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 3 3 6 40
A Statistical Measure of Global Equity Market Risk 0 0 0 26 2 3 4 48
Bayesian Graphical Models for Structural Vector Autoregressive Processes 0 0 0 159 0 3 4 432
Default count-based network models for credit contagion 0 0 0 21 1 2 5 50
Factorial Network Models To Improve P2P Credit Risk Management 0 0 0 38 0 1 3 110
HIERARCHICAL GRAPHICAL MODELS, WITH APPLICATION TO SYSTEMIC RISK 0 0 0 105 0 1 7 264
Hierarchical Graphical Models, With Application to Systemic Risk 0 0 0 37 0 1 2 116
Interconnected Deviations from Covered Interest Parity 0 0 0 14 0 0 4 38
Latent Factor Models for Credit Scoring in P2P Systems 0 0 0 23 1 1 6 60
Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises 0 0 0 18 1 2 6 50
Modeling Risk Contagion in the Italian Zonal Electricity Market 0 0 0 44 1 2 4 79
Modeling Turning Points In Global Equity Market 0 0 0 39 1 2 4 45
NetVIX - A Network Volatility Index of Financial Markets 1 1 1 29 4 7 28 402
Network Based Evidence of the Financial Impact of Covid-19 Pandemic 0 0 0 17 2 3 4 48
Network VAR models to Measure Financial Contagion 0 0 0 84 0 1 9 220
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 0 0 78 4 5 5 197
Spatial and Temporal House Price Diffusion in the Netherlands: A Bayesian Network Approach 0 0 0 19 1 3 3 72
Statistical Modelling of Downside Risk Spillovers 0 0 0 7 0 0 1 23
Tail Risk Measurement In Crypto-Asset Markets 0 0 2 41 4 5 13 111
Tail Risk Transmission: A Study of Iran Food Industry 0 0 0 11 2 3 5 65
The Econometrics of Bayesian Graphical Models: A Review With Financial Application 0 0 0 5 2 2 4 48
The Econometrics of Networks: A Review 0 1 1 303 3 6 7 594
Tree Networks to Assess Financial Contagion 0 0 0 22 2 4 5 61
Tree Networks to assess Financial Contagion 0 0 0 12 0 2 6 32
Total Working Papers 1 2 4 1,176 34 62 145 3,205

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 1 24 2 6 12 120
Credit Scoring for Peer-to-Peer Lending 0 0 0 1 2 2 6 17
Crypto Asset Portfolio Selection 0 0 1 7 0 0 5 23
Default count-based network models for credit contagion 0 0 0 0 0 0 5 8
Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach 0 0 0 10 1 2 6 83
Inference of Impulse Responses via Bayesian Graphical Structural VAR Models 0 0 1 1 2 5 9 9
Latent factor models for credit scoring in P2P systems 0 0 0 16 2 3 5 114
Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment 0 0 0 1 1 2 2 7
Modeling Turning Points in the Global Equity Market 0 0 1 2 1 1 7 12
Modeling risk contagion in the Italian zonal electricity market 0 0 0 2 0 4 8 19
Multidimensional Inequality Metrics for Sustainable Business Development 0 0 0 0 7 8 14 14
NetVIX — A network volatility index of financial markets 0 0 1 3 2 4 11 24
Network VAR models to measure financial contagion 0 0 1 13 3 4 9 45
Network based evidence of the financial impact of Covid-19 pandemic 0 0 1 6 0 1 4 19
Sparse Graphical Vector Autoregression: A Bayesian Approach 0 1 1 15 1 4 8 87
Statistical Modelling of Downside Risk Spillovers 0 0 0 1 2 4 7 24
Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market 0 0 0 0 0 1 3 3
Tail Risk Transmission: A Study of the Iran Food Industry 0 0 0 3 0 0 1 33
Tail risk measurement in crypto-asset markets 0 0 1 16 1 5 12 78
The econometrics of Bayesian graphical models: a review with financial application 1 1 2 2 1 3 7 7
The nexus of conventional, religious and ethical indexes during crisis 1 1 2 5 3 5 21 28
Tree networks to assess financial contagion 0 0 0 9 2 4 8 76
Total Journal Articles 2 4 13 137 33 68 170 850

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 0 0 1 52
Total Chapters 0 0 0 16 0 0 1 52

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Statistics updated 2025-12-06