Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model by Jiechen Tang, Chao Zhou, Xinyu Yuan, Songsak Sriboonchitta

“…Third, multivariate Gaussian copula and Student t-copula are employed to describe the natural gas portfolio risk dependence structure. …”
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A Bayesian approach to discrete multiple outcome network meta-analysis. by Rebecca Graziani, Sergio Venturini

“…The joint distribution of the discrete outcomes is modeled through a Gaussian copula with binomial marginals. The remaining elements of the hierarchial random effects model are specified in a standard way, with the logit of the success probabilities given by the sum of a baseline log-odds and random effects comparing the log-odds of each treatment against the reference and having a Gaussian distribution centered at the vector of pooled effects. …”
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Estimation of High Structural Reliability Involving Nonlinear Dependencies Based on Linear Correlations by Liulin Kong, Heng Li, Bo Zhang, Hanbin Luo

“…This paper first demonstrates the capture of nonlinear dependency by fitting various bivariate non-Gaussian copulas to limited data samples of structural material properties. …”
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Joint Modeling of Precipitation and Temperature Using Copula Theory for Current and Future Prediction under Climate Change Scenarios in Arid Lands (Case Study, Kerman Province, Ira... by T. Mesbahzadeh, M. M. Miglietta, M. Mirakbari, F. Soleimani Sardoo, M. Abdolhoseini

“…Based on the results of goodness of fit test, the Frank copula function was selected for modeling of recorded and constructed data under RCP2.6 scenario and the Gaussian copula function was used for joint modeling of the constructed data under the RCP4.5 and RCP8.5 scenarios.…”
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