Results 41 to 50 of about 2,844,453 (243)

Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model. [PDF]

PLoS ONE, 2018
In this paper, we propose a model for forecasting Value-at-Risk (VaR) using a Bayesian Markov-switching GJR-GARCH(1,1) model with skewed Student's-t innovation, copula functions and extreme value theory.
Marius Galabe Sampid, Haslifah M Hasim, Hongsheng Dai   +2 more
doaj   +1 more source

The Role of Institutional Pressures in Technology Adoption for Low‐Carbon Manufacturing

Business Strategy and the Environment, EarlyView.
ABSTRACT Existing research highlights that the adoption of low‐carbon technologies in manufacturing operations is shaped by the external environment. However, limited understanding exists regarding how technology‐related uncertainty interacts with institutional pressures to influence firms' adoption strategies.
Diellza Salihu, Mika Immonen, Aleksi Harju   +2 more
wiley   +1 more source

Copulas for Stochastic Volatility Models

Mathematics
In this article, a Fokker–Planck equation framework for the copula density associated with a two-dimensional stochastic differential equations system is developed.
Mauricio Contreras González, Roberto Ortiz Herrera, Marcelo Villena   +2 more
doaj   +1 more source

Orchestrating Ecosystem Resources for Sustainability: Coopetition, Digital Transformation, and Disruptive Sustainable Innovation

Business Strategy and the Environment, EarlyView.
ABSTRACT As sustainability transitions accelerate, firms increasingly engage in innovation ecosystems to pursue disruptive sustainable innovation (DSI). Nevertheless, empirical understanding regarding how innovation ecosystem coopetition—simultaneous cooperation and competition among interdependent actors—translates into sustainability‐oriented ...
Jin‐Sup Jung, Min‐Jae Lee
wiley   +1 more source

Sustainable Innovation and Impact on Triple Bottom Line Performance: Are Innovation Types Simple Mediators?

Business Strategy and the Environment, EarlyView.
ABSTRACT This study investigates the way sustainable innovation, conceptualized as a second‐order construct integrating sustainable orientation and innovation culture, impacts triple bottom line (TBL) performance. It also examines the mediating roles of product, process, organizational, and marketing innovations.
Nuno Fernandes Crespo, Lucas Bonacina Roldan   +1 more
wiley   +1 more source

Some functionals for copulas

International Journal of Mathematics and Mathematical Sciences, 1991
In this paper we study some functionals operating on the set of the n-copulas defined on [0,1]n. Conditions under which such functionals are well defined are determined and some counterexamples are described. The study of the fixed points (n-copulas) for
C. Alsina, A. Damas, J. J. Quesada
doaj   +1 more source

Modeling and Simulating Rainfall and Temperature Using Rotated Bivariate Copulas

Hydrology, 2023
Climate change is a significant environmental challenge that affects water resources, agriculture, health, and other aspects of human life. Bivariate modeling is a statistical method used to analyze the relationship between variables such as rainfall and
Giovanni De Luca, Giorgia Rivieccio
doaj   +1 more source

Digital Orientation and Green Practices in Chilean SMEs: Innovation as the Pathway to Competitive Performance

Business Strategy and the Environment, EarlyView.
ABSTRACT This study examines how digital strategic orientation (DSO) and environmental practices (EP) interact to shape innovation and performance among Chilean SMEs. Using survey data from 271 firms (February–May 2022), we estimate a generalized structured component analysis (GSCA) model that accommodates a nonrecursive relationship between DSO and EP.
Constanza Caicha‐Caroca, Antonia Madrid‐Guijarro, Claudia Andrea Pezoa‐Fuentes   +2 more
wiley   +1 more source

Performance of Archimedean copula functions in annual flood estimation, Case study: Qarah-Soo Watershed [PDF]

مخاطرات محیط طبیعی, 2017
Flood is known as one of the most devastating natural hazards which cause great damages to human societies, municipal, industrial and agricultural centers. Flood estimation in confluence points of rivers– for being the location for many infrastructures –
Sanaz Zeraati, Mohammad Zounemat-Kermani
doaj   +1 more source

Toward a Greener Future: How and When Blockchain and Digitization Drive Green Finance

Business Strategy and the Environment, EarlyView.
ABSTRACT The COVID‐19 pandemic has significantly affected small‐ and medium‐sized enterprises (SMEs) and poses challenges in acquiring financing. Growing green investments require transformative infrastructure and innovative green financing solutions. Blockchain technology is ideal for delivering green environmental information because it provides real‐
Sikandar Rahman, Bailing Liu, Murad Ali, Sheikh Adeel, Dana Bakry, Saleh Bajaba, Mohammad Asif Salam, Hengky Latan   +7 more
wiley   +1 more source