Details about Ayokunle Anthony Osuntuyi

Access statistics for papers by Ayokunle Anthony Osuntuyi.

Last updated 2022-02-28. Update your information in the RePEc Author Service.

Short-id: pos71

Working Papers

2021

1. The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (2)
   Also in Papers, arXiv.org (2020) View citations (4)

2014

2. Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (3)
   See also Journal Article Markov switching GARCH models for Bayesian hedging on energy futures markets, Energy Economics, Elsevier (2018) View citations (28) (2018)

2012

3. Efficient Gibbs Sampling for Markov Switching GARCH Models
   Working Papers, Department of Economics, University of Venice "Ca' Foscari" View citations (11)
   See also Journal Article Efficient Gibbs sampling for Markov switching GARCH models, Computational Statistics & Data Analysis, Elsevier (2016) View citations (6) (2016)

Journal Articles

2018

1. Markov switching GARCH models for Bayesian hedging on energy futures markets
   Energy Economics, 2018, 70, (C), 545-562 View citations (28)
   See also Working Paper Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets, Working Papers (2014) View citations (3) (2014)

2016

2. Efficient Gibbs sampling for Markov switching GARCH models
   Computational Statistics & Data Analysis, 2016, 100, (C), 37-57 View citations (6)
   See also Working Paper Efficient Gibbs Sampling for Markov Switching GARCH Models, Working Papers (2012) View citations (11) (2012)