Daniel Felix Ahelegbey

Assistant Professor

University of Pavia

Italy

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Articles (10)

Collaborators (4)

Monica Billio

Professor of Econometrics

Università Ca' Foscari

ITALY

Paolo Stefano Giudici

Professor of Statistics

University of Pavia

ITALY

Roberto Casarin

Full Professor of Econometrics

Università Ca' Foscari

ITALY

Luigi GROSSI

Full Professor

University of Padua

ITALY

Daniel Felix Ahelegbey

Research Interests

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Contact this professor

Articles (10)

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 (4)

Monica Billio

Paolo Stefano Giudici

Roberto Casarin

Luigi GROSSI

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