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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Assessing the extreme risk spillovers of international commodities on maritime markets: A GARCH-Copula-CoVaR approach
Xiaolei Sun, Chang Liu, Jun Wang, et al.
International Review of Financial Analysis (2020) Vol. 68, pp. 101453-101453
Closed Access | Times Cited: 84

Showing 26-50 of 84 citing articles:

The extreme risk connectedness of the new financial system: European evidence
Vincenzo Pacelli, Federica Miglietta, Matteo Foglia
International Review of Financial Analysis (2022) Vol. 84, pp. 102408-102408
Closed Access | Times Cited: 22
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Can-Zhong Yao, Min-Jian Li
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101910-101910
Closed Access | Times Cited: 15
High-order moment joint risk spillovers and investment management: Implications for green shipbuilding policy and practice
Shuiyang Chen, Bin Meng, Haibo Kuang
Transport Policy (2025)
Closed Access
Volatility, correlation and risk spillover effect between freight rates in BCI and BPI markets: Evidence from static and dynamic GARCH-Copula and dynamic CoVaR models
Yuye Zou, Jing Xu, Yanhui Chen
PLoS ONE (2025) Vol. 20, Iss. 1, pp. e0315167-e0315167
Open Access
Measuring the Risk Spillover Effect of RCEP Stock Markets: Evidence from the TVP-VAR Model and Transfer Entropy
Zou Yi-jiang, Qinghua Chen, Jihui Han, et al.
Entropy (2025) Vol. 27, Iss. 1, pp. 81-81
Open Access
Forecasting volatility spillovers across Chinese financial industries: an out-of-sample framework using a novel matrix autoregressive model
Chengcheng Liu, Fang Tong
Applied Economics (2025), pp. 1-21
Closed Access
Multiscale information transmission between commodity markets: An EMD-Based transfer entropy network
Chang Liu, Xiaolei Sun, Jun Wang, et al.
Research in International Business and Finance (2020) Vol. 55, pp. 101318-101318
Closed Access | Times Cited: 35
Connectedness and systemic risk of the banking industry along the Belt and Road
Gang‐Jin Wang, Yusen Feng, Yufeng Xiao, et al.
Journal of Management Science and Engineering (2021) Vol. 7, Iss. 2, pp. 303-329
Open Access | Times Cited: 31
Assessing portfolio vulnerability to systemic risk: a vine copula and APARCH-DCC approach
Jules Clément
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 4
The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test
Arunava Bandyopadhyay, Prabina Rajib
Mineral Economics (2021) Vol. 36, Iss. 2, pp. 217-237
Open Access | Times Cited: 25
Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model
Maoxi Tian, Fei Guo, Rong Niu
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101817-101817
Closed Access | Times Cited: 16
Risk spillover measurement of carbon trading market considering susceptible factors: A network perspective
Qingli Dong, Lanlan Lian, Qichuan Jiang
International Journal of Finance & Economics (2024) Vol. 30, Iss. 1, pp. 493-521
Closed Access | Times Cited: 3
FUTURES MARKETS AND THE BALTIC DRY INDEX: A PREDICTION STUDY BASED ON DEEP LEARNING
Miao Su, Yufei Nie, Jiankun Li, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102447-102447
Closed Access | Times Cited: 3
Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies
Zixin Liu, Jun Hu, Shuguang Zhang, et al.
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102249-102249
Closed Access | Times Cited: 3
Futures volatility forecasting based on big data analytics with incorporating an order imbalance effect
Shusheng Ding, Tianxiang Cui, Yongmin Zhang
International Review of Financial Analysis (2022) Vol. 83, pp. 102255-102255
Closed Access | Times Cited: 15
Impact of local port disruption on global container trade: An example of stressing testing Chinese ports using a D-vine copula-based quantile regression
Zengqi Xiao, Xiwen Bai
Ocean & Coastal Management (2022) Vol. 228, pp. 106295-106295
Closed Access | Times Cited: 15
Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?
Kunliang Jiang, Wuyi Ye
Economic Modelling (2022) Vol. 117, pp. 106046-106046
Closed Access | Times Cited: 14
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Yun-Shi Dai, Pengfei Dai, Wei‐Xing Zhou
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101820-101820
Open Access | Times Cited: 8
Tanker freight rates and economic policy uncertainty: A wavelet-based copula approach
Xiwen Bai
Energy (2021) Vol. 235, pp. 121383-121383
Closed Access | Times Cited: 18
New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach
Ningli Wang, Wanhai You
Economic Systems (2022) Vol. 47, Iss. 2, pp. 101015-101015
Closed Access | Times Cited: 13
Measurement, identification, and spillover effects of systemic risk in the international clean energy market
Mingtao Zhao, Suwan Lu, Lianbiao Cui
Energy Strategy Reviews (2024) Vol. 52, pp. 101355-101355
Open Access | Times Cited: 2
Measuring volatility spillover effects in dry bulk shipping market
Jialin Yang, Ying-En Ge, Kevin X. Li
Transport Policy (2022) Vol. 125, pp. 37-47
Closed Access | Times Cited: 12
Multiscale extreme risk spillovers among the Chinese mainland, Hong Kong, and London stock markets: Comparing the impacts of three Stock Connect programs
Yinhong Yao, Jingyu Li, Wei Chen
International Review of Economics & Finance (2023) Vol. 89, pp. 1217-1233
Closed Access | Times Cited: 6
Conditional sovereign CDS in market basket risk scenario: A dynamic vine-copula analysis
Qunwei Wang, Mengmeng Liu, Ling Xiao, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102025-102025
Closed Access | Times Cited: 9
Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments
Muhammad Usman, Zaghum Umar, Mariya Gubareva, et al.
Applied Economics (2022) Vol. 55, Iss. 52, pp. 6091-6114
Closed Access | Times Cited: 9

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