Daniel Felix Ahelegbey : Citation Profile

Are you Daniel Felix Ahelegbey?

University of Essex

8

H index

7

i10 index

193

Citations

RESEARCH PRODUCTION:

15

Articles

25

Papers

1

Chapters

RESEARCH ACTIVITY:

   12 years (2012 - 2024). See details.
   Cites by year: 16
   Journals where Daniel Felix Ahelegbey has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 24 (11.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pah131
   Updated: 2024-04-18    RAS profile: 2024-04-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Giudici, Paolo (15)

Agosto, Arianna (3)

Fianu, Emmanuel Senyo (2)

Grossi, Luigi (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 (22)

Giudici, Paolo (21)

Billio, Monica (15)

Parisi, Laura (12)

Lau, Chi Keung (9)

Moneta, Alessio (8)

Roventini, Andrea (8)

Napoletano, Mauro (8)

Guerini, Mattia (8)

GUPTA, RANGAN (7)

Arefiev, Nikolay (5)

Cites to:

Billio, Monica (45)

Casarin, Roberto (29)

Giudici, Paolo (28)

Lo, Andrew (20)

Diebold, Francis (17)

Yilmaz, Kamil (16)

Pelizzon, Loriana (16)

battiston, stefano (16)

Tahbaz-Salehi, Alireza (12)

Acemoglu, Daron (12)

Delli Gatti, Domenico (11)

Main data

Where Daniel Felix Ahelegbey has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2
International Review of Financial Analysis2
FinTech2
Risks2

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 (2024 and 2023)

YearTitle of citing document
2023Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks. (2023). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2308.15769.

Full description at Econpapers || Download paper

2023A sparse Bayesian hierarchical vector autoregressive model for microbial dynamics in a wastewater treatment plant. (2023). Curtis, Thomas P ; Heaps, Sarah E ; Hannaford, Naomi E ; Wilkinson, Darren J ; Golightly, Andrew ; Allen, Ben. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:179:y:2023:i:c:s0167947322002390.

Full description at Econpapers || Download paper

2023A practical multivariate approach to testing volatility spillover. (2023). Urga, Giovanni ; Leong, Soon Heng. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:153:y:2023:i:c:s0165188923001008.

Full description at Econpapers || Download paper

2023Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

Full description at Econpapers || Download paper

2023Structural models for fog computing based internet of things architectures with insurance and risk management applications. (2023). Zhao, Peng ; Su, Jianxi ; Xu, Maochao ; Zhang, Xiaoyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1273-1291.

Full description at Econpapers || Download paper

2023Risk substitution in cryptocurrencies: Evidence from BRICS announcements. (2023). Pisera, Stefano ; Paltrinieri, Andrea ; Dreassi, Alberto ; Chiaramonte, Laura ; Alon, Ilan ; Goodell, John W. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000553.

Full description at Econpapers || Download paper

2023Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

Full description at Econpapers || Download paper

2023How to reduce the default contagion risk of intercorporate credit guarantee networks? Evidence from China. (2023). Xu, Yueling ; Huang, Wenli ; Ben, Shenglin ; Lv, Jiamin. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s156601412200084x.

Full description at Econpapers || Download paper

2023A financial risk meter for China. (2023). Hardle, Wolfgang Karl ; Althof, Michael ; Wang, Ruting. In: Emerging Markets Review. RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000572.

Full description at Econpapers || Download paper

2023Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement. (2023). Nave, Juan M ; Gonzalez-Sanchez, Mariano. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000285.

Full description at Econpapers || Download paper

2023From BASEL III to BASEL IV and beyond: Expected shortfall and expectile risk measures. (2023). Nedeltchev, Dragomir C ; Zaevski, Tsvetelin S. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001618.

Full description at Econpapers || Download paper

2023Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442.

Full description at Econpapers || Download paper

2023Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Egan, Paul ; Cao, Guangxi ; Fang, Sheng. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617.

Full description at Econpapers || Download paper

2023Systemic risk and CO2 emissions in the U.S.. (2023). Zervopoulos, Panagiotis ; Molyneux, Philip ; Kanas, Angelos. In: Journal of Financial Stability. RePEc:eee:finsta:v:64:y:2023:i:c:s1572308922001097.

Full description at Econpapers || Download paper

2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality. (2023). Sha, Yezhou ; Yin, Shiqi ; Zhang, Ping. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000513.

Full description at Econpapers || Download paper

2023Immunization of systemic risk in trade–investment networks. (2023). Li, Shouwei. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:611:y:2023:i:c:s0378437122009980.

Full description at Econpapers || Download paper

2023Exploring the spatial linkage network of peer-to-peer lending in China. (2023). Wei, Xiaolin ; Chong, Zhaohui. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008348.

Full description at Econpapers || Download paper

2023A network based fintech inclusion platform. (2023). Pediroda, Valentino ; Giudici, Paolo ; Ahelegbey, Daniel. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:87:y:2023:i:pb:s0038012123000551.

Full description at Econpapers || Download paper

2023Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743.

Full description at Econpapers || Download paper

2023Pursuing the Sustainability of Real Estate Market: The Case of Chinese Land Resources Diversification. (2023). Wen, Zhong-Qin ; Chiang, Shu-Hen ; Lee, Cheng-Wen. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:7:p:5850-:d:1109353.

Full description at Econpapers || Download paper

2023Are DeFi tokens a separate asset class from conventional cryptocurrencies?. (2023). Corbet, Shaen ; Kaskaloglu, Kerem ; Gunay, Samet ; Goodell, John W. In: Annals of Operations Research. RePEc:spr:annopr:v:322:y:2023:i:2:d:10.1007_s10479-022-05150-z.

Full description at Econpapers || Download paper

2023Housing price diffusions in mainland China: evidence from a spatially penalized graphical VAR model. (2023). Shi, Yanlin ; Chang, LE ; Jiang, Xiandeng. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:2:d:10.1007_s00181-022-02264-y.

Full description at Econpapers || Download paper

2023Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

Full description at Econpapers || Download paper

2023Structural VAR and financial networks: A minimum distance approach to spatial modeling. (2023). Scida, Daniela. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:49-68.

Full description at Econpapers || Download paper

Works by Daniel Felix Ahelegbey:

YearTitleTypeCited
2017Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach In: ERES.
[Full Text][Citation analysis]		paper11
2020Tree networks to assess financial contagion In: Economic Modelling.
[Full Text][Citation analysis]		article12
2020Tree Networks to assess Financial Contagion.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2019Tree Networks to Assess Financial Contagion.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2021Network VAR models to measure financial contagion In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article6
2020Network VAR models to Measure Financial Contagion.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		paper
2022Modeling risk contagion in the Italian zonal electricity market In: European Journal of Operational Research.
[Full Text][Citation analysis]		article2
2020Modeling Risk Contagion in the Italian Zonal Electricity Market.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2021Tail risk measurement in crypto-asset markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article12
2020Tail Risk Measurement In Crypto-Asset Markets.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2022Network based evidence of the financial impact of Covid-19 pandemic In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article4
2021Network Based Evidence of the Financial Impact of Covid-19 Pandemic.(2021) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2019Latent factor models for credit scoring in P2P systems In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2018Latent Factor Models for Credit Scoring in P2P Systems.(2018) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2022NetVIX — A network volatility index of financial markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2020NetVIX - A Network Volatility Index of Financial Markets.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2017Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach In: Regional Science and Urban Economics.
[Full Text][Citation analysis]		article12
2024Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment In: Socio-Economic Planning Sciences.
[Full Text][Citation analysis]		article0
2014Bayesian Selection of Systemic Risk Networks In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
In: .
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2020Statistical Modelling of Downside Risk Spillovers.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2023Credit Scoring for Peer-to-Peer Lending In: Risks.
[Full Text][Citation analysis]		article0
2020Tail Risk Transmission: A Study of the Iran Food Industry In: Risks.
[Full Text][Citation analysis]		article0
2020Tail Risk Transmission: A Study of Iran Food Industry.(2020) In: DEM Working Papers Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2014HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper18
2012Bayesian Graphical Models for Structural Vector Autoregressive Processes.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2014Hierarchical Graphical Models, With Application to Systemic Risk.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2020Default count-based network models for credit contagion In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper2
2022Default count-based network models for credit contagion.(2022) In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2020A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2020Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper1
2020Interconnected Deviations from Covered Interest Parity In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2020A Statistical Measure of Global Equity Market Risk In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2020Modeling Turning Points In Global Equity Market In: DEM Working Papers Series.
[Full Text][Citation analysis]		paper0
2019Factorial Network Models To Improve P2P Credit Risk Management In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2016The Econometrics of Bayesian Graphical Models: A Review With Financial Application In: MPRA Paper.
[Full Text][Citation analysis]		paper11
2014Sparse Graphical Vector Autoregression: A Bayesian Approach In: Working Papers.
[Full Text][Citation analysis]		paper8
2015The Econometrics of Networks: A Review In: Working Papers.
[Full Text][Citation analysis]		paper0
2016Bayesian Graphical Models for STructural Vector Autoregressive Processes In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article85
2012Bayesian Graphical Models for Structural Vector Autoregressive Processes.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team