In this paper we propose a vine copula based Monte Carlo simulation model for estimating Portfolio Value at Risk. The vine copula model is introduced to analyze the complex dependence structure of different regional markets in the typical financial markets. Then we construct the vine copula based Portfolio Value at Risk model, taking into account the identified high dimensional dependence struc...

The Iberian viticultural regions are convened according to the Denomination of Origin (DO) and present different climates, soils, topography and management practices. All these elements influence the vegetative growth of different varieties throughout the peninsula, and are tied to grape quality and wine type. In the current study, an integrated analysis of climate, soil, topography and vegetat...

In Aas et al. (2009) and Aas and Berg (2009), it is shown that vine copulas constructed from bivariate t-copulas can provide better fits to multivariate financial asset return data. Several published articles indicate that for several assets there might be stronger tail dependence of returns in the joint lower tail than upper tail. We use vine copula models with appropriate choices of bivariate...

Natural infection of Cucumber mosaic virus (CMV) in Indian long pepper (Piper longum L.) and betel vine (Piper betle L.) was detected by reverse transcription polymerase chain reaction (RT-PCR). The coat protein gene sequences of CMV infecting these hosts were amplified. The resulting amplicons were cloned and sequenced. In both the cases coat protein gene consisted of 657 nucleotides, potentia...

Successful climbing by vines not only prevents shading by neighbouring vegetation, but also may place the vines beyond ground herbivores. Here we tested the hypothesis that herbivory might enhance climbing in a vine species, and that such induced climbing should be greater in the shade. We assessed field herbivory in climbing and prostrate ramets of the twining vine Convolvulus arvensis. We eva...

A pair-copula construction is a decomposition of a multivariate copula into a structured system, called regular vine, of bivariate copulae or pair-copulae. The standard practice is to model these pair-copulae parametri-cally, which comes at the cost of a large model risk, with errors propagating throughout the vine structure. The empirical pair-copula proposed in the paper provides a nonparamet...

18 Background and aims: Most optical devices for indirect measurement of leaf area 19 index (LAI) from canopy-transmitted light are tailored for homogeneous canopies, thus 20 limiting their application to discontinuous canopies such as vertically trained vineyards. 21 This study evaluates the influence of sun position on the reliability of LAI estimates 22 provided by a ceptometer and proposes ...

The relationships between variations in grapevine (Vitis vinifera L. cv. Pinot noir) growth and resulting fruit and wine phenolic composition were investigated. The study was conducted in a commercial vineyard consisting of the same clone, rootstock, age, and vineyard management practices. The experimental design involved monitoring soil, vine growth, yield components, and fruit composition (so...

Distribution of Xiphinema americanum and four Meloidogyne spp, was studied in a vineyard over a 13-mo. period. The X. arnericanum population was concd in the upper 60-cm of undisturbed soil in the vine row, whereas the Meloidogyne species were distributed both in and between rows and to greater depths, similar to the distribution of the root system. Samples for assessment of X. americanum densi...