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Details about Daniel Felix Ahelegbey

E-mail:
Homepage:https://sites.google.com/site/danielfelixahey/home
Workplace:Boston University, Department of Mathematics and Statistics
Dipartimento di Economia (Department of Economics), Università Ca' Foscari Venezia (University Ca' Foscari Venice), (more information at EDIRC)

Access statistics for papers by Daniel Felix Ahelegbey.

Last updated 2020-05-21. Update your information in the RePEc Author Service.

Short-id: pah131


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Working Papers

2020

  1. A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads
  2. Default count-based network models for credit contagion
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads
  3. Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads
  4. Modeling Risk Contagion in the Italian Zonal Electricity Market
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads
  5. Network VAR models to Measure Financial Contagion
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads
  6. Tail Risk Measurement In Crypto-Asset Markets
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads
  7. Tail Risk Transmission: A Study of Iran Food Industry
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads

2019

  1. Factorial Network Models To Improve P2P Credit Risk Management
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Tree Networks to Assess Financial Contagion
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economic Modelling (2020)

2018

  1. Latent Factor Models for Credit Scoring in P2P Systems
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2019)

2017

  1. Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach
    ERES, European Real Estate Society (ERES) Downloads View citations (2)

2016

  1. The Econometrics of Bayesian Graphical Models: A Review With Financial Application
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)

2015

  1. The Econometrics of Networks: A Review
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads

2014

  1. HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK
    DEM Working Papers Series, University of Pavia, Department of Economics and Management Downloads View citations (1)
    Also in Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2014) Downloads View citations (1)
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" (2012) Downloads View citations (19)
  2. Sparse Graphical Vector Autoregression: A Bayesian Approach
    Working Papers, Department of Economics, University of Venice "Ca' Foscari" Downloads View citations (1)
    See also Journal Article in Annals of Economics and Statistics (2016)

Journal Articles

2020

  1. Tree networks to assess financial contagion
    Economic Modelling, 2020, 85, (C), 349-366 Downloads
    See also Working Paper (2019)

2019

  1. Latent factor models for credit scoring in P2P systems
    Physica A: Statistical Mechanics and its Applications, 2019, 522, (C), 112-121 Downloads
    See also Working Paper (2018)

2017

  1. Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach
    Regional Science and Urban Economics, 2017, 65, (C), 56-64 Downloads View citations (3)

2016

  1. Bayesian Graphical Models for STructural Vector Autoregressive Processes
    Journal of Applied Econometrics, 2016, 31, (2), 357-386 Downloads View citations (39)
  2. Sparse Graphical Vector Autoregression: A Bayesian Approach
    Annals of Economics and Statistics, 2016, (123-124), 333-361 Downloads View citations (5)
    See also Working Paper (2014)

Chapters

2014

  1. Bayesian Selection of Systemic Risk Networks
    A chapter in Bayesian Model Comparison, 2014, vol. 34, pp 117-153 Downloads View citations (4)
 
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