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; … - 2025

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

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

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