[HTML][HTML] Vine copula based dependence modeling in sustainable finance

C Czado, K Bax, Ö Sahin, T Nagler, A Min… - The Journal of Finance …, 2022 - Elsevier
Climate change and sustainability have become societal focal points in the last decade.
Consequently, companies have been increasingly characterized by non-financial …

Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model

Y Yao, X Chen, Z Chen - The North American Journal of Economics and …, 2025 - Elsevier
The increasingly complex international environment poses more challenges in accurately
forecasting the portfolio risk of international financial assets. Therefore, this paper proposes …