1. Billio, M., Casarin, R., De Cian, E., Mistry, M. and Osuntuyi, A.: The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach. (submitted) pdf

2. Casarin, R., Corradin, F., and Osuntuyi, A.: Multiple-Try Simulated Annealing Algorithm with Asymptotic Convergence for Nonlinear Constrained Optimization.

3. Hoogerheide, L., Casarin, R., Osuntuyi, A. and van Dijk, HK: Bayesian Approach to Forecast Rationality Tests of AJ Patton and A. Timmermann

4. Hoogerheide, L., Osuntuyi, A. and van Dijk, HK: Option Pricing using two step Estimation Technique

5. Osuntuyi, A.: Comparing Markov Switching GARCH models based on Collapsing Procedure

6. Osuntuyi, A., Gray, DC and Olosunde AA: Exponential Power Jump-Diffusion Model with Application to Credit Risk. (submitted)