With the availability of massive multivariate data comes a need to develop flexible
multivariate distribution classes. The copula approach allows marginal models to be …

Implicit copulas are the most common copula choice for modeling dependence in high
dimensions. This broad class of copulas is introduced and surveyed, including elliptical …

Crude oil plays a significant role in economic developments in the world. Understanding the
relationship between oil price changes and stock market returns helps to improve portfolio …

We here analyze the factor loadings given by the CAPM, the Fama–French three (FF3), and
the five-factor model (FF5), and test the performance and the validity of adding two more …

Vision Zero stands out as one of the most promising systemic safety action plans. A crucial
step to ensure the successful implementation of Vision Zero is to continuously assess the …

Climate change and sustainability have become societal focal points in the last decade.
Consequently, companies have been increasingly characterized by non-financial …

Offshore structures such as oil platforms are subjected to significant environmental loads
caused by wind, waves, and current. The complexity of offshore environment requires robust …

Ever since the Granger causality test was proposed in 1969, financial market researchers
have used it heavily to determine whether the past of a one-time series facilitates the future …

In recent years, the uncertainty of weather conditions and the impact of future climate
change on building energy assessment has received increasing attention. As an important …

Probabilistic forecasting of time series is an important matter in many applications and
research fields. In order to draw conclusions from a probabilistic forecast, we must ensure …