This study examines the dynamic correlations and hedge ratios of precious metal stock returns of the Johannesburg stock exchange in pre- and post-COVID scenarios to determine if they can be used to hedge against adverse market movements. The study uses daily return series of four gold stocks and...

We develop statistical methodology for the quantification of risk of source-destination pairs in an internet network. The methodology is developed within the framework of functional data analysis and copula modeling. It is summarized in the form of computational algorithms that use bidirectional...