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Daniel Felix Ahelegbey

Lecturer

University of Essex

United Kingdom

Research Interests

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Professors in United Kingdom

Articles (14)

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2026

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2026

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2026

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2023

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2022

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2021

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2021

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2021

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2021

Collaborators (5)

Monica Billio

Professor of Econometrics

Università Ca' Foscari

ITALY

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Paolo Stefano Giudici

Contract Professor of AI and Machine learning

University of Pavia

ITALY

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Roberto Casarin

Full Professor of Econometrics

Università Ca' Foscari

ITALY

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Emmanuel Senyo Fianu

Lecturer

De Montfort University

UNITED KINGDOM

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Luigi GROSSI

Full Professor

University of Parma

ITALY

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Daniel Felix Ahelegbey

Research Interests

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Articles (14)

Tail Risk Transmission in Agricultural and Energy Markets

The impact of crisis on sustainable European companies: A network approach to industry-specific vulnerabilities

The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross‐Currency Basis

Inference of Impulse Responses via Bayesian Graphical Structural VAR Models

Credit Scoring for Peer-to-Peer Lending

A network based fintech inclusion platform

NetVIX — A network volatility index of financial markets

Network based evidence of the financial impact of Covid-19 pandemic

Statistical Modelling of Downside Risk Spillovers

Crypto Asset Portfolio Selection

Modeling Turning Points in the Global Equity Market

Risk Management via Contemporaneous and Temporal Dependence structures with Applications

Modeling risk contagion in the Italian zonal electricity market

Tail risk measurement in crypto-asset markets

Collaborators (5)

Monica Billio

Paolo Stefano Giudici

Roberto Casarin

Emmanuel Senyo Fianu

Luigi GROSSI

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