Ayokunle Anthony Osuntuyi : Citation Profile

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

3

H index

2

i10 index

51

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 5
   Journals where Ayokunle Anthony Osuntuyi has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 2 (3.77 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pos71
   Updated: 2025-12-27    RAS profile: 2022-02-28    
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Relations with other researchers

Works with:

Billio, Monica (2)

Casarin, Roberto (2)

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

Is cited by:

Bastianin, Andrea (3)

Moramarco, Graziano (3)

Bacchiocchi, Emanuele (3)

Maillet, Bertrand (2)

Billio, Monica (2)

Degiannakis, Stavros (2)

Floros, Christos (2)

Danielsson, Jon (2)

Conlon, Thomas (2)

Alexander, Carol (2)

Casarin, Roberto (1)

Cites to:

Billio, Monica (11)

Casarin, Roberto (9)

Kose, Ayhan (5)

Ravazzolo, Francesco (5)

Lence, Sergio (5)

van Dijk, Herman (5)

Hayes, Dermot (5)

Bauwens, Luc (4)

Claessens, Stijn (3)

Banbura, Marta (3)

Reichlin, Lucrezia (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 (2025 and 2024)

YearTitle of citing document
2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: FEEM Working Papers. RePEc:ags:feemwp:343506.

Full description at Econpapers || Download paper

2025Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Papers. RePEc:arx:papers:2403.10907.

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2024Research on optimization strategy of futures hedging dependent on market state. (2024). Li, Yanyan ; Yu, Xing ; Zhao, Qian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012686.

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2024Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline. (2024). Tiwari, Aviral ; Mensi, Walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Brahim, Mariem. In: Resources Policy. RePEc:eee:jrpoli:v:93:y:2024:i:c:s0301420724004446.

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2024Macroeconomic Spillovers of Weather Shocks across U.S. States. (2024). Moramarco, Graziano ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Working Papers. RePEc:fem:femwpa:2024.09.

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2024Forecasting VaR and ES through Markov-switching GARCH models: does the specication matter?. (2024). Valls Pereira, Pedro ; Hotta, Luiz ; Zevallos, Mauricio Henrique ; Trucios, Carlos Cesar. In: Textos para discussão. RePEc:fgv:eesptd:567.

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2024Automation of the Individualized Investing Strategy for an Investment Advisor Established by a Semi-Markov Regime-Switching Model. (2024). Chen, Zhiping ; Duan, Qihong ; Liu, Junrong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10409-z.

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2024Hedging performance analysis of energy markets: Evidence from copula quantile regression. (2024). Yu, Xinping ; Ren, Xianling. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:3:p:432-450.

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2024Riemannian‐geometric regime‐switching covariance hedging. (2024). Lee, Hsiangtai. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:6:p:1003-1054.

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2025Tail Risk Hedging: The Superiority of the Naïve Hedging Strategy. (2025). Conlon, Thomas ; Cao, Min. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:45:y:2025:i:8:p:977-1005.

Full description at Econpapers || Download paper

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]		paper6
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 nother version. Agregated cites: 6		paper
2016Efficient Gibbs sampling for Markov switching GARCH models In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article13
2012Efficient Gibbs Sampling for Markov Switching GARCH Models.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 13		paper
2018Markov switching GARCH models for Bayesian hedging on energy futures markets In: Energy Economics.
[Full Text][Citation analysis]		article32
2014Markov 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: 32		paper

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