Results 71 to 80 of about 7,683 (263)

Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model

The Scientific World Journal, 2015
This paper concentrates on estimating the risk of Title Transfer Facility (TTF) Hub natural gas portfolios by using the GARCH-EVT-copula model. We first use the univariate ARMA-GARCH model to model each natural gas return series.
Jiechen Tang, Chao Zhou, Xinyu Yuan, Songsak Sriboonchitta   +3 more
doaj   +1 more source

Translating Sustainable Development Goals‐Oriented Business Practices Into Sustainable Development: Practice Maturity, Managerial Gender, and Organizational Results

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT Despite growing interest in SDG‐oriented business practices, limited attention has been paid to how practice maturity and managerial gender jointly shape the translation of sustainability initiatives into Sustainable Development and organizational results.
Juan Antonio Giménez Espín, Isabel María Martínez Conesa, Pedro Antonio Martín Cervantes   +2 more
wiley   +1 more source

Joint Probability Distribution of Wind–Wave Actions Based on Vine Copula Function

Journal of Marine Science and Engineering
During its service life, a deep-sea floating structure is likely to encounter extreme marine disasters. The combined action of wind and wave loads poses a threat to its structural safety.
Yongtuo Wu, Yudong Feng, Yuliang Zhao, Saiyu Yu   +3 more
doaj   +1 more source

Data on copula modeling of mixed discrete and continuous neural time series

Data in Brief, 2016
Copula is an important tool for modeling neural dependence. Recent work on copula has been expanded to jointly model mixed time series in neuroscience (“Hu et al., 2016, Joint Analysis of Spikes and Local Field Potentials using Copula” [1]).
Meng Hu, Mingyao Li, Wu Li, Hualou Liang
doaj   +1 more source

Self‐Reported Versus Objectively Logged Social Media Use: Implications for Measurement in Eating Disorder Research

International Journal of Eating Disorders, EarlyView.
ABSTRACT Objective Self‐reported frequency measures of social media use (e.g., “How often do you use social media?”) are convenient, yet their criterion validity against objective behavioral data remains largely untested in eating disorder research. We compared self‐reports of TikTok use with objective data extracted from TikTok datafiles.
Scott Griffiths, Emma Halliwell, Harish Kannan, Ben Stone, Wesley Grey, Noa Brittain, Eden Shaveet, Emily Harris   +7 more
wiley   +1 more source

Analytical Framework for System‐Level Fragility Surfaces of Reinforced Concrete Bridges Under Mainshock‐Aftershock Sequences

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Conventional single intensity measure (IM) fragility approaches with simplified component dependency assumptions overlook the progressive damage accumulation and evolving inter‐component correlations that govern system behavior under mainshock‐aftershock (MSAS) loading.
Muhammad Rashid, Mayuko Nishio
wiley   +1 more source

Synchronization frequency analysis and stochastic simulation of multi-site flood flows based on the complicated vine copula structure [PDF]

Hydrology and Earth System Sciences
Accurately modeling and predicting flood flows across multiple sites within a watershed presents significant challenges due to potential issues of insufficient accuracy and excessive computational demands in existing methodologies.
X. Yu, Y.-P. Xu, Y. Guo, S. Chen, H. Gu
doaj   +1 more source

Point and Risk estImation Using an enSemble of Models for Nowcasting: PRISM‐Now

Journal of Forecasting, EarlyView.
ABSTRACT We propose PRISM‐Now, a novel ensemble forecasting system for near‐term GDP projection. Recognizing that relevant economic information evolves over time, we treat forecasts from multiple base models as draws from a mixture distribution of “good” and “bad” estimates, whose composition changes continuously and cannot be identified ex ante.
Beomseok Seo, Hyungbae Cho, Dongjae Lee
wiley   +1 more source

Enjoy the Joy of Copulas: With a Packagecopula [PDF]

Journal of Statistical Software, 2007
Copulas have become a popular tool in multivariate modeling successfully applied in many fields. A good open-source implementation of copulas is much needed for more practitioners to enjoy the joy of copulas. This article presents the design, features, and some implementation details of the R package copula.
openaire   +3 more sources

Brexit and Its Impact on EU Financial Markets

International Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin, Gulnur Muradoglu, Vasileios Pappas, Sheeja Sivaprasad   +3 more
wiley   +1 more source