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5 articles related to "Tail Dependence"

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Articles

Brief Research Report

Published on 29 Sep 2022

Correlation analysis of financial assets based on asymmetric copula

in Dynamical Systems

Xia Li
Bing Hou

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2022.1005956

3,515 views
1 citation

Original Research

Published on 09 May 2023

Time-varying risk aversion and dynamic dependence between crude oil futures and European Union allowance futures markets

in Environmental Economics and Management

Xinyu Wu
Zhitian Zhu

Frontiers in Environmental Science

doi 10.3389/fenvs.2023.1152761

2,386 views
4 citations

Original Research

Published on 18 Jul 2022

The Implication of Copula-Based Models for Crop Insurance and Reinsurance Under Systemic Risk

in Environmental Economics and Management

Yan Sun
Ke Wang

Frontiers in Environmental Science

doi 10.3389/fenvs.2022.916494

3,339 views
5 citations

Original Research

Published on 22 Oct 2020

Copula-Based Vulnerability Analysis of Civil Infrastructure Subjected to Hurricanes

in Wind Engineering and Science

Yaohan Li
You Dong
Deming Zhu

Frontiers in Built Environment

doi 10.3389/fbuil.2020.571911

4,377 views
12 citations

Original Research

Published on 30 Oct 2025

Dependence modeling and portfolio optimization with copula-GARCH: a European investment perspective

in Mathematical Finance

Anastasija Vasiljeva
Andrejs Matvejevs
Jegors Fjodorovs

Frontiers in Applied Mathematics and Statistics

doi 10.3389/fams.2025.1675120

2,617 views