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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:

Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness
Mabruk Billah, Sitara Karim, Muhammad Abubakr Naeem, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101680-101680
Closed Access | Times Cited: 98

Showing 26-50 of 98 citing articles:

Return and volatility spillovers among global assets: Comparing health crisis with geopolitical crisis
Muhammad Abubakr Naeem, Foued Hamouda, Sitara Karim, et al.
International Review of Economics & Finance (2023) Vol. 87, pp. 557-575
Closed Access | Times Cited: 24
Quantile and asymmetric return connectedness among BRICS stock markets
Kingstone Nyakurukwa, Yudhvir Seetharam
The Journal of Economic Asymmetries (2023) Vol. 27, pp. e00303-e00303
Closed Access | Times Cited: 23
Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach
Imran Yousaf, Francisco Jareño, María‐Isabel Martínez‐Serna
Journal of Behavioral and Experimental Finance (2023) Vol. 39, pp. 100823-100823
Open Access | Times Cited: 22
Tail dependence, dynamic linkages, and extreme spillover between the stock and China's commodity markets
Suhui Wang
Journal of commodity markets (2023) Vol. 29, pp. 100312-100312
Closed Access | Times Cited: 21
Analyzing fossil fuel commodities' return spillovers during the Russia and Ukraine crisis in the energy market
Umar Nawaz Kayani, Amir Hasnaoui, Maaz Khan, et al.
Energy Economics (2024) Vol. 135, pp. 107651-107651
Closed Access | Times Cited: 10
Climate policy initiatives, green finance, and carbon risk interconnectedness
Ameet Kumar Banerjee, Sabri Boubaker, Nassar S. Al-Nassar
Finance research letters (2024) Vol. 67, pp. 105776-105776
Closed Access | Times Cited: 9
Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis
Mabruk Billah, Sinda Hadhri, Faruk Balli, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 350-371
Open Access | Times Cited: 8
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions
Zisheng Ouyang, Xuewei Zhou, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 909-928
Closed Access | Times Cited: 7
Identifying systemic risk drivers of FinTech and traditional financial institutions: machine learning-based prediction and interpretation
Yan Chen, Gang‐Jin Wang, You Zhu, et al.
European Journal of Finance (2024) Vol. 30, Iss. 18, pp. 2157-2190
Closed Access | Times Cited: 7
Global energy markets connectedness: evidence from time–frequency domain
Mobeen Ur Rehman, Muhammad Abubakr Naeem, Nasir Ahmad, et al.
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 12, pp. 34319-34337
Open Access | Times Cited: 27
COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets
Yanshuang Li, Yujie Shi, Yongdong Shi, et al.
Pacific-Basin Finance Journal (2023) Vol. 79, pp. 102004-102004
Open Access | Times Cited: 20
Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach
Jing Zhao, Luansong Cui, Weiguo Liu, et al.
Resources Policy (2023) Vol. 86, pp. 104142-104142
Closed Access | Times Cited: 20
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China
Yan Chen, Gang‐Jin Wang, You Zhu, et al.
Global Finance Journal (2023) Vol. 58, pp. 100906-100906
Closed Access | Times Cited: 20
Extreme risk dependence between green bonds and financial markets
Sitara Karim, Brian M. Lucey, Muhammad Abubakr Naeem, et al.
European Financial Management (2023) Vol. 30, Iss. 2, pp. 935-960
Open Access | Times Cited: 17
Unveiling commodities-financial markets intersections from a bibliometric perspective
Imen Mbarki, Muhammad Arif Khan, Sitara Karim, et al.
Resources Policy (2023) Vol. 83, pp. 103635-103635
Open Access | Times Cited: 16
Tail risk transmission in technology-driven markets
Muhammad Abubakr Naeem, Mohammad Rahim Shahzad, Sitara Karim, et al.
Global Finance Journal (2023) Vol. 57, pp. 100855-100855
Closed Access | Times Cited: 16
Tail risk spillover effects in commodity markets: A comparative study of crisis periods
Muhammad Abubakr Naeem, Foued Hamouda, Sitara Karim
Journal of commodity markets (2023) Vol. 33, pp. 100370-100370
Closed Access | Times Cited: 16
Dynamic dependence and spillover among the energy related ETFs: From the hedging effectiveness perspective
Hao Ji, Muhammad Abubakr Naeem, Jing Zhang, et al.
Energy Economics (2024) Vol. 136, pp. 107681-107681
Closed Access | Times Cited: 6
Fossil fuels or renewable energy? The dilemma of climate policy choices
Chi‐Wei Su, Xin Song, Junyi Dou, et al.
Renewable Energy (2024), pp. 121950-121950
Closed Access | Times Cited: 6
Dynamic spillovers between natural gas and BRICS stock markets during health and political crises
Mellouli Dhoha, Wael Dammak, Hind Alnafisah, et al.
Eurasian economic review (2024) Vol. 14, Iss. 2, pp. 453-485
Closed Access | Times Cited: 5
Dynamic connectedness among the BRICS markets and the recent pandemic: an application of TVP-VAR approach
Suzan Dsouza, Narinder Pal Singh, Johnson A. Oliyide
International Journal of Emerging Markets (2024)
Closed Access | Times Cited: 5
Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments
Jinxin Cui, Aktham Maghyereh, Dijia Liao
International Review of Economics & Finance (2024) Vol. 95, pp. 103470-103470
Closed Access | Times Cited: 5
Tracing the ties that bind: navigating the static and dynamic connectedness between NFTs and equity markets in ASEAN based on QVAR-approach
Muhammad Naveed, Shoaib Ali, Aviral Kumar Tiwari
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Dynamic Dependence Between Sectoral Indexes of BRIC Countries and the Baltic Dirty Tanker Index: An Investigation Using the Generalized R2 Approach
Şerife Akıncı Tok, Savaş Tarkun
Borsa Istanbul Review (2025)
Open Access
Decoding systemic risks across commodities and emerging market stock markets
Fahmi Ghallabi, Ahmed Ghorbel, Sitara Karim
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access

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