Anthony Osuntuyi

Economics and Econometrics · 2013

A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 9 citations into it
• Finance — 9 citations into it

Whom Anthony Osuntuyi trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. A. Alizadeh

Papers from Anthony Osuntuyi's perspective

Ordered by how strongly the researchers Anthony Osuntuyi trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. A Markov regime switching approach for hedging stock indices
3. A note on the hedging effectiveness of GARCH models
4. Futures hedge ratios: a review
5. On the links between stock and commodity markets' volatility
6. A bivariate Markov regime switching GARCH approach to estimate time varying minimum variance hedge ratios
7. Firm Size and Cyclical Variations in Stock Returns
8. The hedging performance of electricity futures on the Nordic power exchange
9. Investigating causal relations by econometric models and cross-spectral methods
10. The Cross‐Section of Expected Stock Returns

Their papers

• Markov switching GARCH models for Bayesian hedging on energy futures markets (2013) — 60 citations