Daniel Felix Ahelegbey : Citation Profile


Are you Daniel Felix Ahelegbey?

Università Ca' Foscari Venezia (10% share)

5

H index

2

i10 index

105

Citations

RESEARCH PRODUCTION:

7

Articles

24

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 11
   Journals where Daniel Felix Ahelegbey has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 18 (14.63 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pah131
   Updated: 2021-04-17    RAS profile: 2021-03-26    
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Relations with other researchers


Works with:

Giudici, Paolo (11)

Billio, Monica (2)

Agosto, Arianna (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Felix Ahelegbey.

Is cited by:

Giudici, Paolo (17)

Casarin, Roberto (15)

Billio, Monica (13)

Parisi, Laura (12)

Lau, Chi Keung (8)

GUPTA, RANGAN (6)

Arefiev, Nikolay (5)

Sartore, Domenico (5)

Kastner, Gregor (4)

Moneta, Alessio (4)

Roventini, Andrea (4)

Cites to:

Billio, Monica (36)

Casarin, Roberto (24)

Giudici, Paolo (19)

Diebold, Francis (14)

Yilmaz, Kamil (13)

Lo, Andrew (13)

Pelizzon, Loriana (13)

Koop, Gary (11)

Acemoglu, Daron (10)

Tahbaz-Salehi, Alireza (10)

Dungey, Mardi (9)

Main data


Where Daniel Felix Ahelegbey has published?


Working Papers Series with more than one paper published# docs
DEM Working Papers Series / University of Pavia, Department of Economics and Management14
Working Papers / Department of Economics, University of Venice "Ca' Foscari"5
MPRA Paper / University Library of Munich, Germany4

Recent works citing Daniel Felix Ahelegbey (2021 and 2020)


YearTitle of citing document
2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio. In: Papers. RePEc:arx:papers:2101.00422.

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2021The Physics of Financial Networks. (2021). Garlaschelli, Diego ; Cimini, Giulio ; Caccioli, Fabio ; Battiston, Stefano ; Barucca, Paolo ; Bardoscia, Marco ; Caldarelli, Guido ; Squartini, Tiziano ; Saracco, Fabio. In: Papers. RePEc:arx:papers:2103.05623.

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2021Markov Switching Panel with Endogenous Synchronization Effects. (2021). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; Agudze, Komla M. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps82.

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2020Combining multiple probability predictions in the presence of class imbalance to discriminate between potential bad and good borrowers in the peer-to-peer lending market. (2020). Zanin, Luca. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:25:y:2020:i:c:s2214635019302072.

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2020Structural learning of contemporaneous dependencies in graphical VAR models. (2020). Consonni, Guido ; Paci, Lucia. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:144:y:2020:i:c:s016794731930235x.

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2021Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory. (2021). Wang, Xunhong ; Li, Yiou ; Yuan, Ying. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:401-414.

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2021A model-based index for systemic risk contribution measurement in financial networks. (2021). Zhu, LI ; Zhang, Ziqing ; Deng, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:35-48.

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2021Stock markets and the COVID-19 fractal contagion effects. (2021). Lin, Boqiang ; Okorie, David Iheke. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305638.

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2020Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315.

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2021Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio. (2021). Sousa, Ricardo ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: International Review of Economics & Finance. RePEc:eee:reveco:v:71:y:2021:i:c:p:779-810.

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2020Information network modeling for U.S. banking systemic risk. (2020). Cerchiello, Paola ; Nicola, Giancarlo ; Aste, Tomaso. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:107563.

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2020House Price Growth Interdependencies and Comovement. (2019). Soques, Daniel ; Cohen, Jeffrey ; Coughlin, Cletus. In: Working Papers. RePEc:fip:fedlwp:2019-028.

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2021A New Scalable Bayesian Network Learning Algorithm with Applications to Economics. (2021). Tsagris, Michail. In: Computational Economics. RePEc:kap:compec:v:57:y:2021:i:1:d:10.1007_s10614-020-10065-7.

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2020Beyond Connectedness: A Covariance Decomposition based Network Risk Model. (2020). AKOVALI, Umut. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2003.

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2020Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions. (2020). West, Mike. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:1:d:10.1007_s10463-019-00741-3.

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2021.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Iacopini, Matteo ; Costola, Michele ; Casarin, Roberto. In: Working Papers. RePEc:ven:wpaper:2021:05.

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2020Sparse Bayesian vector autoregressions in huge dimensions. (2020). Kastner, Gregor ; Huber, Florian. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:7:p:1142-1165.

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2020Tree networks to assess financial contagion. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Agosto, Arianna. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366.

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Works by Daniel Felix Ahelegbey:


YearTitleTypeCited
2017Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach In: ERES.
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2020Tree networks to assess financial contagion In: Economic Modelling.
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article3
2019Tree Networks to Assess Financial Contagion.(2019) In: MPRA Paper.
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This paper has another version. Agregated cites: 3
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2021Network VAR models to measure financial contagion In: The North American Journal of Economics and Finance.
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article0
2020Network VAR models to Measure Financial Contagion.(2020) In: DEM Working Papers Series.
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This paper has another version. Agregated cites: 0
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2021Tail risk measurement in crypto-asset markets In: International Review of Financial Analysis.
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article0
2020Tail Risk Measurement In Crypto-Asset Markets.(2020) In: DEM Working Papers Series.
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This paper has another version. Agregated cites: 0
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2019Latent factor models for credit scoring in P2P systems In: Physica A: Statistical Mechanics and its Applications.
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article0
2018Latent Factor Models for Credit Scoring in P2P Systems.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 0
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2017Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach In: Regional Science and Urban Economics.
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article5
2014Bayesian Selection of Systemic Risk Networks In: Advances in Econometrics.
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chapter0
2020Tail Risk Transmission: A Study of the Iran Food Industry In: Risks.
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article0
2020Tail Risk Transmission: A Study of Iran Food Industry.(2020) In: DEM Working Papers Series.
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2014HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK In: DEM Working Papers Series.
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paper19
2012Bayesian Graphical Models for Structural Vector Autoregressive Processes.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2014Hierarchical Graphical Models, With Application to Systemic Risk.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 19
paper
2020Default count-based network models for credit contagion In: DEM Working Papers Series.
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paper0
2020A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series In: DEM Working Papers Series.
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paper0
2020Modeling Risk Contagion in the Italian Zonal Electricity Market In: DEM Working Papers Series.
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2020Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises In: DEM Working Papers Series.
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2020Interconnected Deviations from Covered Interest Parity In: DEM Working Papers Series.
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2020NetVIX - A Network Volatility Index of Financial Markets In: DEM Working Papers Series.
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2020Statistical Modelling of Downside Risk Spillovers In: DEM Working Papers Series.
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2020A Statistical Measure of Global Equity Market Risk In: DEM Working Papers Series.
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2020Modeling Turning Points In Global Equity Market In: DEM Working Papers Series.
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paper0
2021Network Based Evidence of the Financial Impact of Covid-19 Pandemic In: DEM Working Papers Series.
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2019Factorial Network Models To Improve P2P Credit Risk Management In: MPRA Paper.
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paper1
2016The Econometrics of Bayesian Graphical Models: A Review With Financial Application In: MPRA Paper.
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paper9
2014Sparse Graphical Vector Autoregression: A Bayesian Approach In: Working Papers.
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paper8
2015The Econometrics of Networks: A Review In: Working Papers.
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paper0
2016Bayesian Graphical Models for STructural Vector Autoregressive Processes In: Journal of Applied Econometrics.
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article58
2012Bayesian Graphical Models for Structural Vector Autoregressive Processes.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 58
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