Oussama TILFANI

Personal Details

First Name:	Oussama
Middle Name:
Last Name:	Tilfani
Suffix:
RePEc Short-ID:	pti251
	[This author has chosen not to make the email address public]

Affiliation

Université Cadi Ayyad, Faculté des sciences et techniques

http://www.fstg-marrakech.ac.ma/
Marrakech

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.

Articles

1. Tilfani, Oussama & Kristoufek, Ladislav & Ferreira, Paulo & El Boukfaoui, My Youssef, 2022. "Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 588(C).

   Cited by:

   1. Un, Kuok Sin & Ausloos, Marcel, 2022. "Equity premium prediction: Taking into account the role of long, even asymmetric, swings in stock market behavior," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 608(P1).
   2. Nick James & Kevin Chin, 2021. "On the systemic nature of global inflation, its association with equity markets and financial portfolio implications," Papers 2111.11022, arXiv.org, revised Jan 2022.
   3. Kakinaka, Shinji & Umeno, Ken, 2022. "Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales," Research in International Business and Finance, Elsevier, vol. 62(C).

2. Oussama Tilfani & Paulo Ferreira & My Youssef El Boukfaoui, 2021. "Dynamic cross-correlation and dynamic contagion of stock markets: a sliding windows approach with the DCCA correlation coefficient," Empirical Economics, Springer, vol. 60(3), pages 1127-1156, March.

   Cited by:

   1. Ngene, Geoffrey M. & Tah, Kenneth A., 2023. "How are policy uncertainty, real economy, and financial sector connected?," Economic Modelling, Elsevier, vol. 123(C).
   2. Chopra, Monika & Mehta, Chhavi, 2022. "Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis," Journal of Asian Economics, Elsevier, vol. 79(C).
   3. Catalina Bolancé & Carlos Alberto Acuña & Salvador Torra, 2022. "Non-Normal Market Losses and Spatial Dependence Using Uncertainty Indices," Mathematics, MDPI, vol. 10(8), pages 1-23, April.
   4. Derick Quintino & José Telo da Gama & Paulo Ferreira, 2021. "Cross-Correlations in Meat Prices in Brazil: A Non-Linear Approach Using Different Time Scales," Economies, MDPI, vol. 9(4), pages 1-12, September.
   5. Oussama Tilfani & Paulo Ferreira & Andreia Dionisio & My Youssef El Boukfaoui, 2020. "EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients," JRFM, MDPI, vol. 13(5), pages 1-23, May.
   6. Sandra Ferreruela & Daniel Martín, 2022. "Market Quality and Short-Selling Ban during the COVID-19 Pandemic: A High-Frequency Data Approach," JRFM, MDPI, vol. 15(7), pages 1-29, July.
   7. Maria Ángeles Alcaide & Alberto Celani & Paula Cervera Chasan & Elena De La Poza, 2022. "Mathematical Modeling of the Financial Impact of Air Crashes on Airlines and Involved Manufacturers," Mathematics, MDPI, vol. 10(5), pages 1-18, February.
   8. Memon, Bilal Ahmed & Yao, Hongxing & Naveed, Hafiz Muhammad, 2022. "Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets," Resources Policy, Elsevier, vol. 77(C).
   9. Derick Quintino & Cristiane Ogino & Inzamam Ul Haq & Paulo Ferreira & Márcia Oliveira, 2023. "An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis," Energies, MDPI, vol. 16(5), pages 1-14, February.
   10. Derick David Quintino & Heloisa Lee Burnquist & Paulo Jorge Silveira Ferreira, 2021. "Carbon Emissions and Brazilian Ethanol Prices: Are They Correlated? An Econophysics Study," Sustainability, MDPI, vol. 13(22), pages 1-18, November.

3. Paulo Ferreira & Oussama Tilfani & Éder Pereira & Cleónidas Tavares & Hernane Pereira & My Youssef El Boukfaoui, 2021. "Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 6(1), pages 57-75.

   Cited by:

   1. Nie, Chun-Xiao, 2022. "Analysis of critical events in the correlation dynamics of cryptocurrency market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 586(C).

4. Oussama Tilfani & Paulo Ferreira & My Youssef El Boukfaoui, 2020. "Multiscale optimal portfolios using CAPM fractal regression: estimation for emerging stock markets," Post-Communist Economies, Taylor & Francis Journals, vol. 32(1), pages 77-112, January.

   Cited by:

   1. Barreto, Ikaro Daniel de Carvalho & Dore, Luiz Henrique & Stosic, Tatijana & Stosic, Borko D., 2021. "Extending DFA-based multiple linear regression inference: Application to acoustic impedance models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 582(C).
   2. Hu, Debao & Li, Xin & Xiang, George & Zhou, Qiyao, 2023. "Asset pricing models in the presence of higher moments: Theory and evidence from the U.S. and China stock market," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).

5. Oussama Tilfani & Paulo Ferreira & Andreia Dionisio & My Youssef El Boukfaoui, 2020. "EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients," JRFM, MDPI, vol. 13(5), pages 1-23, May.

   Cited by:

   1. Vasile Brătian & Ana-Maria Acu & Diana Marieta Mihaiu & Radu-Alexandru Șerban, 2022. "Geometric Brownian Motion (GBM) of Stock Indexes and Financial Market Uncertainty in the Context of Non-Crisis and Financial Crisis Scenarios," Mathematics, MDPI, vol. 10(3), pages 1-23, January.
   2. Anca Ioana Iacob (Troto) & Mircea Laurentiu Simion, 2022. "An Empirical Study On The Long-Term Behavior Of The German Stock Market," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 6, pages 70-76, December.
   3. Wael Hemrit & Noureddine Benlagha & Racha Ben Arous & Mounira Ben Arab, 2023. "Exploring the time‐frequency connectedness among non‐fungible tokens and developed stock markets," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 30(4), pages 192-207, October.
   4. Derick Quintino & Cristiane Ogino & Inzamam Ul Haq & Paulo Ferreira & Márcia Oliveira, 2023. "An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis," Energies, MDPI, vol. 16(5), pages 1-14, February.
   5. Rachana Baid & Cristi Spulbar & Jatin Trivedi & Ramona Birau & Anca Ioana Iacob (Troto), 2022. "Estimating Volatility Clustering Using Gjr-Garch Model: A Case Study For German Stock Market," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 6, pages 4-10, December.
   6. Derick David Quintino & Heloisa Lee Burnquist & Paulo Jorge Silveira Ferreira, 2021. "Carbon Emissions and Brazilian Ethanol Prices: Are They Correlated? An Econophysics Study," Sustainability, MDPI, vol. 13(22), pages 1-18, November.

6. Oussama Tilfani & Paulo Ferreira & My Youssef El Boukfaoui, 2020. "Revisiting stock market integration in Central and Eastern European stock markets with a dynamic analysis," Post-Communist Economies, Taylor & Francis Journals, vol. 32(5), pages 643-674, July.

   Cited by:

   1. Kozelský, Robert & Maitah, Mansoor & Cvik, Eva Daniela & Toth, Daniel & Flegel, Emil & Sindi, Ali & Zelenka, Ondřej, 2024. "Assessing the Effect of Monetary Policy on the Competitiveness of Agricultural Enterprises," Research on World Agricultural Economy, Nan Yang Academy of Sciences Pte Ltd (NASS), vol. 5(2), June.
   2. Rehman, Mobeen Ur & Ahmad, Nasir & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2022. "Dependence dynamics of stock markets during COVID-19," Emerging Markets Review, Elsevier, vol. 51(PB).
   3. Carausu Dumitru-Nicusor & Lupu Dan, 2022. "COVID-19 and stock markets comovement in emerging Europe," Proceedings of the International Conference on Business Excellence, Sciendo, vol. 16(1), pages 660-669, August.
   4. Oussama Tilfani & Paulo Ferreira & Andreia Dionisio & My Youssef El Boukfaoui, 2020. "EU Stock Markets vs. Germany, UK and US: Analysis of Dynamic Comovements Using Time-Varying DCCA Correlation Coefficients," JRFM, MDPI, vol. 13(5), pages 1-23, May.
   5. Elena Valentina Tilica, 2021. "Domestic and Foreign Transmission of the Global Financial Crisis in the Real Economy. The Polish Situation," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 13(1), pages 47-60, June.
   6. Caner Özdurak & Derya Hekim, 2024. "Beyond the Silicon Valley of the East: Exploring Portfolio Diversification with India and MINT Economies," JRFM, MDPI, vol. 17(7), pages 1-16, June.
   7. Derick David Quintino & Heloisa Lee Burnquist & Paulo Jorge Silveira Ferreira, 2021. "Carbon Emissions and Brazilian Ethanol Prices: Are They Correlated? An Econophysics Study," Sustainability, MDPI, vol. 13(22), pages 1-18, November.

7. Oussama Tilfani & My Youssef El Boukfaoui, 2019. "Multifractal Analysis of African Stock Markets During the 2007–2008 US Crisis," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(04), pages 1-31, December.

   Cited by:

   1. Adeabah, David & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2023. "How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis," Emerging Markets Review, Elsevier, vol. 55(C).

8. Tilfani, Oussama & Ferreira, Paulo & El Boukfaoui, My Youssef, 2019. "Building multi-scale portfolios and efficient market frontiers using fractal regressions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 532(C).

   Cited by:

   1. Tilfani, Oussama & Kristoufek, Ladislav & Ferreira, Paulo & El Boukfaoui, My Youssef, 2022. "Heterogeneity in economic relationships: Scale dependence through the multivariate fractal regression," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 588(C).
   2. Barreto, Ikaro Daniel de Carvalho & Dore, Luiz Henrique & Stosic, Tatijana & Stosic, Borko D., 2021. "Extending DFA-based multiple linear regression inference: Application to acoustic impedance models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 582(C).
   3. Kakinaka, Shinji & Umeno, Ken, 2022. "Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales," Research in International Business and Finance, Elsevier, vol. 62(C).

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