Matches in SemOpenAlex for { <https://semopenalex.org/work/W2798676502> ?p ?o ?g. }
Showing items 1 to 72 of
72
with 100 items per page.
- W2798676502 endingPage "38" @default.
- W2798676502 startingPage "25" @default.
- W2798676502 abstract "This paper applies belief functions-based copula quantile curvesmodel to capture dependence structure between crude oil and corn returns, andquantify uncertainty of the corn returns at one step period. We employ the time-varying copulas, including Gaussian, T and Clayton, which can be used to capturedynamic correlations between variables. We forecast their correlation ahead of oneperiod, and the uncertainty of corn returns ahead of one period is measured underp-th copula quantile curves. The empirical results show the range of corn returnsand its uncertainties under 5% and 95% copula quantile curves. In addition, thetime-varying T copula describes the dependence structure between crude oil andcorn returns quite well." @default.
- W2798676502 created "2018-05-07" @default.
- W2798676502 creator A5011761326 @default.
- W2798676502 creator A5058887761 @default.
- W2798676502 creator A5068343244 @default.
- W2798676502 date "2014-12-09" @default.
- W2798676502 modified "2023-09-24" @default.
- W2798676502 title "Economic forecasting based on copula quantile curves and beliefs" @default.
- W2798676502 cites W1968736254 @default.
- W2798676502 cites W2012936212 @default.
- W2798676502 cites W2035573225 @default.
- W2798676502 cites W2092627469 @default.
- W2798676502 cites W2113254771 @default.
- W2798676502 cites W2122549219 @default.
- W2798676502 cites W2797148637 @default.
- W2798676502 cites W3123890958 @default.
- W2798676502 cites W33934829 @default.
- W2798676502 hasPublicationYear "2014" @default.
- W2798676502 type Work @default.
- W2798676502 sameAs 2798676502 @default.
- W2798676502 citedByCount "0" @default.
- W2798676502 crossrefType "journal-article" @default.
- W2798676502 hasAuthorship W2798676502A5011761326 @default.
- W2798676502 hasAuthorship W2798676502A5058887761 @default.
- W2798676502 hasAuthorship W2798676502A5068343244 @default.
- W2798676502 hasConcept C105795698 @default.
- W2798676502 hasConcept C118671147 @default.
- W2798676502 hasConcept C121332964 @default.
- W2798676502 hasConcept C149782125 @default.
- W2798676502 hasConcept C163716315 @default.
- W2798676502 hasConcept C17618745 @default.
- W2798676502 hasConcept C33923547 @default.
- W2798676502 hasConcept C62520636 @default.
- W2798676502 hasConcept C63817138 @default.
- W2798676502 hasConceptScore W2798676502C105795698 @default.
- W2798676502 hasConceptScore W2798676502C118671147 @default.
- W2798676502 hasConceptScore W2798676502C121332964 @default.
- W2798676502 hasConceptScore W2798676502C149782125 @default.
- W2798676502 hasConceptScore W2798676502C163716315 @default.
- W2798676502 hasConceptScore W2798676502C17618745 @default.
- W2798676502 hasConceptScore W2798676502C33923547 @default.
- W2798676502 hasConceptScore W2798676502C62520636 @default.
- W2798676502 hasConceptScore W2798676502C63817138 @default.
- W2798676502 hasLocation W27986765021 @default.
- W2798676502 hasOpenAccess W2798676502 @default.
- W2798676502 hasPrimaryLocation W27986765021 @default.
- W2798676502 hasRelatedWork W1520856231 @default.
- W2798676502 hasRelatedWork W1967219628 @default.
- W2798676502 hasRelatedWork W2038586096 @default.
- W2798676502 hasRelatedWork W2141633851 @default.
- W2798676502 hasRelatedWork W2224532112 @default.
- W2798676502 hasRelatedWork W225341576 @default.
- W2798676502 hasRelatedWork W2388523449 @default.
- W2798676502 hasRelatedWork W2515197931 @default.
- W2798676502 hasRelatedWork W2527249581 @default.
- W2798676502 hasRelatedWork W2737120671 @default.
- W2798676502 hasRelatedWork W2804113700 @default.
- W2798676502 hasRelatedWork W2901927854 @default.
- W2798676502 hasRelatedWork W2963278399 @default.
- W2798676502 hasRelatedWork W3006804762 @default.
- W2798676502 hasRelatedWork W3121164419 @default.
- W2798676502 hasRelatedWork W3123825490 @default.
- W2798676502 hasRelatedWork W321907678 @default.
- W2798676502 hasRelatedWork W55671157 @default.
- W2798676502 hasRelatedWork W2153504800 @default.
- W2798676502 hasRelatedWork W2213535259 @default.
- W2798676502 isParatext "false" @default.
- W2798676502 isRetracted "false" @default.
- W2798676502 magId "2798676502" @default.
- W2798676502 workType "article" @default.