This survey reviews the large and growing literature on the use of pair-copula constructions
(PCCs) in financial applications. Using a PCC, multivariate data that exhibit complex …

With rising stakeholder concerns over sustainable development, corporate social
responsibility (CSR) has become key for the business community, moving the business …

The financial health of an oil refinery greatly depends on its refining margin or the difference
between the prices of its refined products (typically, gasoline and heating oil) and the cost of …

The objective of this paper is to assess the degree and the structure of price dependence
along the beef supply chain in the USA. This is pursued using the statistical tool of copulas …

In the wake of the housing crisis, credit rating agencies have received much blame,
particularly for the statistical tools they used to measure correlations in housing prices in …

The Copula concept has long been used in many applications, especially in the financial
field. This concept was first used in 1959 by Sklar in his mathematical work and greatly …

Reliable estimates of missing streamflow values are relevant for water resource planning
and management. This study proposes a multiple-dependence condition model via vine …

We examine the major potential drivers of five international housing markets utilizing a
quantile regression approach. In particular, we investigate property market dynamics during …

We analyze the spatial default dependence between pairs of nonconforming securitized
mortgages, originated in Los Angeles between 2000 and 2011 and clustered by zip code …

This study constructed regular vine copula models to investigate risk contagion across
China's regional housing markets, which has recently garnered substantial attention in …