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:

Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods
Josué M. Polanco-Martínez
Nonlinear Dynamics (2019) Vol. 97, Iss. 1, pp. 369-389
Closed Access | Times Cited: 29

Showing 1-25 of 29 citing articles:

Stock price prediction using deep learning and frequency decomposition
Hadi Rezaei, Hamidreza Faaljou, Gholamreza Mansourfar
Expert Systems with Applications (2020) Vol. 169, pp. 114332-114332
Closed Access | Times Cited: 249
Forecasting gold price using a novel hybrid model with ICEEMDAN and LSTM-CNN-CBAM
Yanhui Liang, Yu Lin, Qin Lu
Expert Systems with Applications (2022) Vol. 206, pp. 117847-117847
Closed Access | Times Cited: 122
Dynamic wavelet correlation analysis for multivariate climate time series
Josué M. Polanco-Martínez, Javier Fernández-Macho, Martín Medina‐Elizalde
Scientific Reports (2020) Vol. 10, Iss. 1
Open Access | Times Cited: 72
Geopolitical risk, economic policy uncertainty and global oil price volatility —an empirical study based on quantile causality nonparametric test and wavelet coherence
Yijun Wang, Meiyun Wei, Usman Bashir, et al.
Energy Strategy Reviews (2022) Vol. 41, pp. 100851-100851
Open Access | Times Cited: 49
Green stocks, crypto asset, crude oil and COVID19 pandemic: Application of rolling window multiple correlation
Zeeshan Fareed, Shujaat Abbas, Lívia Madureira, et al.
Resources Policy (2022) Vol. 79, pp. 102965-102965
Open Access | Times Cited: 46
Does climate impact the relationship between the energy price and the stock market? The Colombian case
Carlos Villa-Loaiza, Irvin Taype-Huaman, Julián Benavides-Franco, et al.
Applied Energy (2023) Vol. 336, pp. 120800-120800
Open Access | Times Cited: 13
A hybrid stock prediction method based on periodic/non-periodic features analyses
Cheng Zhao, Junyi Cai, Shuyi Yang
EPJ Data Science (2025) Vol. 14, Iss. 1
Open Access
RolWinMulCor: An R package for estimating rolling window multiple correlation in ecological time series
Josué M. Polanco-Martínez
Ecological Informatics (2020) Vol. 60, pp. 101163-101163
Closed Access | Times Cited: 25
Analysis of economic growth fluctuations based on EEMD and causal decomposition
Xuegeng Mao, Albert C. Yang, Chung‐Kang Peng, et al.
Physica A Statistical Mechanics and its Applications (2020) Vol. 553, pp. 124661-124661
Closed Access | Times Cited: 22
Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison
Salim Lahmiri, Stelios Bekiros
Physica A Statistical Mechanics and its Applications (2019) Vol. 539, pp. 122923-122923
Closed Access | Times Cited: 20
Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market
Maurice Omane‐Adjepong, Paul Alagidede
Asia-Pacific Financial Markets (2020) Vol. 27, Iss. 4, pp. 537-585
Closed Access | Times Cited: 20
Intelligent Asset Allocation using Predictions of Deep Frequency Decomposition
Hadi Rezaei, Hamidreza Faaljou, Gholamreza Mansourfar
Expert Systems with Applications (2021) Vol. 186, pp. 115715-115715
Closed Access | Times Cited: 14
NonParRolCor: An R package for estimating rolling correlation for two regular time series
Josué M. Polanco-Martínez, José Luis López Martínez
SoftwareX (2023) Vol. 22, pp. 101353-101353
Open Access | Times Cited: 5
The dynamic volatility transmission in the multiscale spillover network of the international stock market
Xueyong Liu, Cheng Jiang
Physica A Statistical Mechanics and its Applications (2020) Vol. 560, pp. 125144-125144
Closed Access | Times Cited: 13
Image processing meets time series analysis: Predicting Forex profitable technical pattern positions
Arya Hadizadeh Moghaddam, Saeedeh Momtazi
Applied Soft Computing (2021) Vol. 108, pp. 107460-107460
Closed Access | Times Cited: 12
Volatility Dynamics of Non-Linear Volatile Time Series and Analysis of Information Flow: Evidence from Cryptocurrency Data
Muhammad Sheraz, Silvia Dedu, Vasile Preda
Entropy (2022) Vol. 24, Iss. 10, pp. 1410-1410
Open Access | Times Cited: 6
Time-varying connectedness and contagion between commodity prices and exchange rate in Sub-Saharan Africa
Richard Takyi Opoku, Anokye M. Adam, Zangina Isshaq, et al.
Cogent Economics & Finance (2023) Vol. 11, Iss. 2
Open Access | Times Cited: 3
W2CWM2C reloaded: Ten years later
Josué M. Polanco-Martínez
Software Impacts (2023) Vol. 16, pp. 100495-100495
Open Access | Times Cited: 3
The stationary and non-stationary character of the silver fir, black pine and Scots pine tree-growth-climate relationships
Ana‐Maria Hereş, Josué M. Polanco-Martínez, Ion Cătălin Petriţan, et al.
Agricultural and Forest Meteorology (2022) Vol. 325, pp. 109146-109146
Open Access | Times Cited: 5
Transfer Entropy Granger Causality between News Indices and Stock Markets in U.S. and Latin America during the COVID-19 Pandemic
Semei Coronado, José N. Martínez, Víctor Hugo Gualajara Estrada, et al.
Entropy (2022) Vol. 24, Iss. 10, pp. 1420-1420
Open Access | Times Cited: 5
Complexity behaviours of agent-based financial dynamics by hetero-distance contact process
Di Xiao, Jun Wang
Nonlinear Dynamics (2020) Vol. 100, Iss. 4, pp. 3867-3886
Closed Access | Times Cited: 6
A Novel Machine Learning Approach for Predicting the NIFTY50 Index in India
Pavan Kumar Nagula, Christos Alexakis
International Advances in Economic Research (2022) Vol. 28, Iss. 3-4, pp. 155-170
Closed Access | Times Cited: 4
A non-parametric method to test the statistical significance in rolling window correlations, and applications to ecological time series
Josué M. Polanco-Martínez, José Luis López Martínez
Ecological Informatics (2021) Vol. 64, pp. 101379-101379
Closed Access | Times Cited: 5
A Novel Deterministic Probabilistic Forecasting Framework for Gold Price with a New Pandemic Index Based on Quantile Regression Deep Learning and Multi-Objective Optimization
Yan Wang, Tong Lin
Mathematics (2023) Vol. 12, Iss. 1, pp. 29-29
Open Access | Times Cited: 1
NonParRolCor: a Non-Parametric Statistical Significance Test for Rolling Window Correlation
Josué M. Polanco-Martínez
(2021)
Closed Access | Times Cited: 3
Page 1 - Next Page

Scroll to top