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Background: The COVID-19 pandemic-driven supply chain disruptions have pushed supply chain decision-makers in the retail industry to implement information and communication technologies (ICT) to improve the efficiency and resiliency of their supply chain. However, they need some guidance to...
Persistent link: https://www.econbiz.de/10015194708
This century has been proclaimed the Asian century, as industrialised countries such as Japan, Singapore, and South Korea, along with rapidly emerging nations such China and India, have contributed to worldwide economic growth. In response, research has analysed the reasons why Asian business...
Persistent link: https://www.econbiz.de/10015207092
Persistent link: https://www.econbiz.de/10014504010
We apply pair vine copulas, specifically the C-vine and R-vine copulas, to examine the conditional multivariate dependence pattern/structure and R-vine copula-based value-at-risk (VaR) to assess financial portfolio risk. We examine the co-dependencies of 13 major commodity markets (which include...
Persistent link: https://www.econbiz.de/10012389148