Modeling energy prices under energy transition: A novel stochastic-copula approach
Sign Up to like & getrecommendations! Published in 2021 at "Economic Modelling"
DOI: 10.1016/j.econmod.2021.105671
Abstract: Abstract Energy producers are challenged to contribute to a lower carbon economy and to enhance the decarbonization of this sector two sources highlight: electricity (mainly from renewables) and natural gas. To overcome the gap in… read more here.
Keywords: copula approach; energy; energy transition; electricity ... See more keywords
Income and democracy: a bivariate copula approach
Sign Up to like & getrecommendations! Published in 2022 at "Journal of Applied Statistics"
DOI: 10.1080/02664763.2022.2055749
Abstract: We propose a new approach for exploring the relationship between income and democracy by modeling the two most popular discrete democracy indexes, Polity IV and Freedom House, as a joint random variable by means of… read more here.
Keywords: democracy; democracy bivariate; income democracy; copula approach ... See more keywords
Bivariate modeling of time headways in mixed traffic streams: a copula approach
Sign Up to like & getrecommendations! Published in 2018 at "Transportation Letters"
DOI: 10.1080/19427867.2018.1537209
Abstract: ABSTRACT Vehicle headway distributions provide an efficient representation of the uncertainties in traffic flows that have diverse applications in capacity estimation, safety evaluation, planning, design of roadway systems and in traffic operation studies. The current… read more here.
Keywords: copula approach; traffic; time headways; vehicle ... See more keywords
Tail Dependence in Financial Markets: A Dynamic Copula Approach
Sign Up to like & getrecommendations! Published in 2019 at "Risks"
DOI: 10.3390/risks7040116
Abstract: This article is concerned with the study of the tail correlation among equity indices by means of dynamic copula functions. The main idea is to consider the impact of the use of copula functions in… read more here.
Keywords: copula approach; dependence financial; markets dynamic; financial markets ... See more keywords
Copula Approach for Dependent Competing Risks of Generalized Half-Logistic Distributions under Accelerated Censoring Data
Sign Up to like & getrecommendations! Published in 2023 at "Symmetry"
DOI: 10.3390/sym15020564
Abstract: In medicals sciences and reliability engineering, the failure of individuals or units (I/Us) occurs due to independent causes of failure. In general, the symmetry between dependent and independent causes of failure is essential to the… read more here.
Keywords: copula; dependent competing; copula approach; half logistic ... See more keywords