9
H index
8
i10 index
239
Citations
University of Essex | 9 H index 8 i10 index 239 Citations RESEARCH PRODUCTION: 20 Articles 25 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Daniel Felix Ahelegbey. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Risks | 2 |
FinTech | 2 |
Physica A: Statistical Mechanics and its Applications | 2 |
International Review of Financial Analysis | 2 |
Working Papers Series with more than one paper published | # docs |
---|---|
DEM Working Papers Series / University of Pavia, Department of Economics and Management | 14 |
Working Papers / Department of Economics, University of Venice "Ca' Foscari" | 5 |
MPRA Paper / University Library of Munich, Germany | 5 |
Year | Title of citing document |
---|---|
2024 | A 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Dependence 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. Full description at Econpapers || Download paper |
2024 | COVID-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. Full description at Econpapers || Download paper |
2024 | Liquidity 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. Full description at Econpapers || Download paper |
2024 | Influencer 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. Full description at Econpapers || Download paper |
2024 | Understanding 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. Full description at Econpapers || Download paper |
2024 | Bitcoin 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. Full description at Econpapers || Download paper |
2024 | Tail 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. Full description at Econpapers || Download paper |
2024 | Structured 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. Full description at Econpapers || Download paper |
2024 | Do 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. Full description at Econpapers || Download paper |
2024 | Network 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. Full description at Econpapers || Download paper |
2024 | How 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. Full description at Econpapers || Download paper |
2024 | From 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. Full description at Econpapers || Download paper |
2024 | The 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. Full description at Econpapers || Download paper |
2024 | Unveiling 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. Full description at Econpapers || Download paper |
2024 | Trade 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. Full description at Econpapers || Download paper |
2024 | Properties 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. Full description at Econpapers || Download paper |
2024 | Innovating 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. Full description at Econpapers || Download paper |
2024 | Tail 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. Full description at Econpapers || Download paper |
2024 | Systemic 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. Full description at Econpapers || Download paper |
2024 | Portfolio 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. Full description at Econpapers || Download paper |
2024 | Cryptocurrency 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. Full description at Econpapers || Download paper |
2025 | Configurational 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. Full description at Econpapers || Download paper |
2025 | Structural 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. Full description at Econpapers || Download paper |
2024 | Estimation 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. Full description at Econpapers || Download paper |
2024 | Exploring 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. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
---|---|---|---|
2017 | Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach In: ERES. [Full Text][Citation analysis] | paper | 11 |
2020 | Tree networks to assess financial contagion In: Economic Modelling. [Full Text][Citation analysis] | article | 17 |
2020 | Tree Networks to assess Financial Contagion.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2019 | Tree Networks to Assess Financial Contagion.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
2021 | Network VAR models to measure financial contagion In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
2020 | Network VAR models to Measure Financial Contagion.(2020) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2024 | Modeling Turning Points in the Global Equity Market In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 0 |
2020 | Modeling Turning Points In Global Equity Market.(2020) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2022 | Modeling risk contagion in the Italian zonal electricity market In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 3 |
2020 | Modeling 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: 3 | paper | |
2021 | Tail risk measurement in crypto-asset markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 20 |
2020 | Tail Risk Measurement In Crypto-Asset Markets.(2020) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2022 | Network based evidence of the financial impact of Covid-19 pandemic In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
2021 | Network 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: 9 | paper | |
2024 | The nexus of conventional, religious and ethical indexes during crisis In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2019 | Latent factor models for credit scoring in P2P systems In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
2018 | Latent Factor Models for Credit Scoring in P2P Systems.(2018) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2022 | NetVIX — A network volatility index of financial markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
2020 | NetVIX - A Network Volatility Index of Financial Markets.(2020) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2017 | Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach In: Regional Science and Urban Economics. [Full Text][Citation analysis] | article | 12 |
2024 | Measuring 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] | article | 0 |
2014 | Bayesian Selection of Systemic Risk Networks In: Advances in Econometrics. [Full Text][Citation analysis] | chapter | 0 |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 0 | |
2020 | Statistical Modelling of Downside Risk Spillovers.(2020) In: DEM Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
In: . [Full Text][Citation analysis] | article | 0 | |
2023 | Credit Scoring for Peer-to-Peer Lending In: Risks. [Full Text][Citation analysis] | article | 0 |
2020 | Tail Risk Transmission: A Study of the Iran Food Industry In: Risks. [Full Text][Citation analysis] | article | 0 |
2020 | Tail 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 | |
2014 | HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 18 |
2012 | Bayesian Graphical Models for Structural Vector Autoregressive Processes.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2014 | Hierarchical Graphical Models, With Application to Systemic Risk.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
2020 | Default count-based network models for credit contagion In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 2 |
2022 | Default 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 | |
2020 | A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 1 |
2020 | Interconnected Deviations from Covered Interest Parity In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2020 | A Statistical Measure of Global Equity Market Risk In: DEM Working Papers Series. [Full Text][Citation analysis] | paper | 0 |
2019 | Factorial Network Models To Improve P2P Credit Risk Management In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2016 | The Econometrics of Bayesian Graphical Models: A Review With Financial Application In: MPRA Paper. [Full Text][Citation analysis] | paper | 12 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | ||
2025 | Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market In: Annals of Operations Research. [Full Text][Citation analysis] | article | 0 |
2014 | Sparse Graphical Vector Autoregression: A Bayesian Approach In: Working Papers. [Full Text][Citation analysis] | paper | 8 |
2015 | The Econometrics of Networks: A Review In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Bayesian Graphical Models for STructural Vector Autoregressive Processes In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 97 |
2012 | Bayesian Graphical Models for Structural Vector Autoregressive Processes.(2012) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 97 | paper |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team