3
H index
2
i10 index
42
Citations
Ayokunle Anthony Osuntuyi : Citation Profile
Scuola Superiore di Economia (SSE-Ca' Foscari) (50% share) | RESEARCH PRODUCTION: 2 Articles 4 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2012 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Ayokunle Anthony Osuntuyi. | Is cited by:
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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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Portfolio 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. Full description at Econpapers || Download paper |
| 2023 | Hedging with automatic liquidation and leverage selection on bitcoin futures. (2023). Zou, Bin ; Deng, Jun ; Alexander, Carol. In: European Journal of Operational Research. RePEc:eee:ejores:v:306:y:2023:i:1:p:478-493. Full description at Econpapers || Download paper |
| 2023 | Non-banks contagion and the uneven mitigation of climate risk. (2023). Sydow, Matthias ; Gourdel, Regis. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002557. Full description at Econpapers || Download paper |
| 2023 | Composite jet fuel cross-hedging. (2023). Conlon, Thomas ; Cao, Min. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s2405851322000289. Full description at Econpapers || Download paper |
| 2023 | Futures hedging in crude oil markets: A trade-off between risk and return. (2023). Shen, Xilin ; Lu, Junli ; Li, Yanyan ; Yu, Xing. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005906. Full description at Econpapers || Download paper |
| 2023 | Assessing oil price volatility co-movement with stock market volatility through quantile regression approach. (2023). Gao, Junjun ; Umair, Muhammad ; Liu, Fang. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000831. Full description at Econpapers || Download paper |
| 2023 | A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50. Full description at Econpapers || Download paper |
Works by Ayokunle Anthony Osuntuyi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Efficient Gibbs sampling for Markov switching GARCH models In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 13 |
| 2012 | Efficient Gibbs Sampling for Markov Switching GARCH Models.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 2018 | Markov switching GARCH models for Bayesian hedging on energy futures markets In: Energy Economics. [Full Text][Citation analysis] | article | 26 |
| 2014 | Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team