then highlights a new mechanism, the hedging of labor income risk in the presence of agency problems, by which weak …

is modelled using extreme value theory and the joint density of hedge fund index returns is constructed using a copula …

preserves a given set of marginals, a copula approach can be used to characterize the joint yield and price risk of corn and … soybeans, which are usually highly correlated. The copula approach has been spurred by the recent developments in the whole …. As a part of the study, various copula models are investigated for their suitability in modeling yield and price risks …

. In financial science, copula functions are frequently used insteadof correlation coefficients to model joint price … less use of thismethod. This research uses the concept of “partly nested Archimedean copula” to model therelationship …

conditions in different locations.For that purpose copula methods are employed that allow an adequate descriptionof stochastic …

conditions in different locations. For that purpose copula methods are employed that allow an adequate description of stochastic …

incorporating a copula dependence parameter into the VaR estimation. In addition, an alternative risk measure was also calculated …