Olanrewaju I. Shittu

University of Ibadan

Publishing since 2010, latest 2024

Economics and Econometrics
Finance
General Economics, Econometrics and Finance
Statistics and Probability
Management Science and Operations Research
Artificial Intelligence

Publications: 202010–2024
Citations: 168to those papers
h-index: 8i10-index 7
Field-weighted impact: 2.701.00 is the world average
World top 10%: 25%5 of 20 scored papers
Open access: 55%11 papers free to read

3 other works — preprints, datasets and the like — are listed but not counted.

By year

Papers, and the citations to them

Publications, left axisCitations to that year’s papers, right axis2026 still in progress

Career

On their papers

Every institution they have given on a paper.

Publications

20 in all

Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data
2024SN Business & EconomicsJournalOpen access3 citations10.1007/s43546-024-00770-y
Long memory cointegration and dynamic connectedness of volatility in US dollar exchange rates, with FOREX portfolio investment strategy

Download CV:PDFWord

Citations received each year

Peerford

To all their work, old papers included. Google Scholar also counts citations from theses, books and web pages, so its line runs higher.

What they work on

From the classification of each paper

Subfields

Economics and Econometrics1260%
Finance945%
General Economics, Econometrics and Finance630%
Statistics and Probability630%
Management Science and Operations Research315%
Artificial Intelligence210%
Global and Planetary Change210%
Statistics, Probability and Uncertainty210%
Aerospace Engineering15%
Astronomy and Astrophysics15%

Physical Sciences
Social Sciences

Topics most written on

Financial Risk and Volatility Modeling9
Market Dynamics and Volatility9
Complex Systems and Time Series Analysis8
Monetary Policy and Economic Impact6
Statistical Distribution Estimation and Applications4
Advanced Statistical Methods and Models3
Forecasting Techniques and Applications2
Probabilistic and Robust Engineering Design2
Survey Sampling and Estimation Techniques2
Aerodynamics and Fluid Dynamics Research1
Bayesian Methods and Mixture Models1
Climate variability and models1

Who they write with

Their most frequent co-authors, and the papers those co-authors share

Where their co-authors are

30% of their papers have a co-author abroad

papers co-written1122334Home

Most frequent partner countries

Spain4
Brazil1
Portugal1
United States1
South Africa1

Papers with at least one author in that country.

Institutions written with most

Universidad de NavarraES4 papers
Polytechnic Institute of PortalegrePT1 paper
Universidade de São PauloBR1 paper
Universidade Federal de LavrasBR1 paper
University of ÉvoraPT1 paper
Worcester Polytechnic InstituteUS1 paper
Yaba College of TechnologyNG1 paper
University of PretoriaZA1 paper
Ahmadu Bello UniversityNG1 paper
Federal College of Forestry, IbadanNG1 paper

Where they publish

Journal of Modern Applied Statistical Methods3
American journal of mathematics and statistics2
European Journal of Business and Management2
Physica A Statistical Mechanics and its Applications2
American Journal of Scientific and Industrial Research1
American Scientific Research Journal for Engineering, Technology, and Sciences (Global Society of Scientific Research and Researchers)

Development goals addressed

From each paper’s title and abstract

8Decent work and economic growth6
17Partnerships for the goals3
7Affordable and clean energy1
16Peace, justice and strong institutions1

Most cited

On the persistence and volatility in European, American and Asian stocks bull and bear markets
Journal of International Money and Finance17
201330 citationsWorld top 10%
Market efficiency of Baltic stock markets: A fractional integration approach
Physica A Statistical Mechanics and its Applications
201828 citationsWorld top 10%
On the impact of inflation and exchange rate on conditional stock market volatility: a re-assessment

Quantitative Finance and Economics

Market efficiency of Baltic stock markets: A fractional integration approach

2018Physica A Statistical Mechanics and its ApplicationsJournal28 citations10.1016/j.physa.2018.07.029

On the Kumaraswamy Fisher Snedecor Distribution

2016Mathematics and StatisticsJournalOpen accessSenior author1 citation10.13189/ms.2016.040101

Symmetric Variants of Logistic Smooth Transition Autoregressive Models: Monte Carlo Evidences

2016Journal of Modern Applied Statistical MethodsJournalOpen accessSenior author1 citation10.22237/jmasm/1462077240

On the Efficiency of Outlier Generating Mechanisms in Multivariate Time Series

2016American Scientific Research Journal for Engineering, Technology, and Sciences (Global Society of Scientific Research and Researchers)JournalOpen access0 citations

On the Exponentiated Weibull Distribution for Modeling Wind Speed in South Western Nigeria

2014Journal of Modern Applied Statistical MethodsJournalOpen accessFirst author11 citations10.22237/jmasm/1398918420

Specifying Asymmetric STAR models with Linear and Nonlinear GARCH Innovations: Monte Carlo Approach

2014Journal of Modern Applied Statistical MethodsJournalOpen accessSenior author3 citations10.22237/jmasm/1398918360

Global temperatures and sunspot numbers. Are they related?

2013Physica A Statistical Mechanics and its ApplicationsJournalSenior author19 citations10.1016/j.physa.2013.10.043

On the Beta-Nakagami Distribution

2013Progress in applied mathematicsJournalFirst author17 citations10.3968/j.pam.1925252820130501.5729

On the Efficiency of Ratio Estimator Based on Linear Combination of Median, Coefficients of Skewness and Kurtosis

2013American journal of mathematics and statisticsJournalOpen accessSenior author1 citation

On the Efficiency of Some Modified Ratio and Product Estimators - The Optimal C x Approach

2013American journal of mathematics and statisticsJournalOpen accessFirst author0 citations

On Structural Breaks and Nonstationary Fractional Intergration in Time Series

2012European Journal of Business and ManagementJournalFirst author0 citations

On the impact of inflation and exchange rate on conditional stock market volatility: a re-assessment

2010American Journal of Scientific and Industrial ResearchJournalOpen accessSenior author21 citations10.5251/ajsir.2010.1.2.115.117

International Journal of Finance & Economics1

How it can be read

55% free to read

Diamond 5 · 25%Free to read and to publish
Gold 1 · 5%In an open-access journal
Bronze 1 · 5%Free to read, no open licence
Green 4 · 20%A copy in a repository
Closed 9 · 45%Behind a paywall

Who funds it

2 of 20 papers name a funder

Fundação para a Ciência e a Tecnologia1
Ministerio de Economía y Competitividad1

American Journal of Scientific and Industrial Research

201021 citationsOpen access · Bronze

Global temperatures and sunspot numbers. Are they related?

Physica A Statistical Mechanics and its Applications

201319 citations

On the Beta-Nakagami Distribution

Progress in applied mathematics

201317 citations