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Ahelegbey, Daniel Felix
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1

Structural changes in contagion channels: the impact of COV..:

Ahelegbey, Daniel Felix ; Casarin, Roberto ; Fianu, Emmanuel Senyo.
Annals of Operations Research.  , 2024
Link: https://doi.org/10.1007/..
 
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2

Measuring the impact of the EU health emergency response au..:

Ahelegbey, Daniel Felix ; Celani, Alessandro ; Cerchiello, Paola
Socio-Economic Planning Sciences.  92 (2024)  - p. 101842 , 2024
Link: https://doi.org/10.1016/..
 
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3

Measuring Causal Effect with ARDL-BART: A Macroeconomic App..:

Mahdavi, Pegah ; Ehsani, Mohammad Ali ; Ahelegbey, Daniel Felix.
Applied Mathematics.  15 (2024)  4 - p. 292-312 , 2024
Link: https://doi.org/10.4236/..
 
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4

Modeling Turning Points in the Global Equity Market:

Ahelegbey, Daniel Felix ; Billio, Monica ; Casarin, Roberto
Econometrics and Statistics.  30 (2024)  - p. 60-75 , 2024
Link: https://doi.org/10.1016/..
 
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5

Credit Scoring for Peer-to-Peer Lending:

Ahelegbey, Daniel Felix ; Giudici, Paolo
Risks.  11 (2023)  7 - p. 123 , 2023
Link: https://doi.org/10.3390/..
 
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6

Crypto Asset Portfolio Selection:

Ahelegbey, Daniel Felix ; Giudici, Paolo ; Mojtahedi, Fatemeh
FinTech.  1 (2022)  1 - p. 63-71 , 2022
Link: https://doi.org/10.3390/..
 
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7

NetVIX — A network volatility index of financial markets:

Ahelegbey, Daniel Felix ; Giudici, Paolo
Physica A: Statistical Mechanics and its Applications.  594 (2022)  - p. 127017 , 2022
Link: https://doi.org/10.1016/..
 
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8

Modeling risk contagion in the Italian zonal electricity ma..:

Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi
European Journal of Operational Research.  298 (2022)  2 - p. 656-679 , 2022
Link: https://doi.org/10.1016/..
 
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9

Statistical Modelling of Downside Risk Spillovers:

Ahelegbey, Daniel Felix
FinTech.  1 (2022)  2 - p. 125-134 , 2022
Link: https://doi.org/10.3390/..
 
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10

Network based evidence of the financial impact of Covid-19 ..:

Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Scaramozzino, Roberta
International Review of Financial Analysis.  81 (2022)  - p. 102101 , 2022
Link: https://doi.org/10.1016/..
 
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11

Risk Management via Contemporaneous and Temporal Dependence..:

Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi
MethodsX Volume 8, 2021, 101587.  , 2021
Link: https://ssrn.com/abstrac..
 
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12

Tail risk measurement in crypto-asset markets:

Ahelegbey, Daniel Felix ; Giudici, Paolo ; Mojtahedi, Fatemeh
International Review of Financial Analysis.  73 (2021)  - p. 101604 , 2021
Link: https://doi.org/10.1016/..
 
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13

Network VAR models to measure financial contagion:

Ahelegbey, Daniel Felix ; Giudici, Paolo ; Hashem, Shatha Qamhieh
The North American Journal of Economics and Finance.  55 (2021)  - p. 101318 , 2021
Link: https://doi.org/10.1016/..
 
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14

Risk management via contemporaneous and temporal dependence..:

Fianu, Emmanuel Senyo ; Ahelegbey, Daniel Felix ; Grossi, Luigi
MethodsX.  8 (2021)  - p. 101587 , 2021
Link: https://doi.org/10.1016/..
 
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15

Default count-based network models for credit contagion:

Agosto, Arianna ; Ahelegbey, Daniel Felix
Journal of the Operational Research Society.  73 (2020)  1 - p. 139-152 , 2020
Link: https://doi.org/10.1080/..
 
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