Items where Author is "Ahelegbey, Daniel Felix"

Article

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, 345 (2-3). pp. 1035-1060. DOI https://doi.org/10.1007/s10479-024-05893-x

Ahelegbey, Daniel Felix and Cerchiello, Paola and Scaramozzino, Roberta (2022) Network based evidence of the financial impact of Covid-19 pandemic. International Review of Financial Analysis, 81. DOI https://doi.org/10.1016/j.irfa.2022.102101

Ahelegbey, Daniel Felix and Giudici, Paolo and Mojtahedi, Fatemeh (2022) Crypto Asset Portfolio Selection. FinTech, 1 (1). pp. 63-71. DOI https://doi.org/10.3390/fintech1010005

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