Ayokunle Anthony Osuntuyi : Citation Profile

Are you Ayokunle Anthony Osuntuyi?

Scuola Superiore di Economia (SSE-Ca' Foscari) (50% share)
Università Ca' Foscari Venezia (50% share)

2

H index

2

i10 index

32

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 3
   Journals where Ayokunle Anthony Osuntuyi has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (5.88 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pos71
   Updated: 2023-03-02    RAS profile: 2022-02-28    
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Relations with other researchers

Works with:

Casarin, Roberto (3)

Billio, Monica (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Ayokunle Anthony Osuntuyi.

Is cited by:

Degiannakis, Stavros (2)

Danielsson, Jon (2)

Billio, Monica (2)

Maillet, Bertrand (2)

Wang, Yudong (1)

Floros, Christos (1)

Chen, Meng-Wei (1)

Luger, Richard (1)

BenSaïda, Ahmed (1)

Alexander, Carol (1)

Zhou, Peng (1)

Cites to:

Billio, Monica (11)

Casarin, Roberto (9)

Lence, Sergio (5)

van Dijk, Herman (5)

Ravazzolo, Francesco (5)

Hayes, Dermot (5)

Bauwens, Luc (4)

Kose, Ayhan (4)

Reichlin, Lucrezia (3)

Banbura, Marta (3)

Terrones, Marco (3)

Main data

Where Ayokunle Anthony Osuntuyi has published?

Working Papers Series with more than one paper published# docs
Working Papers / Department of Economics, University of Venice "Ca' Foscari"3

Recent works citing Ayokunle Anthony Osuntuyi (2022 and 2021)

YearTitle of citing document
2023Portfolio Optimization on Multivariate Regime Switching GARCH Model with Normal Tempered Stable Innovation. (2020). Kim, Young Shin ; Peng, Cheng. In: Papers. RePEc:arx:papers:2009.11367.

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2021Optimal Hedging with Margin Constraints and Default Aversion and its Application to Bitcoin Perpetual Futures. (2021). Zou, Bin ; Deng, Jun ; Alexander, Carol. In: Papers. RePEc:arx:papers:2101.01261.

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2022Non-banks contagion and the uneven mitigation of climate risk. (2022). Sydow, Matthias ; Gourdel, Regis. In: Working Paper Series. RePEc:ecb:ecbwps:20222757.

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2022Likelihood inference for Markov switching GARCH(1,1) models using sequential Monte Carlo. (2022). , William ; Chen, Feng. In: Econometrics and Statistics. RePEc:eee:ecosta:v:21:y:2022:i:c:p:50-68.

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2021Self-exciting jumps in the oil market: Bayesian estimation and dynamic hedging. (2021). Sgarra, Carlo ; Gonzato, Luca. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321001845.

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2021Volatility regime, inverted asymmetry, contagion, and flights in the gold market. (2021). Tian, Yuan ; Chen, Meng-Wei ; Kung, Chih-Chun ; Chang, Meng-Shiuh. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000299.

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2021Predicting Extreme Daily Regime Shifts in Financial Time Series Exchange/Johannesburg Stock Exchange—All Share Index. (2021). Moroke, Ntebogang ; Makatjane, Katleho. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:2:p:18-:d:523945.

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2022Analysis of Nonlinear Comovement of Benchmark Thai Government Bond Yields. (2022). Khanthaporn, Rewat. In: PIER Discussion Papers. RePEc:pui:dpaper:183.

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2022Forecasting the Value-at-Risk of energy commodities: A comparison of models and alternative distribution functions. (2022). Madaleno, Mara ; Pinho, Carlos ; Amaro, Raphael. In: Applied Econometrics. RePEc:ris:apltrx:0440.

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2022On the stationarity of futures hedge ratios. (2022). Degiannakis, Stavros ; Salvador, Enrique ; Floros, Christos ; Vougas, Dimitrios. In: Operational Research. RePEc:spr:operea:v:22:y:2022:i:3:d:10.1007_s12351-020-00607-0.

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Works by Ayokunle Anthony Osuntuyi:

YearTitleTypeCited
2020The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach In: Papers.
[Full Text][Citation analysis]		paper1
2021The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach.(2021) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2016Efficient Gibbs sampling for Markov switching GARCH models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article12
2012Efficient Gibbs Sampling for Markov Switching GARCH Models.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12		paper
2018Markov switching GARCH models for Bayesian hedging on energy futures markets In: Energy Economics.
[Full Text][Citation analysis]		article19
2014Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 19		paper

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