An analysis of sensitivity of copula model parameters in green project risks assessment

• Date: 2026
• Main Authors: Квашук, І. О., Кузнєцова, Н. В.
• Format: Article
• Language: Ukrainian
• Published: Інститут проблем реєстрації інформації НАН України 2026
• Subjects: copulas; mathematical models; parameter sensitivity; risks; green projects; confidence intervals; maximum likelihood method
• Online Access: https://drsp.ipri.kiev.ua/article/view/358481
• Journal Title: Data Recording, Storage & Processing

Given the increasing emphasis on the application of copulas in modeling green risks, a rigorous understanding of parameter estimation procedures has become critically important. This issue is particularly relevant for relatively small datasets, which often contain no more than several thousand obser...