Ayokunle Anthony OSUNTUYI

Position
Subject expert
E-mail
ayokunle.osuntuyi@unive.it
Scientific sector (SSD)
ECONOMETRIA [SECS-P/05]
Website
www.unive.it/people/ayokunle.osuntuyi (personal record)
Office
Department of Economics
Website: https://www.unive.it/dep.economics

Publications

Year Type Publication
Year Type Publication
2024 Journal Article Roberto Casarin; Mauro Costantini; Anthony Osuntuyi Bayesian nonparametric panel Markov-switching GARCH models in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 41, pp. 135-146 (ISSN 0735-0015)
DOI - ARCA card: 10278/5021362
2022 Journal Article Casarin, R; Maillet, BB; Osuntuyi, A Monte carlo within simulated annealing for integral constrained optimizations in ANNALS OF OPERATIONS RESEARCH, vol. 334, pp. 205-240 (ISSN 0254-5330)
DOI - ARCA card: 10278/5021364
2021 Book Article Billio M., Casarin R., De Cian E., Mistry M., Osuntuyi, A. The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach in Billio M., Casarin R., De Cian E., Mistry M., Osuntuyi, A., Working Paper Series - Department of Economics of the Ca’ Foscari University of Venice (ISSN 1827-3580), Department of Economics, University of Venice "Ca' Foscari, vol. 2021/03, pp. 1-64
- ARCA card: 10278/3735303
2020 Journal Article Ayodele K.P.; Ikezogwo W.O.; Osuntuyi A.A. Empirical Characterization of the Temporal Dynamics of EEG Spectral Components in INTERNATIONAL JOURNAL OF ONLINE AND BIOMEDICAL ENGINEERING, vol. 16, pp. 80-93 (ISSN 2626-8493)
DOI - ARCA card: 10278/3735324
2020 Working paper Roberto Casarin; Mauro Costantini; Anthony Osuntuyi Bayesian nonparametric panel Markov-switching GARCH models
DOI - URL correlato - ARCA card: 10278/3735306
2018 Journal Article Billio, Monica; Casarin, Roberto; Osuntuyi, Anthony Markov switching GARCH models for Bayesian hedging on energy futures markets in ENERGY ECONOMICS, vol. 70, pp. 545-562 (ISSN 0140-9883)
DOI - URL correlato - ARCA card: 10278/3691288
2016 Journal Article Casarin R.; Billio M.; Osuntuy A. Efficient Gibbs sampling for Markov switching GARCH models in COMPUTATIONAL STATISTICS & DATA ANALYSIS, vol. 100, pp. 37-57 (ISSN 0167-9473)
DOI - ARCA card: 10278/40099
2013 Book Article BILLIO M.; CASARIN R.; OSUNTUYI A. Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets , Advances in Latent Variables, Vita e Pensiero, pp. 1-6 (ISBN 9788834325568)
- ARCA card: 10278/37782
2012 Book Article Billio M.; Casarin R.; Osuntuyi A. Efficient Gibbs Sampling for Markov Switching GARCH Models , Efficient Gibbs Sampling for Markov Switching GARCH Models, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 35/WP/2012, pp. 1-30 (ISSN 1827-3580)
- ARCA card: 10278/38410
2008 Journal Article Adesakin, T.J., Osuntuyi, A.A., Olagunju, M.O. The distributional properties of the family of logistic distributions in Ife Journal of Science, vol. 10, pp. 245-250 (ISSN 0794-4896)
- URL correlato - ARCA card: 10278/3735325