Items where Author is "Ahelegbey, Daniel Felix"
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Ahelegbey, Daniel Felix and Billio, Monica and Casarin, Roberto (2024) Modeling Turning Points in the Global Equity Market. Econometrics and Statistics, 30. pp. 60-75. DOI https://doi.org/10.1016/j.ecosta.2021.10.004
Ahelegbey, Daniel Felix and Celani, Alessandro and Cerchiello, Paola (2024) Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. Socio-Economic Planning Sciences, 92. p. 101842. DOI https://doi.org/10.1016/j.seps.2024.101842
Ahelegbey, Daniel Felix and Casarin, Roberto and Fianu, Emmanuel Senyo and Grossi, Luigi (2024) Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. Annals of Operations Research. DOI https://doi.org/10.1007/s10479-024-05893-x
Fianu, Emmanuel Senyo and Ahelegbey, Daniel Felix and Grossi, Luigi (2021) Risk management via contemporaneous and temporal dependence structures with applications. MethodsX, 8. p. 101587. DOI https://doi.org/10.1016/j.mex.2021.101587