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)

3

H index

2

i10 index

48

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: 16.    Total self citations: 2 (4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pos71
   Updated: 2024-12-03    RAS profile: 2022-02-28    
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Relations with other researchers

Works with:

Casarin, Roberto (2)

Billio, Monica (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:

Bacchiocchi, Emanuele (3)

Moramarco, Graziano (3)

Floros, Christos (2)

Billio, Monica (2)

Maillet, Bertrand (2)

Alexander, Carol (2)

Danielsson, Jon (2)

Degiannakis, Stavros (2)

Liu, Xiaochun (1)

Valls Pereira, Pedro (1)

Szilagyi, Peter (1)

Cites to:

Billio, Monica (11)

Casarin, Roberto (9)

Ravazzolo, Francesco (5)

Hayes, Dermot (5)

van Dijk, Herman (5)

Lence, Sergio (5)

Kose, Ayhan (5)

Bauwens, Luc (4)

Banbura, Marta (3)

Koopman, Siem Jan (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 (2024 and 2023)

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

Full description at Econpapers || Download paper

2023Hedging 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.

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2023Non-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

2023Composite 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

2023How are climate risk shocks connected to agricultural markets?. (2023). Zhang, Yunhan ; Li, Yichong ; Guo, Kun ; Zhao, Wanli ; Ji, Qiang. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000570.

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2023Futures 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.

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2023Assessing 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.

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2023A 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:

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]		article29
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: 29		paper

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team