Daniel Felix Ahelegbey
Università degli Studi di Pavia
H-index: 12
Europe-Italy
Top articles of Daniel Felix Ahelegbey
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market | Annals of Operations Research | Daniel Felix Ahelegbey Roberto Casarin Emmanuel Senyo Fianu Luigi Grossi | 2024/3/15 |
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment | Socio-Economic Planning Sciences | Daniel Felix Ahelegbey Alessandro Celani Paola Cerchiello | 2024/2/17 |
The Impact of the COVID-19 Pandemic on Sustainable European Companies: A Network Approach | Available at SSRN 4812261 | Yassine Essanaani Omneya Abdelsalam Daniel Felix Ahelegbey Abderrahim Taamouti | 2024/4/30 |
The Nexus of Conventional, Religious and Ethical Indices | Religious and Ethical Indices (March 22, 2023) | Omneya Abdelsalam Daniel Felix Ahelegbey Yassine Essanaani | 2023/3/22 |
Measuring Causal Effect with ARDL-BART: A Macroeconomic Application | Available at SSRN 4337986 | Pegah Mahdavi Mohammad Ali Ehsani Daniel Felix Ahelegbey | 2023 |
A Comparison of Dynamic Causal Inference Methods | Available at SSRN 4338775 | Pegah Mahdavi Mohammad Ali Ehsani Daniel Felix Ahelegbey | 2023 |
Credit Scoring for Peer-to-Peer Lending | Risks | Daniel Felix Ahelegbey Paolo Giudici | 2023/7/7 |
A network based fintech inclusion platform | Socio-Economic Planning Sciences | Daniel Ahelegbey Paolo Giudici Valentino Pediroda | 2023/6/1 |
Inference of Impulse Responses Via Bayesian Graphical Structural VAR Models | Available at SSRN 4451131 | Daniel Felix Ahelegbey | 2023/5/17 |
Statistical Modelling of Downside Risk Spillovers | FinTech | Daniel Felix Ahelegbey | 2022/4/1 |
Crypto asset portfolio selection | FinTech | Daniel Felix Ahelegbey Paolo Giudici Fatemeh Mojtahedi | 2022/2/21 |
Default count-based network models for credit contagion | Journal of the Operational Research Society | Arianna Agosto Daniel Felix Ahelegbey | 2022/1/2 |
Crypto Asset Portfolio Selection. FinTech 2022, 1, 63–71 | DF Ahelegbey P Giudici F Mojtahedi | 2022 | |
Network based evidence of the financial impact of Covid-19 pandemic | International Review of Financial Analysis | Daniel Felix Ahelegbey Paola Cerchiello Roberta Scaramozzino | 2022/5/1 |
A Factor Clustering Approach To Credit Scoring | Available at SSRN 4004566 | Daniel Felix Ahelegbey Paolo Giudici | 2022 |
Modeling risk contagion in the Italian zonal electricity market | European Journal of Operational Research | Emmanuel Senyo Fianu Daniel Felix Ahelegbey Luigi Grossi | 2022/4/16 |
NetVIX-A network volatility index of financial markets | Physica A: Statistical Mechanics and its Applications | Daniel Felix Ahelegbey Paolo Giudici | 2022 |
Modeling turning points in the global equity market | Econometrics and Statistics | Daniel Felix Ahelegbey Monica Billio Roberto Casarin | 2021/10/27 |
Risk management via contemporaneous and temporal dependence structures with applications | MethodsX | Emmanuel Senyo Fianu Daniel Felix Ahelegbey Luigi Grossi | 2021/1/1 |
Tail risk measurement in crypto-asset markets | International Review of Financial Analysis | Daniel Felix Ahelegbey Paolo Giudici Fatemeh Mojtahedi | 2021/1/1 |
Co-Authors
