3
H index
1
i10 index
35
Citations
Oussama TILFANI : Citation Profile
| RESEARCH PRODUCTION: 8 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
3 years (2019 - 2022). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Oussama TILFANI. | Is cited by:
| Cites to:
|
Main data
Where Oussama TILFANI has published?
| Journals with more than one article published | # docs |
|---|---|
| Post-Communist Economies | 2 |
| Physica A: Statistical Mechanics and its Applications | 2 |
Recent works citing Oussama TILFANI (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Assessing the Effect of Monetary Policy on the Competitiveness of Agricultural Enterprises. (2024). Kozelsk, Robert ; Zelenka, Ondej ; Maitah, Mansoor ; Cvik, Eva Daniela ; Flegel, Emil ; Toth, Daniel ; Sindi, Ali. In: Research on World Agricultural Economy. RePEc:ags:reowae:343477. Full description at Econpapers || Download paper |
| 2025 | Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system. (2025). Feng, Yun ; Yang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002213. Full description at Econpapers || Download paper |
| 2025 | Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative. (2025). Winkelried, Diego ; Bazn-Palomino, Walter. In: Emerging Markets Review. RePEc:eee:ememar:v:66:y:2025:i:c:s1566014125000354. Full description at Econpapers || Download paper |
| 2024 | Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446. Full description at Econpapers || Download paper |
| 2024 | Jensen-Detrended Cross-Correlation function for non-stationary time series with application to Latin American stock markets. (2024). Carrasco, Ral ; Jeldes-Delgado, Fabiola ; Contreras-Reyes, Javier E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s0378437124006241. Full description at Econpapers || Download paper |
| 2024 | Beyond the Silicon Valley of the East: Exploring Portfolio Diversification with India and MINT Economies. (2024). Hekim, Derya ; Ozdurak, Caner. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:7:p:269-:d:1424272. Full description at Econpapers || Download paper |
| 2025 | Revisiting the Dynamics of CEE Capital Markets. (2025). George-Cristian, Ttaru ; Ioan, Ttaru Rzvan ; Andreea, Iordache. In: Proceedings of the International Conference on Business Excellence. RePEc:vrs:poicbe:v:19:y:2025:i:1:p:1856-1874:n:1015. Full description at Econpapers || Download paper |
Works by Oussama TILFANI:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Building multi-scale portfolios and efficient market frontiers using fractal regressions In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 2 |
| 2022 | Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2020 | EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients In: JRFM. [Full Text][Citation analysis] | article | 6 |
| 2021 | Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients In: Econometric Research in Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient In: Empirical Economics. [Full Text][Citation analysis] | article | 13 |
| 2020 | Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets In: Post-Communist Economies. [Full Text][Citation analysis] | article | 2 |
| 2020 | Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis In: Post-Communist Economies. [Full Text][Citation analysis] | article | 7 |
| 2019 | Multifractal Analysis of African Stock Markets During the 2007–2008 US Crisis In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team