An Applied Procedure for Estimating and Simulating Multivariate Empirical (MVE) Probability Distributions In Farm-Level Risk Assessment and Policy Analysis

By James W. Richardson, S. Klose, A. Gray. Journal of Agricultural and Applied Economics, 2000

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Characterizations of joint distributions, copulas, information, dependence and decoupling, with applications to time series (2006, background): “, Taylor [74], Fackler [23], Frees, Carriere and Valdez [25], Klugman and Parsa [46], Patton [61, 62], Richardson, Klose and Gray [65], Embrechts, Lindskog and McNeil [21], Hu [32], Reiss and Thomas [64], Granger, Teräsvirta and Patton [30] and Miller and Liu [58]).”
On the recovery of joint distributions from limited information (2002, background): “In economics, copulas have been applied to research problems in a wide range of 8elds including agricultural economics (Taylor, 1990; Fackler, 1991; Miller, 1995; Richardson et al., 2000), 8nance (Miller and Liu, 2001; Reiss and Thomas, 2001), and risk and insurance (Frees et al.”
Techno-economic comparison of ethanol and electricity coproduction schemes from sugarcane residues at existing sugar mills in Southern Africa (2014, background): “[34,35,78] and by the authors of the current study [36,37].”