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Samuel Asante Gyamerah

Personal Details

First Name:Samuel
Middle Name:Asante
Last Name:Gyamerah
Suffix:
RePEc Short-ID:pgy15

Affiliation

Pan African University, Institute of Basic Sciences, Technology, and Innovation (Pan African University, Institute of Basic Sciences, Technology, and Innovation)

https://pau-au.net/
NAIROBI

Research output

as
Jump to: Working papers Articles

Working papers

  1. Samuel Asante Gyamerah, 2019. "Estimating the volatility of Bitcoin using GARCH models," Papers 1909.04903, arXiv.org, revised Oct 2019.
  2. Samuel Asante Gyamerah, 2019. "Are Bitcoins price predictable? Evidence from machine learning techniques using technical indicators," Papers 1909.01268, arXiv.org.
  3. Samuel Asante Gyamerah & Philip Ngare & Dennis Ikpe, 2019. "Hedging crop yields against weather uncertainties -- a weather derivative perspective," Papers 1905.07546, arXiv.org, revised Aug 2019.
  4. Asante Gyamerah, Samuel & Ngare, Philip & Ikpe, Dennis, 2018. "A Levy Regime-Switching Temperature Dynamics Model for Weather Derivatives," MPRA Paper 89680, University Library of Munich, Germany, revised 10 Jul 2018.
  5. Samuel Asante Gyamerah & Philip Ngare & Dennis Ikpe, 2018. "Regime-Switching Temperature Dynamics Model for Weather Derivatives," Papers 1808.04710, arXiv.org.

Articles

  1. Samuel Asante Gyamerah & Philip Ngare & Dennis Ikpe, 2018. "Regime-Switching Temperature Dynamics Model for Weather Derivatives," International Journal of Stochastic Analysis, Hindawi, vol. 2018, pages 1-15, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Samuel Asante Gyamerah & Philip Ngare & Dennis Ikpe, 2019. "Hedging crop yields against weather uncertainties -- a weather derivative perspective," Papers 1905.07546, arXiv.org, revised Aug 2019.

    Cited by:

    1. Yuji Yamada & Takuji Matsumoto, 2023. "Construction of Mixed Derivatives Strategy for Wind Power Producers," Energies, MDPI, vol. 16(9), pages 1-26, April.
    2. Debopam Rakshit & Ranjit Kumar Paul & Md Yeasin & Walid Emam & Yusra Tashkandy & Christophe Chesneau, 2023. "Modeling Asymmetric Volatility: A News Impact Curve Approach," Mathematics, MDPI, vol. 11(13), pages 1-14, June.
    3. Mohammed Faez Hasan & Noor Salah Abdelnaby Al-Ramadan, 2022. "Using Options Futures Derivatives Weather in Hedging," Technium Social Sciences Journal, Technium Science, vol. 31(1), pages 430-436, May.
    4. Ke Wan & Alain Kornhauser, 2023. "Market Making and Pricing of Financial Derivatives based on Road Travel Times," Papers 2305.02523, arXiv.org, revised May 2023.
    5. Angelos Prentzas & Thomas Bournaris & Stefanos Nastis & Christina Moulogianni & George Vlontzos, 2024. "Enhancing Sustainability through Weather Derivative Option Contracts: A Risk Management Tool in Greek Agriculture," Sustainability, MDPI, vol. 16(17), pages 1-18, August.

  2. Samuel Asante Gyamerah & Philip Ngare & Dennis Ikpe, 2018. "Regime-Switching Temperature Dynamics Model for Weather Derivatives," Papers 1808.04710, arXiv.org.

    Cited by:

    1. Pablo Olivares, 2020. "Pricing Temperature Derivatives under a Time-Changed Levy Model," Papers 2005.14350, arXiv.org.

Articles

  1. Samuel Asante Gyamerah & Philip Ngare & Dennis Ikpe, 2018. "Regime-Switching Temperature Dynamics Model for Weather Derivatives," International Journal of Stochastic Analysis, Hindawi, vol. 2018, pages 1-15, July.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-AGR: Agricultural Economics (3) 2018-09-10 2018-11-19 2019-05-27. Author is listed
  2. NEP-ENV: Environmental Economics (3) 2018-09-10 2018-11-19 2019-05-27. Author is listed
  3. NEP-PAY: Payment Systems and Financial Technology (3) 2019-05-27 2019-09-09 2019-09-16. Author is listed
  4. NEP-BIG: Big Data (2) 2019-05-27 2019-09-09. Author is listed
  5. NEP-CMP: Computational Economics (2) 2019-05-27 2019-09-09. Author is listed
  6. NEP-ETS: Econometric Time Series (1) 2019-09-16
  7. NEP-FMK: Financial Markets (1) 2019-09-09
  8. NEP-FOR: Forecasting (1) 2019-09-09
  9. NEP-RMG: Risk Management (1) 2019-05-27

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