Results 301 to 310 of about 44,033 (313)

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  

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

Applied Energy, 2019
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  

Barrier Copula Functions

2005
CHERUBINI, UMBERTO, ROMAGNOLI, SILVIA
openaire   +1 more source

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  

Copulas: Distribution Functions and Simulation

2012
openaire   +1 more source

The impact of crude oil prices on financial market indicators: copula approach

Energy Economics, 2017
exaly  

Copulas: Distribution Functions and Simulation

2011
openaire   +1 more source