term and long‐term financial performance; (b) how firms navigate ESG controversies' effect; and (c) how ESG controversies ...
Amalesh Sharma +3 more
wiley +1 more source
A Copula-Based Scenario Generation Method for Renewable Wind Power Outputs of Two Wind Farms
EnergiesRenewable wind power output is characterized by strong randomness, volatility, and spatial dependence, which makes accurate two-adjacent wind farm scenario generation essential for stochastic dispatch and secure operation of power systems.
Rong Hu +5 more
doaj +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Although firms that integrate a sustainability orientation (SO) may experience a significant improvement in their resource efficiency, many, particularly small‐ and medium‐sized enterprises (SMEs), still struggle with the complexities of incorporating sustainability into their business models.
Michael Adu Kwarteng +3 more
wiley +1 more source
, 2010 11 pages, 1 table, 1 figure. Submitted for publication.
Andrew Gordon Wilson, Zoubin Ghahramani
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Business Strategy and the Environment, EarlyView.ABSTRACT Small enterprises (SEs) constitute a major component of economic systems, and their socio‐environmental commitment is critical for promoting societal well‐being. This paper examines the direct effect of sound financial practices on socio‐environmental commitment and evaluates the mediating role of financial constraints—specifically debt and ...
Marcos Álvarez‐Espiño +2 more
wiley +1 more source
Calibrating and Simulating Copula Functions in Financial Applications
Frontiers in Applied Mathematics and Statistics, 2021 Copula functions can be utilized in financial applications to determine the dependence structure of the financial asset returns in the portfolio. Empirical evidence has proved the inadequacy of the multi-normal distribution, traditionally adopted to ...
Annalisa Di Clemente, Claudio Romano
doaj +1 more source