Daniel Felix Ahelegbey
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Daniel Felix |
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Ahelegbey |
Identifer
Contact
Affiliations
-
University of Essex
/ Economics Department
Research profile
author of:
- Sparse Graphical Vector Autoregression: A Bayesian Approach (RePEc:adr:anecst:y:2016:i:123-124:p:333-361)
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin - Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach (RePEc:arz:wpaper:eres2017_337)
by Alfred Larm Teye & Daniel Felix Ahelegbey - Tree networks to assess financial contagion (RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366)
by Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo - Network VAR models to measure financial contagion (RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302059)
by Ahelegbey, Daniel Felix & Giudici, Paolo & Hashem, Shatha Qamhieh - Modeling Turning Points in the Global Equity Market (RePEc:eee:ecosta:v:30:y:2024:i:c:p:60-75)
by Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto - Modeling risk contagion in the Italian zonal electricity market (RePEc:eee:ejores:v:298:y:2022:i:2:p:656-679)
by Fianu, Emmanuel Senyo & Ahelegbey, Daniel Felix & Grossi, Luigi - Tail risk measurement in crypto-asset markets (RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302477)
by Ahelegbey, Daniel Felix & Giudici, Paolo & Mojtahedi, Fatemeh - Network based evidence of the financial impact of Covid-19 pandemic (RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000710)
by Ahelegbey, Daniel Felix & Cerchiello, Paola & Scaramozzino, Roberta - The nexus of conventional, religious and ethical indexes during crisis (RePEc:eee:intfin:v:95:y:2024:i:c:s1042443124000933)
by Abdelsalam, Omneya & Ahelegbey, Daniel Felix & Essanaani, Yassine - Latent factor models for credit scoring in P2P systems (RePEc:eee:phsmap:v:522:y:2019:i:c:p:112-121)
by Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka - NetVIX — A network volatility index of financial markets (RePEc:eee:phsmap:v:594:y:2022:i:c:s0378437122000917)
by Ahelegbey, Daniel Felix & Giudici, Paolo - Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach (RePEc:eee:regeco:v:65:y:2017:i:c:p:56-64)
by Teye, Alfred Larm & Ahelegbey, Daniel Felix - Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment (RePEc:eee:soceps:v:92:y:2024:i:c:s0038012124000417)
by Ahelegbey, Daniel Felix & Celani, Alessandro & Cerchiello, Paola - Bayesian Selection of Systemic Risk Networks (RePEc:eme:aecozz:s0731-905320140000034007)
by Daniel Felix Ahelegbey & Paolo Giudici - Crypto Asset Portfolio Selection (RePEc:gam:jfinte:v:1:y:2022:i:1:p:5-71:d:754698)
by Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi - Statistical Modelling of Downside Risk Spillovers (RePEc:gam:jfinte:v:1:y:2022:i:2:p:9-134:d:785220)
by Daniel Felix Ahelegbey - Multidimensional Inequality Metrics for Sustainable Business Development (RePEc:gam:jmathe:v:12:y:2024:i:22:p:3633-:d:1525578)
by Daniel Felix Ahelegbey & Paolo Giudici - Credit Scoring for Peer-to-Peer Lending (RePEc:gam:jrisks:v:11:y:2023:i:7:p:123-:d:1188948)
by Daniel Felix Ahelegbey & Paolo Giudici - Tail Risk Transmission: A Study of the Iran Food Industry (RePEc:gam:jrisks:v:8:y:2020:i:3:p:78-:d:387092)
by Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel F. Ahelegbey & Paolo Giudici - Hierarchical Graphical Models, With Application To Systemic Risk (RePEc:pav:demwpp:demwp0063)
by Daniel Felix Ahelegbey & Paolo Giudici - Network VAR models to Measure Financial Contagion (RePEc:pav:demwpp:demwp0178)
by Daniel Felix Ahelegbey & Paolo Giudici & Shatha Qamhieh Hashem - Default count-based network models for credit contagion (RePEc:pav:demwpp:demwp0180)
by Arianna Agosto & Daniel Felix Ahelegbey - A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series (RePEc:pav:demwpp:demwp0181)
by Daniel Felix Ahelegbey & Luis Carvalho & Eric D. Kolaczyk - Modeling Risk Contagion in the Italian Zonal Electricity Market (RePEc:pav:demwpp:demwp0182)
by Daniel Felix Ahelegbey & Emmanuel Senyo Fianu & Luigi Grossi - Tail Risk Measurement In Crypto-Asset Markets (RePEc:pav:demwpp:demwp0186)
by Daniel Felix Ahelegbey & Paolo Giudici & Fatemeh Mojtahedi - Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises (RePEc:pav:demwpp:demwp0188)
by Daniel Felix Ahelegbey & Paolo Giudici - Tail Risk Transmission: A Study of Iran Food Industry (RePEc:pav:demwpp:demwp0189)
by Fatemeh Mojtahedi & Seyed Mojtaba Mojaverian & Daniel Felix Ahelegbey & Paolo Giudici - Interconnected Deviations from Covered Interest Parity (RePEc:pav:demwpp:demwp0191)
by Daniel Felix Ahelegbey & Oyakhilome Wallace Ibhagui - NetVIX - A Network Volatility Index of Financial Markets (RePEc:pav:demwpp:demwp0192)
by Daniel Felix Ahelegbey & Paolo Giudici - Statistical Modelling of Downside Risk Spillovers (RePEc:pav:demwpp:demwp0193)
by Daniel Felix Ahelegbey - A Statistical Measure of Global Equity Market Risk (RePEc:pav:demwpp:demwp0194)
by Daniel Felix Ahelegbey - Modeling Turning Points In Global Equity Market (RePEc:pav:demwpp:demwp0195)
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin - Network Based Evidence of the Financial Impact of Covid-19 Pandemic (RePEc:pav:demwpp:demwp0198)
by Daniel Felix Ahelegbey & Paola Cerchiello & Roberta Scaramozzino - Tree Networks to assess Financial Contagion (RePEc:pra:mprapa:107066)
by Agosto, Arianna & Ahelegbey, Daniel Felix & Giudici, Paolo - Tree Networks to Assess Financial Contagion (RePEc:pra:mprapa:92632)
by Ahelegbey, Daniel Felix & Giudici, Paolo - Factorial Network Models To Improve P2P Credit Risk Management (RePEc:pra:mprapa:92633)
by Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka - The Econometrics of Bayesian Graphical Models: A Review With Financial Application (RePEc:pra:mprapa:92634)
by Ahelegbey, Daniel Felix - Latent Factor Models for Credit Scoring in P2P Systems (RePEc:pra:mprapa:92636)
by Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka - The econometrics of Bayesian graphical models: a review with financial application (RePEc:rsk:journ8:2462079)
by Daniel Felix Ahelegbey - Default count-based network models for credit contagion (RePEc:taf:tjorxx:v:73:y:2022:i:1:p:139-152)
by Arianna Agosto & Daniel Felix Ahelegbey - Bayesian Graphical Models for Structural Vector Autoregressive Processes (RePEc:ven:wpaper:2012:36)
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin - Hierarchical Graphical Models, With Application to Systemic Risk (RePEc:ven:wpaper:2014:01)
by Daniel Felix Ahelegbey & Paolo Giudici - Sparse Graphical Vector Autoregression: A Bayesian Approach (RePEc:ven:wpaper:2014:29)
by Roberto Casarin & Daniel Felix Ahelegbey & Monica Billio - The Econometrics of Networks: A Review (RePEc:ven:wpaper:2015:13)
by Daniel Felix Ahelegbey - Bayesian Graphical Models for STructural Vector Autoregressive Processes (RePEc:wly:japmet:v:31:y:2016:i:2:p:357-386)
by Daniel Felix Ahelegbey & Monica Billio & Roberto Casarin