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Samuel Asante Gyamerah

University of Toronto (per OpenAlex) · ORCID · OpenAlex

38 papers in scope · 36 published · 3 on the econ.EM arXiv · 387 citations · h-index 11 (over the papers listed here)

Papers

(2 of 38)

On the Sine Inverse Lomax Burr III Distribution with Application to Monthly Actual Tax Revenue Data
published2026 · Stats
with Anuwoje Ida. L. Abonongo, John Abonongo
Optimizing Strike Temperatures for Basis Risk Reduction in Crop Yield Weather Index Insurance
published2026 · North American Actuarial Journal
with Perpetual Andam Boiquaye
Loan Defaults and Credit Risk in Microfinance
published2026 · Risks
with Perpetual Andam Boiquaye, Bernadette Aidoo
A Markov Process Model of Joint Liability and Loan Repayment for Sustainable Microfinance
published2026 · Annals of Finance
with Perpetual Andam Boiquaye, Edward Korveh
Optimal Investment and Consumption Problem with Stochastic Environments and Delay
published2026 · Journal of risk and financial management
with Stanley Jere, Danny Mukonda, Edwin Moyo
Modelling financial contagion and optimal policy design for bank runs and systemic risk
published2026 · Mathematics and Computers in Simulation · 2 citations
with Emmanuel Afrifa, Perpetual Andam Boiquaye, Nelson Dzupire
Time-varying bidirectional causality between climate policy uncertainty and renewable energy investments
published2025 · International Review of Economics & Finance · 2 citations
with Kenneth Sena Blekor, Luis A. Gil-Alaña
Time Dynamics of Systemic Risk in Banking Networks: A UEDR-PDE Approach
published2025 · AppliedMath · 1 citations
with I. Irakoze, Dennis Ikpe, Fulgence Nahayo
Evaluating Nonprice Terms to Ration Microfinance Loans Based on Expected Loan Loss Function
published2025 · Journal of Applied Mathematics · 2 citations
with Enoch Sakyi-Yeboah, Umoro Pharuk Salifu, Perpetual Andam Boiquaye
Global uncertainties and stock returns under heterogeneous market conditions: Evidence from wavelet coherence analysis
published2024 · Scientific African · 3 citations
with Kenneth Sena Blekor, Clement Asare, Sedinam Abra Benardine Bissi, Gabriel Elike Mawuhorm, Cornelius Benle Tanoel
Risk management and insurance failures: the case of Ghana’s National Health Insurance Scheme
published2024 · Discover Health Systems · 1 citations
with Nelson Dzupire, Solomon Aboagye, Prince Blackson Dennis Chirwa
Do climate policy uncertainty and geopolitical risk transmit opportunity or threat to the green market? Evidence from non-linear ARDL
published2024 · The Journal of Economic Asymmetries · 15 citations
with Henry Ofoe Agbi-Kaiser, Luis A. Gil-Alaña
Short-and long-term weather prediction based on a hybrid of CEEMDAN, LMD, and ANN
published2024 · PLoS ONE · 9 citations
with Victor Owusu
Assessing the impact of climate variability on maize yields in the different regions of Ghana—A machine learning perspective
published2024 · PLoS ONE · 14 citations
with Clement Asare, Henry Ofoe Agbi-Kaeser, Frank Baffour-Ata
The impacts of global economic policy uncertainty on green bond returns: A systematic literature review
published2024 · Heliyon · 20 citations
with Clement Asare
A critical review of the impact of uncertainties on green bonds
published2024 · Green Finance · 12 citations
with Clement Asare
Asymmetric Impact of Heterogenous Uncertainties on the Green Bond Market
published2024 · Discrete Dynamics in Nature and Society · 12 citations
with Henry Ofoe Agbi-Kaiser, Clement Asare, Nelson Dzupire
Mathematical Modeling and Stability Analysis of Systemic Risk in the Banking Ecosystem
published2023 · Journal of Applied Mathematics · 5 citations
with Irène Irakoze, Fulgence Nahayo, Dennis Ikpe, Frédéri Viens
State-space of the Vasicek model for long-term bonds with Kalman filter
published2023 · International Journal of Financial Engineering · 1 citations
with Romeo Mawonike, Dennis Ikpe
A multivariate causality analysis of CO2 emission, electricity consumption, and economic growth: Evidence from Western and Central Africa
published2023 · Heliyon · 46 citations
with Luis A. Gil-Alaña
Modeling the hourly consumption of electricity during period of power crisis
published2023 · Clean Technologies and Recycling · 1 citations · first circulated 2022
with Henry Ofoe Agbi-Kaiser, Keziah Ewura Adjoa Amankwah, Patience Anipa, Bright Arafat Bello
On a consistent state-space bond markets model for pricing long-maturity bonds
published2022 · International Journal of Financial Engineering · 1 citations
with Dennis Ikpe, Yethu Sithole
Modelling the mean and volatility spillover between green bond market and renewable energy stock market
published2022 · Green Finance · 30 citations
with Bright Emmanuel Owusu, Ellis Kofi Akwaa-Sekyi
Modelling and forecasting the volatility of bitcoin futures: the role of distributional assumption in GARCH models
published2022 · Data Science in Finance and Economics · 2 citations
with Collins Abaitey
COVID-19 PANDEMIC AND HERDING BEHAVIOUR IN CRYPTOCURRENCY MARKET
published2021 · Applied Finance Letters · 6 citations
Two‐Stage Hybrid Machine Learning Model for High‐Frequency Intraday Bitcoin Price Prediction Based on Technical Indicators, Variational Mode Decomposition, and Support Vector Regression
published2021 · Complexity · 20 citations
Modelling the dynamics of long-term bonds with Kalman filter
published2021 · International Journal of Bonds and Derivatives · 2 citations
with Romeo Mawonike, Dennis Ikpe
Weather derivatives for managing weather and climate risk in agriculture
published2020 · International Journal of Financial Engineering · 3 citations
with Philip Ngare, Dennis Ikpe
Long-Term Exchange Rate Probability Density Forecasting Using Gaussian Kernel and Quantile Random Forest
published2020 · Complexity · 5 citations
with Edwin Moyo
On forecasting the intraday Bitcoin price using ensemble of variational mode decomposition and generalized additive model
published2020 · Journal of King Saud University - Computer and Information Sciences · 23 citations
The Effects of Temporal Shut Down: A Proposed Mitigation on COVID-19 Perspectives
published2020 · Open Journal of Social Sciences · 1 citations
with Bright Nana Kwame Ahia, Elijah Asante Boakye, Jacob Azaare
Probabilistic forecasting of crop yields via quantile random forest and Epanechnikov Kernel function
published2019 · Agricultural and Forest Meteorology · 62 citations
with Philip Ngare, Dennis Ikpe
working paper2019 · arXiv
working paper2019 · arXiv · 7 citations
Modelling the volatility of Bitcoin returns using GARCH models
published2019 · Quantitative Finance and Economics · 73 citations
The Awareness of Employees on Tax Relief Scheme in Ghana
published2014 · International Business Management · 4 citations
with Albert Agyei
A genetic algorithm for option pricing: the American put option
published2014 · Applied Mathematical Sciences · 2 citations
with Joseph Ackora-Prah, S. K. Amponsah, Perpetual Saah Andam
A genetic algorithm to price an european put option using the geometric mean reverting model
published2014 · Applied Mathematical Sciences
with Joseph Ackora-Prah, Perpetual Saah Andam, Daniel Gyamfi

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.