Daniel Felix Ahelegbey : Citation Profile


Are you Daniel Felix Ahelegbey?

Università Ca' Foscari Venezia (10% share)

6

H index

3

i10 index

129

Citations

RESEARCH PRODUCTION:

10

Articles

25

Papers

1

Chapters

RESEARCH ACTIVITY:

   10 years (2012 - 2022). See details.
   Cites by year: 12
   Journals where Daniel Felix Ahelegbey has often published
   Relations with other researchers
   Recent citing documents: 32.    Total self citations: 20 (13.42 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pah131
   Updated: 2022-05-28    RAS profile: 2022-04-11    
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Relations with other researchers


Works with:

Giudici, Paolo (14)

Agosto, Arianna (3)

Fianu, Emmanuel Senyo (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:

Casarin, Roberto (21)

Giudici, Paolo (17)

Billio, Monica (14)

Parisi, Laura (12)

Lau, Chi Keung (8)

Guerini, Mattia (6)

GUPTA, RANGAN (6)

Arefiev, Nikolay (5)

Roventini, Andrea (4)

Moneta, Alessio (4)

Sartore, Domenico (4)

Cites to:

Billio, Monica (35)

Casarin, Roberto (23)

Giudici, Paolo (19)

Diebold, Francis (14)

Lo, Andrew (14)

Pelizzon, Loriana (13)

Yilmaz, Kamil (13)

Koop, Gary (11)

Tahbaz-Salehi, Alireza (10)

Acemoglu, Daron (10)

Dungey, Mardi (9)

Main data


Where Daniel Felix Ahelegbey has published?


Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2

Working Papers Series with more than one paper published# docs
DEM Working Papers Series / University of Pavia, Department of Economics and Management14
MPRA Paper / University Library of Munich, Germany5
Working Papers / Department of Economics, University of Venice "Ca' Foscari"5

Recent works citing Daniel Felix Ahelegbey (2022 and 2021)


YearTitle of citing document
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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2021Look Whos Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default. (2021). Liberati, Caterina ; Repetto, Marco ; Crosato, Lisa. In: Papers. RePEc:arx:papers:2108.13914.

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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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2021Time-varying inter-urban housing price spillovers in China: Causes and consequences. (2021). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001251.

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2022Variational Bayesian inference for network autoregression models. (2022). Koch, Thorsten ; Chen, Ying ; Lai, Wei-Ting. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:169:y:2022:i:c:s0167947321002401.

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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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2021Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic. (2021). Lin, Boqiang ; Okorie, David. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000322.

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2021Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978.

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2021Detecting groups in large vector autoregressions. (2021). Guðmundsson, Guðmundur ; Brownlees, Christian ; Gumundsson, Gumundur Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:225:y:2021:i:1:p:2-26.

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2021Cross-border systemic risk spillovers in the global oil system: Does the oil trade pattern matter?. (2021). Chevallier, Julien ; Lin, Renda ; Liu, Jiahao ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321002942.

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2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets. (2021). Zaremba, Adam ; Bilgin, Mehmet ; Szczygielski, Jan J ; Mercik, Aleksander ; Long, Huaigang. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002349.

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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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2022Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Alkhataybeh, Ahmad ; El-Nader, Ghaith ; al Rababa, Abdel Razzaq ; Ur, Mobeen. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001992.

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2021Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach. (2021). Xu, Fuwei ; Su, Zhi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000050.

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2021Analysis of global stock markets’ connections with emphasis on the impact of COVID-19. (2021). Zhang, Xin ; Yu, Hang ; Zhao, Xinyao ; Guo, Hongfeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:569:y:2021:i:c:s0378437121000467.

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2022Analysis of critical events in the correlation dynamics of cryptocurrency market. (2022). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:586:y:2022:i:c:s0378437121007354.

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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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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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2021Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique. In: Forecasting. RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

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2021The Use of Discriminant Analysis to Assess the Risk of Bankruptcy of Enterprises in Crisis Conditions Using the Example of the Tourism Sector in Poland. (2021). Wieprow, Joanna ; Gawlik, Agnieszka. In: Risks. RePEc:gam:jrisks:v:9:y:2021:i:4:p:78-:d:537746.

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2021The Nexus of Sophisticated Digital Assets with Economic Policy Uncertainty: A Survey of Empirical Findings and an Empirical Investigation. (2021). Kyriazis, Nikolaos A. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5383-:d:552611.

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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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2021Information theoretic causality detection between financial and sentiment data. (2021). Aste, Tomaso ; Cerchiello, Paola ; Scaramozzino, Roberta. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0202.

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2021Hedonic Models and House Price Index Numbers. (2021). Rambaldi, Alicia ; Hill, Robert J. In: CEPA Working Papers Series. RePEc:qld:uqcepa:169.

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2021Regional housing price dependency in the UK: A dynamic network approach. (2021). Zhang, Dayong ; Ji, Qiang ; Horsewood, Nicholas J ; Zhao, Wan-Li. In: Urban Studies. RePEc:sae:urbstu:v:58:y:2021:i:5:p:1014-1031.

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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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2022Causality and dynamic spillovers among cryptocurrencies and currency markets. (2022). Marco, Chi Keung ; Gozgor, Giray ; Elsayed, Ahmed H. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2026-2040.

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2021Reduced?form factor augmented VAR—Exploiting sparsity to include meaningful factors. (2021). Kaufmann, Sylvia ; Beyeler, Simon. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:36:y:2021:i:7:p:989-1012.

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2022Measuring systemic risk in the global banking sector: A cross-quantilogram network approach. (2022). Výrost, Tomᚠ; Baumohl, Eduard ; Vrost, Toma ; Hussain, Syed Jawad ; Hoang, Thi-Hong-Van, ; Bouri, Elie. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:249340.

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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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paper3
2020Tree networks to assess financial contagion In: Economic Modelling.
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article7
2020Tree Networks to assess Financial Contagion.(2020) In: MPRA Paper.
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This paper has another version. Agregated cites: 7
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2019Tree Networks to Assess Financial Contagion.(2019) In: MPRA Paper.
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This paper has another version. Agregated cites: 7
paper
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
paper
2022Modeling risk contagion in the Italian zonal electricity market In: European Journal of Operational Research.
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article0
2020Modeling Risk Contagion in the Italian Zonal Electricity Market.(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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article1
2020Tail Risk Measurement In Crypto-Asset Markets.(2020) In: DEM Working Papers Series.
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This paper has another version. Agregated cites: 1
paper
2019Latent factor models for credit scoring in P2P systems In: Physica A: Statistical Mechanics and its Applications.
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article1
2018Latent Factor Models for Credit Scoring in P2P Systems.(2018) In: MPRA Paper.
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This paper has another version. Agregated cites: 1
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2022NetVIX — A network volatility index of financial markets In: Physica A: Statistical Mechanics and its Applications.
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article0
2020NetVIX - A Network Volatility Index of Financial Markets.(2020) In: DEM Working Papers Series.
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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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article8
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
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2014Hierarchical Graphical Models, With Application to Systemic Risk.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 19
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2020Default count-based network models for credit contagion In: DEM Working Papers Series.
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paper1
2022Default count-based network models for credit contagion.(2022) In: Journal of the Operational Research Society.
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This paper has another version. Agregated cites: 1
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2020A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series In: DEM Working Papers Series.
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paper0
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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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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2021Network Based Evidence of the Financial Impact of Covid-19 Pandemic In: DEM Working Papers Series.
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paper1
2019Factorial Network Models To Improve P2P Credit Risk Management In: MPRA Paper.
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2016The Econometrics of Bayesian Graphical Models: A Review With Financial Application In: MPRA Paper.
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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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2016Bayesian Graphical Models for STructural Vector Autoregressive Processes In: Journal of Applied Econometrics.
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article69
2012Bayesian Graphical Models for Structural Vector Autoregressive Processes.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 69
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