Follow
Daniel Felix Ahelegbey
Title
Cited by
Cited by
Year
Bayesian graphical models for structural vector autoregressive processes
DF Ahelegbey, M Billio, R Casarin
Journal of Applied Econometrics 31 (2), 357-386, 2016
2022016
Sparse graphical vector autoregression: A Bayesian approach
DF Ahelegbey, M Billio, R Casarin
Annals of Economics and Statistics/Annales d'╔conomie et de Statistique, 333-361, 2016
76*2016
Latent factor models for credit scoring in P2P systems
DF Ahelegbey, P Giudici, B Hadji-Misheva
Physica A: Statistical Mechanics and its Applications 522, 112-121, 2019
522019
The econometrics of Bayesian graphical models: a review with financial application
DF Ahelegbey
Journal of Network Theory in Finance 2 (2), 1-33, 2016
39*2016
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach
AL Teye, DF Ahelegbey
Regional Science and Urban Economics 65, 56-64, 2017
372017
Tree networks to assess financial contagion
A Agosto, DF Ahelegbey, P Giudici
Economic Modelling 85, 349-366, 2020
272020
Tail risk measurement in crypto-asset markets
DF Ahelegbey, P Giudici, F Mojtahedi
International Review of Financial Analysis 73, 101604, 2021
262021
NetVIX-A network volatility index of financial markets
DF Ahelegbey, P Giudici
Physica A: Statistical Mechanics and its Applications, 2022
25*2022
Network based evidence of the financial impact of Covid-19 pandemic
DF Ahelegbey, P Cerchiello, R Scaramozzino
International Review of Financial Analysis 81, 102101, 2022
202022
Factorial network models to improve P2P credit risk management
DF Ahelegbey, P Giudici, B Hadji-Misheva
Frontiers in Artificial Intelligence 2, 8, 2019
192019
Network VAR models to measure financial contagion
DF Ahelegbey, P Giudici, SQ Hashem
The North American Journal of Economics and Finance 55, 101318, 2021
182021
Bayesian selection of systemic risk networks
DF Ahelegbey, P Giudici
Bayesian Model Comparison 34, 117-153, 2014
15*2014
Modeling risk contagion in the Italian zonal electricity market
ES Fianu, DF Ahelegbey, L Grossi
European Journal of Operational Research 298 (2), 656-679, 2022
7*2022
Default count-based network models for credit contagion
A Agosto, DF Ahelegbey
Journal of the Operational Research Society 73 (1), 139-152, 2022
72022
A Bayesian covariance graphical and latent position model for multivariate financial time series
D Ahelegbey, L Carvalho, E Kolaczyk
arXiv preprint arXiv:1712.06797, 2017
62017
Crypto asset portfolio selection
DF Ahelegbey, P Giudici, F Mojtahedi
FinTech 1 (1), 63-71, 2022
32022
Modeling turning points in the global equity market
DF Ahelegbey, M Billio, R Casarin
Econometrics and Statistics, 2021
32021
Tail risk transmission: A study of the Iran food industry
F Mojtahedi, SM Mojaverian, DF Ahelegbey, P Giudici
Risks 8 (3), 78, 2020
32020
Bayesian graphical models with economic and financial applications
DF Ahelegbey
UniversitÓ Ca'Foscari Venezia, 2015
32015
A network based fintech inclusion platform
D Ahelegbey, P Giudici, V Pediroda
Socio-Economic Planning Sciences 87, 101555, 2023
22023
The system can't perform the operation now. Try again later.
Articles 1–20