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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:

Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
Muntazir Hussain, Ramiz Ur Rehman
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 6, pp. 14212-14222
Open Access | Times Cited: 16

Showing 16 citing articles:

Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil
Xunfa Lu, Nan Huang, Jianlei Mo
Energy Economics (2024) Vol. 132, pp. 107442-107442
Closed Access | Times Cited: 10
Exchange Rate and Stock Prices Volatility Connectedness and Spillover during Pandemic Induced-Crises: Evidence from BRICS Countries
Muntazir Hussain, Usman Bashir, Ramiz Ur Rehman
Asia-Pacific Financial Markets (2023) Vol. 31, Iss. 1, pp. 183-203
Open Access | Times Cited: 19
Extreme co-movements between decomposed oil price shocks and sustainable investments
Xunfa Lu, Pengchao He, Zhengjun Zhang, et al.
Energy Economics (2024) Vol. 134, pp. 107580-107580
Closed Access | Times Cited: 7
Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods
Muhammad Niaz Khan
Future Business Journal (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 5
Return and volatility spillover between cryptocurrencies, oil price and stock market in GCC countries
H. Ali, Sumathi Kumaraswamy, Sara Al Balooshi, et al.
Cogent Economics & Finance (2025) Vol. 13, Iss. 1
Open Access
How Do GCC Countries Stocks Interact With US and European Debt Markets?
Waqas Hanif, Rim El Khoury, Mariya Gubareva
International Journal of Finance & Economics (2025)
Closed Access
Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era
Ummara Razi, Muhammad Ramzan
Applied Energy (2025) Vol. 389, pp. 125803-125803
Closed Access
On the linkage of oil prices and oil uncertainty with US equities: a combination analysis based on the wavelet approach and quantile-on-quantile regression
Mohamed Yousfi, Houssam Bouzgarrou
Frontiers in Physics (2024) Vol. 12
Open Access | Times Cited: 4
Risk Connectedness among International Stock Markets: Fresh Findings from a Network Approach
Ki-Hong Choi, Seong‐Min Yoon
Systems (2023) Vol. 11, Iss. 4, pp. 207-207
Open Access | Times Cited: 6
Environmental pollution, innovation, and financial development: an empirical investigation in selected industrialized countries using the panel ARDL approach
Muntazir Hussain, Ramiz Ur Rehman, Usman Bashir
Environment Development and Sustainability (2023) Vol. 26, Iss. 11, pp. 29217-29248
Closed Access | Times Cited: 6
Acquisition deal characteristics and earnings management: New evidence from Gulf Cooperation Council countries
Mahmoud Alghemary, Basil Al‐Najjar, Nereida Polovina
International Journal of Finance & Economics (2024)
Closed Access | Times Cited: 1
Oil price shocks and the connectedness of US state-level financial markets
Onur Polat, Juncal Cuñado, Oğuzhan Çepni, et al.
Energy Economics (2024) Vol. 141, pp. 108128-108128
Closed Access | Times Cited: 1
The pass‐through effects of oil price shocks on sovereign credit risks ofGCCcountries: Evidence from theTVP‐SVAR‐SVframework
Aktham Maghyereh, Salem Adel Ziadat, Abdel Razzaq Al Rababa’a
International Journal of Finance & Economics (2023) Vol. 29, Iss. 4, pp. 4681-4703
Closed Access | Times Cited: 4
Long-Run Volatility Memory Dynamics and Inter-Market Linkages in GCC Equity Markets: Application of DCC-FIGRCH Models
Mohamed Ismail Mohamed Riyath, Nagham Aldabbous
Review of Middle East Economics and Finance (2024) Vol. 20, Iss. 3, pp. 299-329
Closed Access | Times Cited: 1
Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects
Alanoud Fetais, Ahmet Faruk Aysan, Ruslan Nagayev
Journal of Multinational Financial Management (2024) Vol. 74, pp. 100859-100859
Open Access
An Islamic Inter‐Temporal Capital Asset Pricing Model: Evidence From GCC Indexes
Fatma Alahouel, Nadia Loukil
International Journal of Finance & Economics (2024)
Closed Access
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