Copula modelling is a popular tool in analysing the dependencies between variables. Copula modelling allows the … investigation of tail dependencies, which is of particular interest in risk and survival applications. Copula modelling is also of … 'boom' or 'bust'. Bivariate copula modelling has a rich variety of copulas that may be chosen to represent the modelled …

consists of policies across a wide range of crops, plans, and locations. Weather and other latent variables induce dependence … related to alternative measures of portfolio risks based on multivariate distribution functions and alternative copula …

, and inflation hedging to investors. This study employs a quantile autoregression model to investigate the dependence … aggregate effects of the sign and size of returns, business cycles, volatility, and REIT eras on the dependence structure of … daily, weekly, and monthly REIT returns. The study documents asymmetric and misaligned dependence patterns. A bad market …

total risk. Third, we estimate and compare alternative established frameworks for risk aggregation (including copula models … implementing a simple non-parametric methodology (empirical copula simulation- ECS) in order to quantify integrated risk, in that … relative to the standard Gaussian copula simulation (GCS), while the variance-covariance approximation (VCA) is much lower. ECS …

) and non-parametric copula estimates are applied. The results across this range of measures are consistent. The metrics …

distribution of their returns by copula-GARCH models. They facilitate portfolio optimization targeted at a chosen combination of …

show the dynamic dependence structures among three city banks using time-varying copula. …We study the dependence structure of share price returns among the Beijing Bank, Ningbo Bank, and Nanjing Bank using … copula models. We use the normal, Student's t, rotated Gumbel, and symmetrized Joe-Clayton (SJC) copula models to estimate …

dependence, and we captured the dynamic dependence using the Generalized Autoregressive Score with the Student's t copula. We …We studied the dependence structure between West Texas Intermediate (WTI) oil prices and the exchange rates of BRICS1 … countries, using copula models. We used the Normal, Plackett, rotated-Gumbel, and Student's t copulas to measure the constant …

stablecoins (USDT and USDC). We examine the copula particle swarm optimization (CPSO) portfolio strategy against three other …

assuming that the insurance premium is random. Their dependence structure is modeled using Sarmanov's bivariate exponential … distribution and the Farlie-Gumbel-Morgenstern (FGM) copula-based bivariate exponential distribution. The reinsurance premium paid … and retention limit, we provide some numerical examples to illustrate the theoretical results. We show that the dependence …