Daniel Felix Ahelegbey : Citation Profile

University of Essex

9

H index

8

i10 index

239

Citations

RESEARCH PRODUCTION:

20

Articles

25

Papers

1

Chapters

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 18
   Journals where Daniel Felix Ahelegbey has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 27 (10.15 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pah131
   Updated: 2025-04-19    RAS profile: 2025-04-16    
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Relations with other researchers

Works with:

Giudici, Paolo (12)

Agosto, Arianna (3)

Billio, Monica (2)

Casarin, Roberto (2)

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 (24)

Giudici, Paolo (21)

Billio, Monica (16)

Parisi, Laura (12)

Lau, Chi Keung (10)

Guerini, Mattia (8)

Roventini, Andrea (8)

Moneta, Alessio (8)

Napoletano, Mauro (8)

GUPTA, RANGAN (7)

Arefiev, Nikolay (5)

Cites to:

Billio, Monica (52)

Casarin, Roberto (38)

Giudici, Paolo (33)

Lo, Andrew (22)

Diebold, Francis (20)

battiston, stefano (19)

Yilmaz, Kamil (19)

Pelizzon, Loriana (18)

Tahbaz-Salehi, Alireza (13)

Acemoglu, Daron (13)

Stiglitz, Joseph (12)

Main data

Where Daniel Felix Ahelegbey has published?

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

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, Germany5

Recent works citing Daniel Felix Ahelegbey (2025 and 2024)

YearTitle of citing document
2024A Dynamic Latent-Space Model for Asset Clustering. (2024). Antonio, Peruzzi ; Roberto, Casarin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:379-402:n:9.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Jeribi, Ahmed ; Bejaoui, Azza ; Fakhfekh, Mohamed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032.

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2024COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2024). Casarin, Roberto ; Billio, Monica ; Iacopini, Matteo ; Costola, Michele. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:113-131.

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2024Liquidity risk in FinTech lending: Early impact of the COVID-19 pandemic on the P2P lending market. (2024). Alam, Khorshed ; Shams, Syed ; Nigmonov, Asror. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000894.

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2024Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain. (2024). Chen, Ying ; Peng, Hanqiu ; Trimborn, Simon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000641.

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2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

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2024Bitcoin replication using machine learning. (2024). Rambaccussing, Dooruj ; Mazibas, Murat. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400139x.

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2024Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses. (2024). ben Jabeur, Sami ; Asl, Mahdi Ghaemi. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003569.

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2024Structured factor copulas for modeling the systemic risk of European and United States banks. (2024). Nguyen, Hoang ; Galeano, Pedro ; Ausn, Concepcin M ; Virbickait, Audron. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005532.

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2024Do global and local economic policy uncertainties matter for systemic risk in the international banking system. (2024). Li, Sijing ; Deng, Yuanyue. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011248.

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2024Network centrality and credit risk: A comprehensive analysis of peer-to-peer lending dynamics. (2024). Osterrieder, Jorg ; Baals, Lennart John ; Liu, Yiting ; Hadji-Misheva, Branka. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003386.

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2024How the Economic Policy Uncertainty (EPU) impacts FinTech: The implication of P2P lending markets. (2024). Chang, Aichih ; Zhou, Fuqin ; Shi, Jim. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012972.

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2024From liquidity risk to systemic risk: A use of knowledge graph. (2024). Zhang, Xiaohu ; Chen, Ren-Raw. In: Journal of Financial Stability. RePEc:eee:finsta:v:70:y:2024:i:c:s1572308923000955.

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2024The topological structure of panel variance decomposition networks. (2024). Pagnottoni, Paolo ; Cerchiello, Paola ; Celani, Alessandro. In: Journal of Financial Stability. RePEc:eee:finsta:v:71:y:2024:i:c:s157230892400007x.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2024Trade fragmentation and volatility-of-volatility networks. (2024). Jawadi, Fredj ; Bastidon, Cecile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762.

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2024Properties of the reconciled distributions for Gaussian and count forecasts. (2024). Giudici, Paolo ; Zambon, Lorenzo ; Corani, Giorgio ; Agosto, Arianna. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1438-1448.

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2024Innovating microcredit: how fintechs change the field. (2024). Camelo, Emmanuel ; Mendes, Layla ; Leite, Rodrigo. In: Journal of Economics and Business. RePEc:eee:jebusi:v:128:y:2024:i:c:s0148619523000516.

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2024Tail connectedness: Measuring the volatility connectedness network of equity markets during crises. (2024). Yao, Wenying ; Liu, Junli ; Cheng, Tingting. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:87:y:2024:i:c:s0927538x2400249x.

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2024Systemic risk and financial networks. (2024). Zhang, Xiaoyuan ; Li, Bingqing. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:25-36.

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2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

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2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2025Configurational Pathways for Fintech-Empowered Sustainable Innovation in SRDIEs Under Financing Constraints. (2025). Wu, Junlin ; Ji, Fang ; Li, Yiran. In: Sustainability. RePEc:gam:jsusta:v:17:y:2025:i:6:p:2397-:d:1608479.

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2025Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. (2025). Grossi, Luigi ; Ahelegbey, Daniel Felix ; Casarin, Roberto ; Fianu, Emmanuel Senyo. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-024-05893-x.

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2024Estimation of default and pricing for invoice trading (P2B) on crowdlending platforms. (2024). Santomil, Pablo Durn ; Otero, Luis Alberto ; Corrales, Cristian Marques. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00632-4.

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2024Exploring the role of oil shocks on the financial stability of Gulf Cooperation Council countries. (2024). Marco, Chi Keung ; Downing, Gareth ; Elsayed, Ahmed H ; Sheng, Xin. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1804-1819.

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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.
[Full Text][Citation analysis]		paper11
2020Tree networks to assess financial contagion In: Economic Modelling.
[Full Text][Citation analysis]		article17
2020Tree Networks to assess Financial Contagion.(2020) In: MPRA Paper.
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This paper has nother version. Agregated cites: 17		paper
2019Tree Networks to Assess Financial Contagion.(2019) In: MPRA Paper.
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This paper has nother version. Agregated cites: 17		paper
2021Network VAR models to measure financial contagion In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article9
2020Network VAR models to Measure Financial Contagion.(2020) In: DEM Working Papers Series.
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This paper has nother version. Agregated cites: 9		paper
2024Modeling Turning Points in the Global Equity Market In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2020Modeling Turning Points In Global Equity Market.(2020) In: DEM Working Papers Series.
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This paper has nother version. Agregated cites: 0		paper
2022Modeling risk contagion in the Italian zonal electricity market In: European Journal of Operational Research.
[Full Text][Citation analysis]		article3
2020Modeling Risk Contagion in the Italian Zonal Electricity Market.(2020) In: DEM Working Papers Series.
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This paper has nother version. Agregated cites: 3		paper
2021Tail risk measurement in crypto-asset markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article20
2020Tail Risk Measurement In Crypto-Asset Markets.(2020) In: DEM Working Papers Series.
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This paper has nother version. Agregated cites: 20		paper
2022Network based evidence of the financial impact of Covid-19 pandemic In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2021Network Based Evidence of the Financial Impact of Covid-19 Pandemic.(2021) In: DEM Working Papers Series.
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This paper has nother version. Agregated cites: 9		paper
2024The nexus of conventional, religious and ethical indexes during crisis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2019Latent factor models for credit scoring in P2P systems In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article12
2018Latent Factor Models for Credit Scoring in P2P Systems.(2018) In: MPRA Paper.
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This paper has nother version. Agregated cites: 12		paper
2022NetVIX — A network volatility index of financial markets In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article4
2020NetVIX - A Network Volatility Index of Financial Markets.(2020) In: DEM Working Papers Series.
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This paper has nother version. Agregated cites: 4		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.
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In: .
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In: .
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2020Statistical Modelling of Downside Risk Spillovers.(2020) In: DEM Working Papers Series.
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This paper has nother version. Agregated cites: 0		paper
In: .
[Full Text][Citation analysis]		article0
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.
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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.
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This paper has nother version. Agregated cites: 18		paper
2014Hierarchical Graphical Models, With Application to Systemic Risk.(2014) In: Working Papers.
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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.
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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]		paper1
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
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]		paper12
.() In: .
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This paper has nother version. Agregated cites: 12		article
2025Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market In: Annals of Operations Research.
[Full Text][Citation analysis]		article0
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]		article97
2012Bayesian Graphical Models for Structural Vector Autoregressive Processes.(2012) In: Working Papers.
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This paper has nother version. Agregated cites: 97		paper

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