Ayokunle Anthony Osuntuyi

Ca Foscari University of Venice

Dorsoduro 3246

Venice, Veneto 30123

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

230

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Markov Switching GARCH Models for Bayesian Hedging on Energy Futures Markets

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 07/WP/2014
Number of pages: 31 Posted: 10 Jun 2014
Monica Billio, Roberto Casarin and Ayokunle Anthony Osuntuyi
Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics and Ca Foscari University of Venice
Downloads 140 (252,830)
Citation 2

Abstract:

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Energy futures, GARCH, Hedge ratio, Markov-switching

2.

Efficient Gibbs Sampling for Markov Switching GARCH Models

Number of pages: 40 Posted: 11 Jan 2013
Monica Billio, Roberto Casarin and Ayokunle Anthony Osuntuyi
Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics and Ca Foscari University of Venice
Downloads 68 (404,804)
Citation 4

Abstract:

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Bayesian inference, GARCH, Markov switching, Multiple-Try Metropolis

3.

The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach

University Ca' Foscari of Venice, Dept. of Economics Research Paper Series No. 03/WP/2021
Number of pages: 64 Posted: 12 Jan 2021
Monica Billio, Roberto Casarin, Enrica De Cian, Malcolm Mistry and Ayokunle Anthony Osuntuyi
Ca Foscari University of Venice - Dipartimento di Economia, University Ca' Foscari of Venice - Department of Economics, Fondazione Eni Enrico Mattei (FEEM), Fondazione Eni Enrico Mattei (FEEM) and Ca Foscari University of Venice
Downloads 22 (614,525)

Abstract:

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Bayesian inference, climate shocks, financial cycle, business cycle, Markov-switching, Multi-country Panel