Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

The parametric uncertainties inherent in the models of renewable and sustainable energy
systems (RSESs) make the associated decision-making processes of integrated resource …

Recently many deep models have been proposed for multivariate time series (MTS)
forecasting. In particular, Transformer-based models have shown great potential because …

Recently, multivariate time series (MTS) forecasting techniques have seen rapid
development and widespread applications across various fields. Transformer-based and …

Multiple human activities influence the physical environment, interacting with humans and
their surroundings. Our existence depends on various natural resources harvested or …

The official history of copulas begins in 1959 with Sklar [1959]; but, as is often the case in
Mathematics, for groundbreaking results there are forerunners and precedents. These latter …

This survey reviews the large and growing literature on copula-based models for economic
and financial time series. Copula-based multivariate models allow the researcher to specify …

This article proposes a new class of copula-based dynamic models for high-dimensional
conditional distributions, facilitating the estimation of a wide variety of measures of systemic …

International equity markets are characterized by nonlinear dependence and asymmetries.
We propose a new dynamic asymmetric copula model to capture long-run and short-run …

This paper investigates the spillovers of extreme risks between crude oil and stock markets
using daily data of the S&P 500 stock index and West Texas Intermediate (WTI) crude oil …