|
|
|
|
|
Joel Hinaunye Eita and Charles Raoul Tchuinkam Djemo
This paper attempted to apply an EVT-based pairwise copula method for modelling risk interaction between foreign exchange rates and equity indices of the Johannesburg Stock Exchange (JSE) and to model the dependence structure of the underlying assets wit...
ver más
|
|
|
|
|
|
|
|
|
|
|
Shahid Latif and Slobodan P. Simonovic
Low-lying coastal communities are often threatened by compound flooding (CF), which can be determined through the joint occurrence of storm surges, rainfall and river discharge, either successively or in close succession. The trivariate distribution can ...
ver más
|
|
|
|
|
|
|
|
|
|
|
John Weirstrass Muteba Mwamba and Sutene Mwambetania Mwambi
This paper investigates the dynamic tail dependence risk between BRICS economies and the world energy market, in the context of the COVID-19 financial crisis of 2020, in order to determine optimal investment decisions based on risk metrics. For this purp...
ver más
|
|
|
|
|
|
|
|
|
|
With the increasing rate of wind power installed capacity, voltage state assessment with large-scale wind power integration is of great significance. In this paper, a vine-copula based voltage state assessment method with large-scale wind power integrati...
ver más
|
|
|
|
|
|
|
|
|
|
|
Jilin Cai, Qingshan Xu, Minjian Cao and Yongbiao Yang
This paper concentrates on the capacity credit (CC) evaluation of wind energy, where a new method for constructing the joint distribution of wind speed and load is proposed. The method is based on the skew-normal mixture model (SNMM) and D-vine copulas, ...
ver más
|
|
|
|
|
|
|
|
|
|
|
Wenzhuo Wang, Zengchuan Dong, Feilin Zhu, Qing Cao, Juan Chen and Xiao Yu
Streamflow simulation gives the major information on water systems to water resources planning and management. The monthly river flows in dry season often exhibit high autocorrelation. The headwater catchment of the Yellow River basin monthly flow series...
ver más
|
|
|
|
|
|
|
|
|
|
|
Holger Fink, Yulia Klimova, Claudia Czado and Jakob Stöber
s-
|
|
|
|
|
|