Modelling the statistical dependence of rainfall event variables by a trivariate copula function

POSTED CONTENT published

Authors: M. Balistrocchi | B. Bacchi

Assessment of Seismic Loss Dependence Using Copula

JOURNAL ARTICLE published 14 April 2010 in Risk Analysis

Authors: Katsuichiro Goda | Jiandong Ren

From transportation patterns to power demand: Stochastic modeling of uncontrolled domestic charging of electric vehicles

PROCEEDINGS ARTICLE published July 2011 in 2011 IEEE Power and Energy Society General Meeting

Authors: Alicja Lojowska | Dorota Kurowicka | Georgios Papaefthymiou | Lou van der Sluis

On the asymptotic covariance of the multivariate empirical copula process

JOURNAL ARTICLE published 1 January 2019 in Dependence Modeling

Authors: Christian Genest | Mhamed Mesfioui | Johanna G. Nešlehová

Probabilistic Load Flow for Assessment of Wind Power Integration Using a C-Vine Copula Function

JOURNAL ARTICLE published 31 January 2022 in The transactions of The Korean Institute of Electrical Engineers

Authors: Ryungyeong Lee | Hunyoung Shin

Dependence and spillover among oil market, China's stock market and exchange rate: new evidence from the Vine-Copula-CoVaR and VAR-BEKK-GARCH frameworks

JOURNAL ARTICLE published November 2022 in Heliyon

Authors: Hongjun Zeng | Abdullahi D. Ahmed | Ran Lu | Ningjing Dai

Credit risk dependence modeling with dynamic copula: An application to CDO tranches

BOOK CHAPTER published in Econometrics and Risk Management

Authors: Daniel Totouom | Margaret Armstrong

Preface to the Special Issue on Copula Modeling and Dependence

JOURNAL ARTICLE published September 2012 in Journal of Multivariate Analysis

Authors: Christian Genest

Gumbel copula mortality dependence modeling

JOURNAL ARTICLE published 1 January 2023 in African Journal of Applied Statistics

Authors: Walter Omonywa Onchere | Calvin Bitange Maina | Fred Nyamitago Monari

Restructuring of the Electricity Industry and Environmental Issues: A California Research Program

JOURNAL ARTICLE published 2001 in The Scientific World JOURNAL

Authors: Edward L. Vine

An Analysis of Interdependencies among Energy, Biofuel, and Agricultural Markets Using Vine Copula Model

BOOK CHAPTER published 2014 in Modeling Dependence in Econometrics

Authors: Phattanan Boonyanuphong | Songsak Sriboonchitta

Copula based models for serial dependence

JOURNAL ARTICLE published 22 February 2011 in International Journal of Managerial Finance

Authors: Beatriz Vaz de Melo Mendes | Cecília Aíube

Degradation Modeling of Digital Multimeter with Multiple-performance Indicators in Multi-stress Dynamic Marine Environment Based on Vine Copula

PROCEEDINGS ARTICLE published October 2019 in 2019 Prognostics and System Health Management Conference (PHM-Qingdao)

Authors: Zixuan Yu | Tingting Huang | Xin Wu | Kun Zhou

Comparing Regular Vine Copula Models

BOOK CHAPTER published 2019 in Analyzing Dependent Data with Vine Copulas

Authors: Claudia Czado

Vine Regression

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Roger M. Cooke | Harry Joe | Bo Chang

Parametric Vine Copula Framework in the Trivariate Probability Analysis of Compound Flooding Events

POSTED CONTENT published

Authors: Shahid Latif | Slobodan P. Simonovic

Review for "Multi‐layer Features Ensemble Soft Sensor Regression Model based on Stacked Autoencoder and Vine Copula"

PEER REVIEW published 8 September 2022

Authors: Xiaofeng Yuan

Uncertainty Analysis with High Dimensional Dependence Modelling

MONOGRAPH published 24 February 2006 in Wiley Series in Probability and Statistics

Authors: Dorota Kurowicka | Roger Cooke

The Vine Philosopher

JOURNAL ARTICLE published 20 December 2017 in Dependence Modeling

Authors: Fabrizio Durante | Giovanni Puccetti | Matthias Scherer | Steven Vanduffel

Capital Requirement for Non-Life Insurance Industry Using D-Vine Copula

POSTED CONTENT published

Authors: Isaudin Ismail | Fatin Noor Najihah Abd Mutalip