Results 81 to 90 of about 2,844,453 (243)
Statistical actuarial estimation of the Capitation Payment Unit from copula functions and deep learning: historical comparability analysis for the Colombian health system, 2015-2021. [PDF]
Health Econ Rev, 2023 Espinosa O +3 more
europepmc +1 more source
Aggregation functions: an approach using copulae [PDF]
In this paper we present the extension of the copula approach to aggregation functions. In fact we want to focus on a class of aggregation functions and present them in the multilinear form with marginal copulae. Moreover, we define the joint aggregation
Maddalena Manzi, Marta Cardin
core
Corporate Social Responsibility and Environmental Management, EarlyView.ABSTRACT This study examines the associations between Environmental, Social, and Governance (ESG) practices and organizational performance in 283 European hospitals. Drawing on agency theory, stakeholder theory, and the resource‐based view, it analyses ESG indicators as accounting‐relevant information within the institutional context of European ...
Dorina Nicoara‐Popescu +2 more
wiley +1 more source
Impact of Climate Change on River Discharge and Groundwater Level Using Copula Functions (Case Study: Siminehrood River Basin, Iran) [PDF]
Water Harvesting ResearchThe aim of this research is to simulate and predict the groundwater level in the Siminehrood River Basin, which is situated south of Lake Urmia, Iran. This simulation was conducted using copula functions while accounting for changes in river discharge ...
Fahimeh Sharifan +3 more
doaj +1 more source
Bayesian Multivariate Two‐Stage Volatility‐Return Models (MTS‐VR)
Journal of Forecasting, EarlyView.ABSTRACT This paper develops a class of models to capture the joint dynamics of asset returns and multivariate volatility. Owing to its two‐stage construction, this class is referred to as the multivariate two‐stage volatility‐return (MTS‐VR) model.
Zhenglyu Huang +2 more
wiley +1 more source
Efficient Estimation of Copula-based Semiparametric Markov Models [PDF]
This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These models are characterized by nonparametric invariant (one-dimensional marginal) distributions and parametric bivariate copula functions ...
Yanping Yi, Xiaohong Chen, Wei Biao Wu
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Tail Risk Transmission in Agricultural and Energy Markets
Journal of Futures Markets, EarlyView.ABSTRACT This paper examines downside hedging, tail diversification, and extreme tail risk transmission between crude oil and agricultural commodity futures over two decades. We develop complementary indicators of downside dependence, including sign‐switching frequency and persistence, to assess tail risk dynamics, hedging effectiveness, and associated
Emmanuel Senyo Fianu +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
Greenhouse Gases: Science and Technology, EarlyView.ABSTRACT Scaling geological CO2 storage requires simultaneously controlling plume migration, pressure buildup, geomechanical integrity, and monitoring cost under deep subsurface uncertainty. Yet early‐stage assessments often treat these elements in isolation, obscuring the decision‐critical couplings between pressure‐defined regulatory exposure and ...
Mrityunjay Singh, Heba Atef, Ingo Sass
wiley +1 more source
Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas [PDF]
Model risk in the estimation of value-at-risk is a challenging threat for the success of any financial investments. The degree of the model risk increases when the estimation process is constructed with a portfolio in the emerging markets.
Ozun, Alper, Cifter, Atilla
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