Access Statistics for Daniel Felix Ahelegbey

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian Covariance Graph And Latent Position Model For Multivariate Financial Time Series 0 0 0 24 2 5 17 53
A Statistical Measure of Global Equity Market Risk 0 0 0 26 0 2 9 53
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 1 8 14 443
Default count-based network models for credit contagion 0 1 1 22 0 6 13 60
Factorial Network Models To Improve P2P Credit Risk Management 1 1 2 40 3 8 16 124
HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK 0 0 0 105 0 4 12 272
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 1 9 123
Interconnected Deviations from Covered Interest Parity 0 0 0 14 0 1 5 43
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 1 4 13 67
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 1 19 0 2 11 58
Modeling Risk Contagion in the Italian Zonal Electricity Market 0 0 0 44 1 3 9 86
Modeling Turning Points In Global Equity Market 0 0 0 39 0 3 11 54
NetVIX - A Network Volatility Index of Financial Markets 0 0 1 29 0 1 19 408
Network Based Evidence of the Financial Impact of Covid-19 Pandemic 0 0 0 17 0 2 12 57
Network VAR models to Measure Financial Contagion 0 0 0 84 0 0 11 227
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 2 10 23 215
Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach 0 0 0 19 0 1 8 77
Statistical Modelling of Downside Risk Spillovers 0 0 0 7 0 2 6 29
Tail Risk Measurement In Crypto-Asset Markets 0 0 2 42 1 6 31 134
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 0 1 10 72
The Econometrics of Bayesian Graphical Models: A Review With Financial Application 0 0 0 5 0 2 8 54
The Econometrics of Networks: A Review 0 0 1 303 0 1 18 605
Tree Networks to Assess Financial Contagion 0 0 0 22 0 3 10 67
Tree Networks to assess Financial Contagion 0 0 0 12 3 6 14 43
Total Working Papers 1 2 8 1,181 14 82 309 3,424

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Graphical Models for STructural Vector Autoregressive Processes 0 1 2 25 1 3 27 135
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 0 4 12 25
Crypto Asset Portfolio Selection 0 0 0 7 1 6 15 38
Default count-based network models for credit contagion 0 0 0 0 0 0 6 14
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach 0 0 0 10 1 7 12 91
Inference of Impulse Responses via Bayesian Graphical Structural VAR Models 0 0 1 2 1 4 23 25
Latent factor models for credit scoring in P2P systems 0 0 0 16 0 2 11 121
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment 0 0 0 1 0 2 8 13
Modeling Turning Points in the Global Equity Market 0 0 0 2 1 6 20 27
Modeling risk contagion in the Italian zonal electricity market 0 0 0 2 0 2 18 30
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 2 5 22 27
NetVIX — A network volatility index of financial markets 0 0 0 3 1 6 15 33
Network VAR models to measure financial contagion 0 0 0 13 0 10 27 65
Network based evidence of the financial impact of Covid-19 pandemic 0 0 0 6 0 3 8 25
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 1 15 2 8 23 104
Statistical Modelling of Downside Risk Spillovers 0 0 0 1 1 2 13 33
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market 0 0 0 0 0 2 9 10
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 0 2 5 38
Tail risk measurement in crypto-asset markets 0 1 1 17 1 12 27 97
The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis 0 0 0 0 0 5 5 5
The econometrics of Bayesian graphical models: a review with financial application 0 0 1 2 0 6 13 17
The nexus of conventional, religious and ethical indexes during crisis 0 0 2 5 1 3 14 34
Tree networks to assess financial contagion 0 1 1 10 0 6 16 86
Total Journal Articles 0 3 9 141 13 106 349 1,093

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Selection of Systemic Risk Networks 0 0 0 16 1 1 4 56
Total Chapters 0 0 0 16 1 1 4 56

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Statistics updated 2026-06-04