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  • 1
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    MDPI
    In: Risks
    Publication Date: 2017-07-20
    Description: Risks, Vol. 5, Pages 38: Stress Testing German Industry Sectors: Results from a Vine Copula Based Quantile Regression Risks doi: 10.3390/risks5030038 Authors: Matthias Fischer Daniel Kraus Marius Pfeuffer Claudia Czado Measuring interdependence between probabilities of default (PDs) in different industry sectors of an economy plays a crucial role in financial stress testing. Thereby, regression approaches may be employed to model the impact of stressed industry sectors as covariates on other response sectors. We identify vine copula based quantile regression as an eligible tool for conducting such stress tests as this method has good robustness properties, takes into account potential nonlinearities of conditional quantile functions and ensures that no quantile crossing effects occur. We illustrate its performance by a data set of sector specific PDs for the German economy. Empirical results are provided for a rough and a fine-grained industry sector classification scheme. Amongst others, we confirm that a stressed automobile industry has a severe impact on the German economy as a whole at different quantile levels whereas, e.g., for a stressed financial sector the impact is rather moderate. Moreover, the vine copula based quantile regression approach is benchmarked against both classical linear quantile regression and expectile regression in order to illustrate its methodological effectiveness in the scenarios evaluated.
    Electronic ISSN: 2227-9091
    Topics: Economics
    Published by MDPI
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  • 2
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    MDPI
    In: Galaxies
    Publication Date: 2018-03-27
    Description: Galaxies, Vol. 6, Pages 40: Probing the Large Faraday Rotation Measure Environment of Compact Active Galactic Nuclei Galaxies doi: 10.3390/galaxies6020040 Authors: Alice Pasetto Carlos Carrasco-González Shane O’Sullivan Aritra Basu Gabriele Bruni Alex Kraus Salvador Curiel Karl-Heinz Mack Knowing how the ambient medium in the vicinity of active galactic nuclei (AGNs) is shaped is crucial to understanding generally the evolution of such cosmic giants as well as AGN jet formation and launching. Thanks to the new broadband capability now available at the Jansky Very Large Array (JVLA), we can study changes in polarization properties, fractional polarization, and polarization angles, together with the total intensity spectra of a sample of 14 AGNs, within a frequency range from 1 to 12 GHz. Depolarization modeling has been performed by means of so-called “qu-fitting” to the polarized data, and a synchrotron self absorption model has been used for fitting to the total intensity data. We found complex behavior both in the polarization spectra and in the total intensity spectra, and several Faraday components with a large rotation measure (RM) and several synchrotron components were needed to represent these spectra. Here, results for three targets are shown. This new method of analyzing broadband polarization data through qu-fitting successfully maps the complex surroundings of unresolved objects.
    Electronic ISSN: 2075-4434
    Topics: Physics
    Published by MDPI
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  • 3
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    MDPI
    In: Galaxies
    Publication Date: 2018-04-19
    Description: Galaxies, Vol. 6, Pages 49: Effelsberg Monitoring of a Sample of RadioAstron Blazars: Analysis of Intra-Day Variability Galaxies doi: 10.3390/galaxies6020049 Authors: Jun Liu Hayley Bignall Thomas P. Krichbaum Xiang Liu Alex Kraus Yuri Y. Kovalev Kirill V. Sokolovsky Emmanouil Angelakis J. Anton Zensus We present the first results of an ongoing intra-day variability (IDV) flux density monitoring program of 107 blazars, which were selected from a sample of RadioAstron space very long baseline interferometry (VLBI) targets. The IDV observations were performed with the Effelsberg 100-m radio telescope at 4.8 GHz, focusing on the statistical properties of IDV in a relatively large sample of compact active galactic nuclei (AGN). We investigated the dependence of rapid (<3 day) variability on various source properties through a likelihood approach. We found that the IDV amplitude depends on flux density and that fainter sources vary by about a factor of 3 more than their brighter counterparts. We also found a significant difference in the variability amplitude between inverted- and flat-spectrum radio sources, with the former exhibiting stronger variations. γ -ray loud sources were found to vary by up to a factor 4 more than γ -ray quiet ones, with 4 σ significance. However a galactic latitude dependence was barely observed, which suggests that it is predominantly the intrinsic properties (e.g., angular size, core-dominance) of the blazars that determine how they scintillate, rather than the directional dependence in the interstellar medium (ISM). We showed that the uncertainty in the VLBI brightness temperatures obtained from the space VLBI data of the RadioAstron satellite can be as high as ~70% due to the presence of the rapid flux density variations. Our statistical results support the view that IDV at centimeter wavelengths is predominantly caused by interstellar scintillation (ISS) of the emission from the most compact, core-dominant region in an AGN.
    Electronic ISSN: 2075-4434
    Topics: Physics
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  • 4
    Publication Date: 2016-11-25
    Description: S5 0716+714 is a well known BL Lac object, and one of the brightest and most active blazars. The discovery in the Very High Energy band (VHE, E > 100 GeV) by MAGIC happened in 2008. In January 2015, the source went through the brightest optical state ever observed, triggering MAGIC follow-up and a VHE detection with ∼ 13 σ significance (ATel ♯ 6999 ). Rich multiwavelength coverage of the flare allowed us to construct the broad-band spectral energy distribution of S5 0716+714 during its brightest outburst. In this work, we will present the preliminary analysis of MAGIC and Fermi-LAT data of the flaring activity in January and February 2015 for the HE (0.1 〈 HE 〈 300 GeV) and VHE band, together with radio (Metsähovi, OVRO, VLBA, Effelsberg), sub-millimeter (SMA), optical (Tuorla, Perkins, Steward, AZT-8+ST7, LX-200, Kanata), X-ray and UV (Swift-XRT and UVOT), in the same time-window and discuss the time variability of the multiwavelength light curves during this impressive outburst.
    Electronic ISSN: 2075-4434
    Topics: Physics
    Published by MDPI
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  • 5
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    MDPI
    In: Galaxies
    Publication Date: 2016-11-03
    Description: Radio polarimetry is an invaluable tool to investigate the physical conditions and variability processes in active galactic nuclei (AGN) jets. However, detecting their linear and circular polarization properties is a challenging endeavor due to their low levels and possible depolarization effects. We have developed an end-to-end data analysis methodology to recover the polarization properties of unresolved sources with high accuracy. It has been applied to recover the linear and circular polarization of 87 AGNs measured by the F-GAMMA program from July 2010 to January 2015 with a mean cadence of 1.3 months. Their linear polarization was recovered at four frequencies between 2.64 and 10.45 GHz and the circular polarization at 4.85 and 8.35 GHz. The physical conditions required to reproduce the observed polarization properties and the processes which induce their variability were investigated with a full-Stokes radiative transfer code which emulates the synchrotron emission of modeled jets. The model was used to investigate the conditions needed to reproduce the observed polarization behavior for the blazar 3C 454.3, assuming that the observed variability is attributed to evolving internal shocks propagating downstream.
    Electronic ISSN: 2075-4434
    Topics: Physics
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  • 6
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    MDPI
    In: Galaxies
    Publication Date: 2016-11-25
    Description: We present preliminary results of JVLA wideband full polarization observations of a sample of Active Galactic Nuclei (AGN) with very high Rotation Measure (RM) values, a sign of extreme environment. Polarization properties show a complex behaviour such that the polarization angle (PA) and fractional polarization (fp) change dramatically within the wide band. The measured RM is not constant within the wide band. Its complex behaviour reflects the complexity of the medium with the presence of several Faraday components. The depolarization has been studied by modelling the variations of the Stokes parameters Q and U together with the polarization parameters (PA and fp) with wavelength using combinations of the simplest existing depolarization models. With this JVLA study we could spectrally resolve multiple polarized components of unresolved AGN. These preliminary results reveal the complexity of these objects, but improvements to the depolarization modelling are needed to better understand the polarization structure of these sources.
    Electronic ISSN: 2075-4434
    Topics: Physics
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