Publications

Articles

  1. Şahin, Ö., & Joe, H. (2024). Vine Copula-Based Classifiers with Applications., Journal of Classification, 1-29.
  2. Sahin, Ö., & Czado, C. (2024). High-dimensional sparse vine copula regression with application to genomic prediction. Biometrics, 80(1), ujad042.
  3. Sahin, Ö., Bax, K., Paterlini, S., & Czado, C. (2023). The pitfalls of (non-definitive) Environmental, Social, and Governance scoring methodology. Global Finance Journal, 56, 100780.
  4. Bax, K., Sahin, Ö., Czado, C., & Paterlini, S. (2023). ESG, Risk, and (tail) dependence. International Review of Financial Analysis, 87, 102513.
  5. Czado, C., Bax, K., Sahin, Ö., Nagler, T., Min, A., & Paterlini, S. (2022). Vine copula based dependence modeling in sustainable finance. The Journal of Finance and Data Science, 8, 309-330.
  6. Sahin, Ö., Bax, K., Czado, C., & Paterlini, S. (2022). Environmental, Social, Governance scores and the Missing pillar—Why does missing information matter? Corporate Social Responsibility and Environmental Management, 29(5), 1782–1798.
  7. Sahin, Ö., & Czado, C. (2022). Vine copula mixture models and clustering for non-Gaussian data. Econometrics and Statistics, 22, 136-158.
  8. Sahin, Ö., Senturk, F., Barlas, Y., & Yasarcan, H. (2020). Modeling the pharmacodynamics of nandrolone doping drug and implications for anti-doping testing. Syst. Dyn. Rev., 36: 467-496.

Preprints

Thesis

  1. Sahin, Ö. Statistical learning based on vine copulas with societal applications