Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Detrended cross-correlation analysis approach for assessing asymmetric multifractal detrended cross-correlations and their application to the Chinese financial market
Guangxi Cao, Jie Cao, Longbing Xu, et al.
Physica A Statistical Mechanics and its Applications (2013) Vol. 393, pp. 460-469
Closed Access | Times Cited: 98

Showing 26-50 of 98 citing articles:

Interplay Multifractal Dynamics Among Carbon Trading Market, Geopolitical Risk and Economic Policy Uncertainty
You-Shuai Feng, Meijun Ling, J. Gao
Fluctuation and Noise Letters (2024) Vol. 23, Iss. 03
Closed Access | Times Cited: 4
Ethereum Futures and the Efficiency of Cryptocurrency Spot Markets
Werner Kristjanpoller, Ramzi Nekhili, Elie Bouri
Physica A Statistical Mechanics and its Applications (2024) Vol. 654, pp. 130161-130161
Closed Access | Times Cited: 4
Multifractal detrended cross-correlations between the CSI 300 index futures and the spot markets based on high-frequency data
Guangxi Cao, Han Yan, Weijun Cui, et al.
Physica A Statistical Mechanics and its Applications (2014) Vol. 414, pp. 308-320
Closed Access | Times Cited: 40
Mixed multifractal analysis of China and US stock index series
Meifeng Dai, Jie Hou, Jianyu Gao, et al.
Chaos Solitons & Fractals (2016) Vol. 87, pp. 268-275
Closed Access | Times Cited: 36
Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks
Jiaqi Jiang, Rongbao Gu
Physica A Statistical Mechanics and its Applications (2016) Vol. 456, pp. 75-89
Closed Access | Times Cited: 35
Assessment of 48 Stock markets using adaptive multifractal approach
Paulo Ferreira, Andreia Dionísio, M. Sadegh Movahed
Physica A Statistical Mechanics and its Applications (2017) Vol. 486, pp. 730-750
Open Access | Times Cited: 34
Multifractal characterization of air polluted time series in China
Qizhen Wang
Physica A Statistical Mechanics and its Applications (2018) Vol. 514, pp. 167-180
Closed Access | Times Cited: 34
Exploring asymmetric multifractal cross-correlations of price–volatility and asymmetric volatility dynamics in cryptocurrency markets
Shinji Kakinaka, Ken Umeno
Physica A Statistical Mechanics and its Applications (2021) Vol. 581, pp. 126237-126237
Open Access | Times Cited: 26
The impact of the shutdown policy on the asymmetric interdependence structure and risk transmission of cryptocurrency and China’s financial market
Guangxi Cao, Wenhao Xie
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101514-101514
Closed Access | Times Cited: 23
Exploring the Cross-Correlations between Tesla Stock Price, New Energy Vehicles and Oil Prices: A Multifractal and Causality Analysis
Xingyue Gong, Guozhu Jia
Fluctuation and Noise Letters (2024) Vol. 23, Iss. 03
Closed Access | Times Cited: 3
Causal relationship between the global foreign exchange market based on complex networks and entropy theory
Guangxi Cao, Qi Zhang, Qingchen Li
Chaos Solitons & Fractals (2017) Vol. 99, pp. 36-44
Closed Access | Times Cited: 30
Asymmetric multifractal cross-correlations and time varying features between Latin-American stock market indices and crude oil market
Gabriel Gajardo, Werner Kristjanpoller
Chaos Solitons & Fractals (2017) Vol. 104, pp. 121-128
Closed Access | Times Cited: 30
Financial stability and real estate price fluctuation in China
Chao Liu, Ying Zheng, Qi Zhao, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 540, pp. 122980-122980
Open Access | Times Cited: 27
The Efficient Market Hypothesis and the Fractal Market Hypothesis: Interfluves, Fusions, and Evolutions
Guang Liu, Chih‐Ping Yu, Shan-Neng Shiu, et al.
SAGE Open (2022) Vol. 12, Iss. 1
Open Access | Times Cited: 14
Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets
Guangxi Cao, Minjia Zhang, Qingchen Li
Physica A Statistical Mechanics and its Applications (2017) Vol. 472, pp. 67-76
Closed Access | Times Cited: 26
Asymmetric multi-fractal cross-correlations of the price of electricity in the US with crude oil and the natural gas
Werner Kristjanpoller, Marcel C. Minutolo
Physica A Statistical Mechanics and its Applications (2021) Vol. 572, pp. 125830-125830
Closed Access | Times Cited: 18
Asymmetry and conduction direction of the interdependent structure between cryptocurrency and US dollar, renminbi, and gold markets
Guangxi Cao, Meijun Ling
Chaos Solitons & Fractals (2021) Vol. 155, pp. 111671-111671
Closed Access | Times Cited: 18
Market-based versus bank-based financial structure in China: From the perspective of financial risk
Chao Liu, Yixin Fan, Qiwei Xie, et al.
Structural Change and Economic Dynamics (2022) Vol. 62, pp. 24-39
Closed Access | Times Cited: 13
Auto- and Cross-Correlation Multifractal Analysis of Sea Surface Temperature Variability
Gyuchang Lim, Jong‐Jin Park
Fractal and Fractional (2024) Vol. 8, Iss. 4, pp. 239-239
Open Access | Times Cited: 2
Does the weather affect the Chinese stock markets? Evidence from the analysis of DCCA cross-correlation coefficient
Guangxi Cao, Han Yan
International Journal of Modern Physics B (2014) Vol. 29, Iss. 01, pp. 1450236-1450236
Closed Access | Times Cited: 24
Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program
Guofu Zhang, Jingjing Li
Physica A Statistical Mechanics and its Applications (2018) Vol. 503, pp. 611-622
Closed Access | Times Cited: 21
Asymmetric multifractal features of the price–volume correlation in China’s gold futures market based on MF-ADCCA
Yaoqi Guo, Zhuling Yu, Chenxi Yu, et al.
Research in International Business and Finance (2021) Vol. 58, pp. 101495-101495
Closed Access | Times Cited: 17
Market Efficiency and Cross-Correlations of Chinese New Energy Market with Other Assets: Evidence from Multifractality Analysis
Zeyi Fu, Hongli Niu, Weiqing Wang
Computational Economics (2022) Vol. 62, Iss. 3, pp. 1287-1311
Open Access | Times Cited: 12
Asymmetric Multifractal Cross-Correlations Between Economic Policy Uncertainty and Agricultural Futures Prices
You-Shuai Feng, Yang Li, Baoming Cao
Fluctuation and Noise Letters (2022) Vol. 21, Iss. 04
Closed Access | Times Cited: 11
Stock Index Return Volatility Forecast via Excitatory and Inhibitory Neuronal Synapse Unit with Modified MF-ADCCA
Luochao Wang, Raymond Lee
Fractal and Fractional (2023) Vol. 7, Iss. 4, pp. 292-292
Open Access | Times Cited: 6

Scroll to top