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Ahelegbey, Daniel and Ibhagui, Oyakhilome Wallace and Gerth, Florian (2026) The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross-Currency Basis. Journal of Futures Markets, 46 (4). pp. 754-772. DOI https://doi.org/10.1002/fut.70081
Abdelsalam, Omneya and Ahelegbey, Daniel Felix and Yassine, Essanaani (2024) The nexus of conventional, religious and ethical indexes during crisis. Journal of International Financial Markets, Institutions and Money, 95. p. 102027. DOI https://doi.org/10.1016/j.intfin.2024.102027
Mojtahedi, Fatemeh and Ahelegbey, Daniel Felix and Martina, Mario (2024) Modelling Interdependence between Climatic Factors, Commodities, and Financial Markets. Heliyon, 10 (17). e36316-e36316. DOI https://doi.org/10.1016/j.heliyon.2024.e36316
Mahdavi, Pegah and Ehsani, Mohammad Ali and Ahelegbey, Daniel Felix and Mohammadpour, Mehrnaz (2024) Measuring Causal Effect with ARDL-BART: A Macroeconomic Application. Applied Mathematics, 15 (04). pp. 292-312. DOI https://doi.org/10.4236/am.2024.154018
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 Giudici, Paolo (2023) Credit Scoring for Peer-to-Peer Lending. Risks, 11 (7). p. 123. DOI https://doi.org/10.3390/risks11070123
Ahelegbey, Daniel and Giudici, Paolo and Pediroda, Valentino (2023) A network based fintech inclusion platform. Socio-Economic Planning Sciences, 87 (B). p. 101555. DOI https://doi.org/10.1016/j.seps.2023.101555
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 (2022) Statistical Modelling of Downside Risk Spillovers. FinTech, 1 (2). pp. 125-134. DOI https://doi.org/10.3390/fintech1020009
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
