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:

Empirical Analyses of Networks in Finance
Giulia Iori, Rosario N. Mantegna
Handbook of computational economics (2018), pp. 637-685
Closed Access | Times Cited: 28

Showing 1-25 of 28 citing articles:

Complex systems: Features, similarity and connectivity
César H. Comin, Thomas Peron, Filipi N. Silva, et al.
Physics Reports (2020) Vol. 861, pp. 1-41
Open Access | Times Cited: 57
A Pólya urn approach to information filtering in complex networks
Riccardo Marcaccioli, Giacomo Livan
Nature Communications (2019) Vol. 10, Iss. 1
Open Access | Times Cited: 57
Detecting informative higher-order interactions in statistically validated hypergraphs
Federico Musciotto, Federico Battiston, Rosario N. Mantegna
Communications Physics (2021) Vol. 4, Iss. 1
Open Access | Times Cited: 49
The impact of COVID-19 on cryptocurrency markets: A network analysis based on mutual information
Mi Yeon Hong, Ji Won Yoon
PLoS ONE (2022) Vol. 17, Iss. 2, pp. e0259869-e0259869
Open Access | Times Cited: 20
How do countries specialize in agricultural production? A complex network analysis of the global agricultural product space
Mercedes Campi, Marco Dueñas, Giorgio Fagiolo
Environmental Research Letters (2020) Vol. 15, Iss. 12, pp. 124006-124006
Open Access | Times Cited: 26
High-frequency trading and networked markets
Federico Musciotto, Jyrki Piilo, Rosario N. Mantegna
Proceedings of the National Academy of Sciences (2021) Vol. 118, Iss. 26
Open Access | Times Cited: 16
Understanding Changes in the Topology and Geometry of Financial Market Correlations during a Market Crash
Tsung‐Wen Yen, Kelin Xia, Siew Ann Cheong
Entropy (2021) Vol. 23, Iss. 9, pp. 1211-1211
Open Access | Times Cited: 16
An evaluation tool for backbone extraction techniques in weighted complex networks
Ali Yassin, Abbas Haidar, Hocine Cherifi, et al.
Scientific Reports (2023) Vol. 13, Iss. 1
Open Access | Times Cited: 6
Models of Financial Stability and Their Application in Stress Tests ✶ ✶The authors thank Tobias Adrian, Fabio Caccioli, Agostino Capponi, Darrell Duffie, Luca Enriques, Cars Hommes, Sujit Kapadia, Blake LeBaron, Alan D. Morrison, Paul Nahai-Williamson, James Paulin, Peyton Young, Garbrand Wiersema, an anonymous reviewer, and the participants of the Workshop for the Handbook of Computational Economics for their valuable comments and suggestions. The usual disclaimers apply.
Christoph Aymanns, J. Doyne Farmer, Alissa M. Kleinnijenhuis, et al.
Handbook of computational economics (2018), pp. 329-391
Closed Access | Times Cited: 13
Reinforcement learning policy recommendation for interbank network stability
Alessio Brini, Gabriele Tedeschi, Daniele Tantari
Journal of Financial Stability (2023) Vol. 67, pp. 101139-101139
Open Access | Times Cited: 3
Universal Cointegration and Its Applications
Chengyi Tu, Ying Fan, Jianing Fan
iScience (2019) Vol. 19, pp. 986-995
Open Access | Times Cited: 8
An Evaluation Tool for Backbone Extraction Techniques in Weighted Complex Networks
Ali Yassin, Abbas Haidar, Hocine Cherifi, et al.
Research Square (Research Square) (2023)
Open Access | Times Cited: 2
Intermediaries’ substitutability and financial network resilience: A hyperstructure approach
Olivier Accominotti, Delio Lucena‐Piquero, Stefano Ugolini
Journal of Economic Dynamics and Control (2023) Vol. 153, pp. 104700-104700
Open Access | Times Cited: 2
Volatility transmissions and connectivity among metal and energy commodities: a network-econometric analysis
Mathias Schneid Tessmann, Carlos Enrique Carrasco‐Gutierrez, Marcelo De Oliveira Passos, et al.
Journal of Economics and Finance (2023) Vol. 48, Iss. 1, pp. 51-77
Closed Access | Times Cited: 2
Clusters and Resilience during the COVID–19 Crisis: Evidence from Colombian Exporting Firms
Mercedes Campi, Marco Dueñas
(2022)
Open Access | Times Cited: 4
Mapping the stocks in MICEX: Who is central in the Moscow Stock Exchange?
Mustafa Hakan Eratalay, Evgenii Vladimirov
Economics of Transition and Institutional Change (2020) Vol. 28, Iss. 4, pp. 581-620
Open Access | Times Cited: 5
Loss of structural balance in stock markets
Eva Ferreira, Susan Orbe, Jone Ascorbebeitia, et al.
Scientific Reports (2021) Vol. 11, Iss. 1
Open Access | Times Cited: 5
Trade fragmentation and volatility-of-volatility networks
Cécile Bastidon, Fredj Jawadi
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101908-101908
Closed Access
Connectedness between Investors’ Attentions and Markets in Green and Brown Energy with Time-Varying Parameter Vector Autoregression and Network Analysis
jaemin jung, Byoung Ki Seo
(2024)
Closed Access
Dynamic Anomaly Detection in the Chinese Energy Market During Financial Turbulence Using Ratio Mutual Information and Crude Oil Price Movements
Lin Xiao, Arash Sioofy Khoojine
Energies (2024) Vol. 17, Iss. 23, pp. 5852-5852
Open Access
Assessing interconnectedness and systemic importance of Chinese financial institutions
Zhe Liu, Lihong Wang, Chong Huang, et al.
iScience (2024) Vol. 27, Iss. 8, pp. 110474-110474
Open Access
Systemic Cyber Risk in the Financial Sector: Can Network Analysis Assist in Identifying Vulnerabilities and Improving Resilience?
Ida Claudia Panetta, Sabrina Leo
New economic windows (2024), pp. 133-153
Open Access
Deep diving into the S&P Europe 350 index network and its reaction to COVID-19
Ariana Paola Cortés Ángel, Mustafa Hakan Eratalay
Journal of Computational Social Science (2022) Vol. 5, Iss. 2, pp. 1343-1408
Open Access | Times Cited: 1
The Application of Cointegration Method for Structural Data in the Estate Market Analysis
М. В. Боченина
Voprosy statistiki (2021) Vol. 28, Iss. 5, pp. 79-85
Closed Access | Times Cited: 1
Comparing Interconnected Dynamics: An Edge-based Analysis of Sector ETFs via Non-directional Dependencies
Insu Choi, Woo Chang Kim
(2023), pp. 1-5
Closed Access
Page 1 - Next Page

Scroll to top