Search Results - subject:"Copula approach"

The process supporting the emergence of the environmental innovation capabilities within small businesses : an empirical investigation

Ferraro, Giovanna; Passaro, Renato; Quinto, Ivana; … - In: Business strategy and the environment 34 (2025) 1, pp. 1027-1042

Persistent link: https://www.econbiz.de/10015357417

Modeling dependence structure between Green Sukuk spread in Malaysia and the uncertainty factors before and during the COVID-19 pandemic

Hariz, Fatma; Mezghani, Taicir; Abbes, Mouna Boujelbène - In: Journal of Islamic accounting and business research 16 (2025) 5, pp. 950-975

Persistent link: https://www.econbiz.de/10015414775

Dependence structures between sovereign credit default swaps and global risk factors in BRICS countries

Rikhotso, Prayer M.; Simo-Kengne, Beatrice D. - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-22

factors in BRICS countries using a copula approach, which is popular for capturing the 'true' tail dependence based on the …

Persistent link: https://www.econbiz.de/10013201412

Dependence structures between sovereign credit default swaps and global risk factors in BRICS countries

Rikhotso, Prayer M.; Simo-Kengne, Beatrice D. - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-22

factors in BRICS countries using a copula approach, which is popular for capturing the “true” tail dependence based on the …

Persistent link: https://www.econbiz.de/10013161740

Did precious metals serve as hedge and safe-haven alternatives to equity during the COVID-19 pandemic : new insights using a copula-based approach

Banerjee, Ameet Kumar; Pradhan, H. K. - In: Journal of emerging market finance 23 (2024) 4, pp. 399-423

Persistent link: https://www.econbiz.de/10015159135

Exploring the application of pairs trading in the forex market

Yeh, Haw-Ya; Tang, Yung-Hao; Hsieh, Chang-Chieh; Lin, … - In: Journal of financial studies : JFS : the official … 32 (2024) 2, pp. 85-132

Persistent link: https://www.econbiz.de/10015079698

Weather index-based insurance as a meteorological risk management alternative in viticulture

Martínez Salgueiro, Andrea - In: Wine Economics and Policy 8 (2019) 2, pp. 114-126

This article explores the hedging potential of two weather index-based insurance programmes designed for the Rias Baixas Protected Designation of Origin (Spain). The first alternative insures both extreme and non-extreme weather events, while the second instrument covers exclusively extreme...

Persistent link: https://www.econbiz.de/10014485117

Contagion effect in NAFTA stock markets from 2000 to 2016 : a dynamic copula approach

Bucio Pacheco, Christian; Jesús Gutiérrez, Raúl <de>; … - In: EconoQuantum : Revista de Economía y Negocios 16 (2019) 2, pp. 65-87

Persistent link: https://www.econbiz.de/10012211556

Weather index-based insurance as a meteorological risk management alternative in viticulture

Martínez Salgueiro, Andrea - In: Wine Economics and Policy 8 (2019) 2, pp. 114-126

Persistent link: https://www.econbiz.de/10012139173

Short- and long-run tail dependence switching in MENA stock markets : the roles of oil, bitcoin, gold and VIX

Mensi, Walid; Hammoudeh, Shawkat; Tiwari, Aviral Kumar; … - 2019

Persistent link: https://www.econbiz.de/10012144916