المؤلفون: Giovanni De Luca, Giorgia Rivieccio

المصدر: Hydrology, Vol 10, Iss 12, p 236 (2023)

مصطلحات موضوعية: climate change, copula functions, rotated copula, rainfall, temperature, Science

الوصف: Climate change is a significant environmental challenge that affects water resources, agriculture, health, and other aspects of human life. Bivariate modeling is a statistical method used to analyze the relationship between variables such as rainfall and temperature. The Pearson correlation coefficient, Kendall’s tau, or Spearman’s rank correlation are some measures used for bivariate modeling. However, copula functions can describe the dependence structure between two or more variables and can be effectively used to describe the relationship between rainfall and temperature. Despite the literature on bivariate modeling of rainfalls and temperature being extensive, finding flexible and sophisticated bivariate models is sometimes difficult. In this paper, we use rotated copula functions that can arrange any type of dependence that is empirically detected, especially negative dependence. The methodology is applied to an Italian municipality’s bivariate daily time series of rainfall and temperature. The estimated rotated copula is significant and, therefore, can be used for simulating the effects of extreme events.

وصف الملف: electronic resource

العلاقة: https://www.mdpi.com/2306-5338/10/12/236Test; https://doaj.org/toc/2306-5338Test

الوصول الحر: https://doaj.org/article/4eb808fde8b940ee82ddbf4bbb30a361Test

المؤلفون: Fabian Capitanio, Felice Adinolfi, Barry K. Goodwin, Giorgia Rivieccio

المصدر: New Medit, Vol 18, Iss 1 (2021)

مصطلحات موضوعية: copula model, garch model., price transmission, tail dependence, value chain, volatility, Agriculture (General), S1-972, Environmental sciences, GE1-350, Commercial geography. Economic geography, HF1021-1027

الوصف: It is a stylized fact that the Italian farmers do not benefit of casual structure along value chain. Conversely, retailers could advantage of any positive shock price changes occurred in the wholesale supply chain. We investigate the presence of shock price vertical contagion in the Italian hog market, describing the dependence structure along the supply chain and assessing the degree of extreme value dependence. The approach followed is non linear and copula-based, applied on weekly data of hog price changes referred to Italian farm, wholesale and retail branch chain, over the period 1994-2015. In particular, the objective of the analysis consists in to obtain a measure of the relationship between extreme events of returns, estimating the tail dependence coefficients of copula functions involved in the analysis. The empirical findings highlight the asymmetry of price transmission along the hog Italian supply chain, more relevant for wholesale–retail pair.

وصف الملف: electronic resource

العلاقة: https://newmedit.iamb.it/2019/03/15/a-copula-based-approach-to-investigate-vertical-shock-price-transmission-in-the-italian-hog-marketTest/; https://doaj.org/toc/1594-5685Test; https://doaj.org/toc/2611-1128Test

الوصول الحر: https://doaj.org/article/eebc8be431e04ecf97baecd2388ee9e5Test

المؤلفون: Giovanni De Luca, Giorgia Rivieccio, Michele Leonardo Bianchi

المصدر: International Journal of Forecasting. 39:391-404

مصطلحات موضوعية: Business and International Management

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::0595ca34b5c1ee4464c95d6def928850Test
https://doi.org/10.1016/j.ijforecast.2021.12.002Test

المؤلفون: Fabian Capitanio, Felice Adinolfi, Barry K. Goodwin, Giorgia Rivieccio

المساهمون: Fabian Capitanio, Felice Adinolfi, Barry K. Goodwin, Giorgia Rivieccio

مصطلحات موضوعية: Copula, tail dependence, GARCH model

الوصف: It is a stylized fact that the Italian farmers do not benefit of casual structure along value chain. Conversely, retailers could advantage of any positive shock price changes occurred in the wholesale supply chain. We investigate the presence of shock price vertical contagion in the Italian hog market, describing the dependence structure along the supply chain and assessing the degree of extreme value dependence. The approach followed is non linear and copula-based, applied on weekly data of hog price changes referred to Italian farm, wholesale and retail branch chain, over the period 1994-2015. In particular, the objective of the analysis consists in to obtain a measure of the relationship between extreme events of returns, estimating the tail dependence coefficients of copula functions involved in the analysis. The empirical findings highlight the asymmetry of price transmission along the hog Italian supply chain, more relevant for wholesale–retail pair.

وصف الملف: ELETTRONICO

العلاقة: info:eu-repo/semantics/altIdentifier/wos/WOS:000463186300001; volume:18; issue:1; firstpage:3; lastpage:14; numberofpages:12; journal:NEW MEDIT; http://hdl.handle.net/11585/687065Test; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85068007548; https://newmedit.iamb.it/2019/03/15/a-copula-based-approach-to-investigate-vertical-shock-price-transmission-in-the-italian-hog-marketTest/

الإتاحة: https://doi.org/10.30682/nm1901aTest
http://hdl.handle.net/11585/687065Test
https://newmedit.iamb.it/2019/03/15/a-copula-based-approach-to-investigate-vertical-shock-price-transmission-in-the-italian-hog-marketTest/

المؤلفون: Fabian Capitanio, Giorgia Rivieccio, Felice Adinolfi

المصدر: International Journal of Environmental Research and Public Health; Volume 17; Issue 16; Pages: 5855

مصطلحات موضوعية: food prices, price volatility, food riots, social unrest

جغرافية الموضوع: agris

الوصف: Many discussions following the 2007/08 food price crisis have revolved around the magnitude of the negative impacts that it may have had on food security worldwide. In South-Eastern Mediterranean countries (SEMC), food security is strongly interrelated with several key economic and political issues. Many of these countries are becoming increasingly import-dependent, particularly on cereals, which are the essential raw material for human and animal food and feed. Due to both their economic system structure and consumption, the SEMC are responsible for a third of world cereals imports, whereas they account for only 5% of the world population. Given the set of constraints and this dependence on global markets, SEMC will be probably more exposed to severe swings in agricultural commodity prices in the coming years. In this view, this study examines the dependence structure among global food grain markets and Morocco and provides flexible models for dependency and the conditional volatility GARCH. A copula-based GARCH model has been carried out to estimate the marginal distributions of Morocco and world cereals commodity price changes. The results revealed that the joint co-movement between agricultural commodity price changes around the world and in Morocco, are generally considerable and there exists asymmetric tail dependence.

وصف الملف: application/pdf

العلاقة: Environmental Science and Engineering; https://dx.doi.org/10.3390/ijerph17165855Test

الإتاحة: https://doi.org/10.3390/ijerph17165855Test

المؤلفون: GIORGIA RIVIECCIO, KARINE RAIES, FRANCESCO SCHIAVONE

المساهمون: Rivieccio, Giorgia, Raies, Karine, Schiavone, Francesco

العلاقة: journal:TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE; https://hdl.handle.net/11367/113317Test; info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85147325041

الإتاحة: https://doi.org/10.1016/j.techfore.2023.122383Test
https://hdl.handle.net/11367/113317Test

المؤلفون: Francesco Schiavone, Giorgia Rivieccio, Anna Bastone, Attilio Bianchi, Sandro Pignata, Elisabetta Coppola, Maria Grimaldi, Anna Crispo, Sergio Coluccia, Egidio Celentano, Antonio Maddalena, Tiziana Spinosa, Paola Bogani, Saverio Valerio, Davide D’Errico

المساهمون: Schiavone, Francesco, Rivieccio, Giorgia, Bastone, Anna, Bianchi, Attilio, Pignata, Sandro, Coppola, Elisabetta, Grimaldi, Maria, Crispo, Anna, Coluccia, Sergio, Celentano, Egidio, Maddalena, Antonio, Spinosa, Tiziana, Bogani, Paola, Valerio, Saverio, D’Errico, Davide

العلاقة: journal:GIORNALE ITALIANO DI HEALTH TECHNOLOGY ASSESSMENT DELIVERY; https://hdl.handle.net/11367/115236Test

الإتاحة: https://hdl.handle.net/11367/115236Test

المؤلفون: Chiara Cannavale, Giorgia Rivieccio, Lorenza Claudio, Iman Zohoorian Nadali

المصدر: Quality & Quantity.

مصطلحات موضوعية: Statistics and Probability, General Social Sciences

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3734a095b664df7b1576bad85b5ad7ebTest
https://doi.org/10.1007/s11135-022-01572-wTest

المؤلفون: Giovanni De Luca, Paolo Mazzocchi, Giorgia Rivieccio, Antonella Rocca

المساهمون: DE LUCA, Giovanni, Mazzocchi, Paolo, Rivieccio, Giorgia, Rocca, Antonella

مصطلحات موضوعية: Territorial innovation system, local competitiveness

العلاقة: info:eu-repo/semantics/altIdentifier/isbn/979-12-80655-14-1; volume:Anno I numero 6; firstpage:7; lastpage:26; numberofpages:20; http://hdl.handle.net/11367/109343Test

الإتاحة: http://hdl.handle.net/11367/109343Test

المؤلفون: Francesco Schiavone, Giorgia Rivieccio, Anna Bastone, Sandro Pignata, Attilio Bianchi

المساهمون: Schiavone, Francesco, Rivieccio, Giorgia, Bastone, Anna, Pignata, Sandro, Bianchi, Attilio

العلاقة: info:eu-repo/semantics/altIdentifier/isbn/979-12-80655-19-6; https://hdl.handle.net/11367/112576Test

الإتاحة: https://hdl.handle.net/11367/112576Test