People

Dr Daniel Ahelegbey

Lecturer
School of Mathematics, Statistics and Actuarial Science (SMSAS)
Dr Daniel Ahelegbey

Profile

Biography

Research Interest: • Bayesian Econometrics | Financial Econometrics | Financial Networks | Applied Statistics | Systemic Risk Analysis | Network Econometrics | Credit Risk Analysis | Climate Finance

Qualifications

  • PhD Ca Foscari University of Venice, (2015)

  • Master University of Paris, (2011)

  • Bachelor University of Ghana, (2007)

Appointments

University of Essex

  • Lecturer, School of Mathematics, Statistics and Actuarial Science (3/10/2023 - present)

Other academic

  • Assistant Professor, University of Pavia (9/5/2019 - 31/12/2023)

  • Adjunct Professor, African School of Economics (3/9/2018 - present)

  • Postdoctoral Fellow, Mathematics and Statistics, Boston University (1/9/2015 - 31/8/2017)

  • Research Fellow, Ca Foscari University of Venice (2/9/2014 - 31/8/2015)

Publications

Publications (1)

Ahelegbey, D., Carvalho, L. and Kolaczyk, E., (2017). A Bayesian Covariance Graphical And Latent Position Model For Multivariate Financial Time Series

Journal articles (29)

Ahelegbey, D., Ibhagui, OW. and Gerth, F., (2026). The Dollar's Double Life: Not All Dollar Appreciations Are Born Equal for the Cross-Currency Basis. Journal of Futures Markets

Ahelegbey, DF., (2025). Inference of Impulse Responses via Bayesian Graphical Structural VAR Models. Econometrics. 13 (2), 15-15

Ahelegbey, DF., Billio, M. and Casarin, R., (2024). Modeling Turning Points in the Global Equity Market. Econometrics and Statistics. 30, 60-75

Ahelegbey, DF., Celani, A. and Cerchiello, P., (2024). Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. Socio-Economic Planning Sciences. 92, 101842-101842

Ahelegbey, DF., Casarin, R., Fianu, ES. and Grossi, L., (2024). Structural changes in contagion channels: the impact of COVID-19 on the Italian electricity market. Annals of Operations Research. 345 (2-3), 1035-1060

Abdelsalam, O., Ahelegbey, DF. and Yassine, E., (2024). The nexus of conventional, religious and ethical indexes during crisis. Journal of International Financial Markets, Institutions and Money. 95, 102027-102027

Mojtahedi, F., Ahelegbey, DF. and Martina, M., (2024). Modelling Interdependence between Climatic Factors, Commodities, and Financial Markets. Heliyon. 10 (17), e36316-e36316

Mahdavi, P., Ehsani, MA., Ahelegbey, DF. and Mohammadpour, M., (2024). Measuring Causal Effect with ARDL-BART: A Macroeconomic Application. Applied Mathematics. 15 (04), 292-312

Ahelegbey, DF. and Giudici, P., (2024). Multidimensional Inequality Metrics for Sustainable Business Development. Mathematics. 12 (22), 3633-3633

Ahelegbey, DF. and Giudici, P., (2023). Credit Scoring for Peer-to-Peer Lending. Risks. 11 (7), 123-123

Ahelegbey, D., Giudici, P. and Pediroda, V., (2023). A network based fintech inclusion platform. Socio-Economic Planning Sciences. 87, 101555-101555

Agosto, A. and Ahelegbey, DF., (2022). Default count-based network models for credit contagion. Journal of the Operational Research Society. 73 (1), 139-152

Ahelegbey, DF. and Giudici, P., (2022). NetVIX — A network volatility index of financial markets. Physica A: Statistical Mechanics and its Applications. 594, 127017-127017

Fianu, ES., Ahelegbey, DF. and Grossi, L., (2022). Modeling risk contagion in the Italian zonal electricity market. European Journal of Operational Research. 298 (2), 656-679

Ahelegbey, DF., (2022). Statistical Modelling of Downside Risk Spillovers. FinTech. 1 (2), 125-134

Ahelegbey, DF., Giudici, P. and Mojtahedi, F., (2022). Crypto Asset Portfolio Selection. FinTech. 1 (1), 63-71

Ahelegbey, DF., Cerchiello, P. and Scaramozzino, R., (2022). Network based evidence of the financial impact of Covid-19 pandemic.. International Review of Financial Analysis. 81, 102101-102101

Ahelegbey, DF., Giudici, P. and Mojtahedi, F., (2021). Tail risk measurement in crypto-asset markets. International Review of Financial Analysis. 73, 101604-101604

Ahelegbey, DF., Giudici, P. and Hashem, SQ., (2021). Network VAR models to measure financial contagion. The North American Journal of Economics and Finance. 55, 101318-101318

Fianu, ES., Ahelegbey, DF. and Grossi, L., (2021). Risk management via contemporaneous and temporal dependence structures with applications. MethodsX. 8, 101587-101587

Mojtahedi, F., Mojaverian, SM., Ahelegbey, DF. and Giudici, P., (2020). Tail Risk Transmission: A Study of the Iran Food Industry. Risks. 8 (3), 78-78

Ahelegbey, DF., (2020). A Statistical Measure of Global Equity Market Risk. Applied Mathematics. 11 (11), 1053-1060

Agosto, A., Ahelegbey, DF. and Giudici, P., (2020). Tree networks to assess financial contagion. Economic Modelling. 85, 349-366

Ahelegbey, DF., Giudici, P. and Hadji-Misheva, B., (2019). Factorial Network Models to Improve P2P Credit Risk Management. Frontiers in Artificial Intelligence. 2, 8-

Ahelegbey, DF., Giudici, P. and Hadji-Misheva, B., (2019). Latent factor models for credit scoring in P2P systems. Physica A: Statistical Mechanics and its Applications. 522, 112-121

Teye, AL. and Ahelegbey, DF., (2017). Detecting spatial and temporal house price diffusion in the Netherlands: A Bayesian network approach. Regional Science and Urban Economics. 65, 56-64

Daniel Felix Ahelegbey, Monica Billio and Roberto Casarin, (2016). Sparse Graphical Vector Autoregression: A Bayesian Approach. Annals of Economics and Statistics (123/124), 333-333

Ahelegbey, DF., Billio, M. and Casarin, R., (2016). Bayesian Graphical Models for STructural Vector Autoregressive Processes. Journal of Applied Econometrics. 31 (2), 357-386

Ahelegbey, DF., (2016). The econometrics of Bayesian graphical models: a review with financial application. The Journal of Network Theory in Finance. 2 (2), 1-33

Book chapters (1)

Felix Ahelegbey, D. and Giudici, P., (2014). Bayesian Selection of Systemic Risk Networks. In: Bayesian Model Comparison. Emerald Group Publishing Limited. 117- 153. 9781784411855