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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:

Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
Bana Abuzayed, Elie Bouri, Nedal Al‐Fayoumi, et al.
Economic Analysis and Policy (2021) Vol. 71, pp. 180-197
Closed Access | Times Cited: 169

Showing 1-25 of 169 citing articles:

The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets
Md. Kausar Alam, Mosab I. Tabash, Mabruk Billah, et al.
Journal of risk and financial management (2022) Vol. 15, Iss. 8, pp. 352-352
Open Access | Times Cited: 133
The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis
Samet Günay, Gökberk Can
PLoS ONE (2022) Vol. 17, Iss. 1, pp. e0261835-e0261835
Open Access | Times Cited: 67
Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine
Ritesh Patel, Sanjeev Kumar, Elie Bouri, et al.
International Review of Economics & Finance (2023) Vol. 87, pp. 143-162
Closed Access | Times Cited: 52
Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war
Sanjeev Kumar, Reetika Jain, Narain, et al.
International Review of Economics & Finance (2023) Vol. 88, pp. 547-593
Open Access | Times Cited: 45
Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic
Dong Wang, Ping Li, Lixin Huang
Finance research letters (2021) Vol. 46, pp. 102244-102244
Open Access | Times Cited: 77
Do Green Bonds Act as a Hedge or a Safe Haven against Economic Policy Uncertainty? Evidence from the USA and China
Inzamam Ul Haq, Supat Chupradit, Chunhui Huo
International Journal of Financial Studies (2021) Vol. 9, Iss. 3, pp. 40-40
Open Access | Times Cited: 68
Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework
Zaghum Umar, Onur Polat, Sun‐Yong Choi, et al.
Pacific-Basin Finance Journal (2022) Vol. 76, pp. 101876-101876
Closed Access | Times Cited: 48
Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis
Zibing Dong, Yanshuang Li, Zhuang Xin-tian, et al.
The North American Journal of Economics and Finance (2022) Vol. 62, pp. 101753-101753
Closed Access | Times Cited: 41
Tail-event driven NETwork dependence in emerging markets
Muhammad Abubakr Naeem, Imran Yousaf, Sitara Karim, et al.
Emerging Markets Review (2022) Vol. 55, pp. 100971-100971
Open Access | Times Cited: 39
Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic
Jinxin Cui, Aktham Maghyereh
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 37
Measurement and prediction of systemic risk in China’s banking industry
Xiaoming Zhang, Xinsong Zhang, Chien‐Chiang Lee, et al.
Research in International Business and Finance (2023) Vol. 64, pp. 101874-101874
Closed Access | Times Cited: 31
Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk
Prachi Jain, Debasish Maitra, Sang Hoon Kang
Energy Economics (2023) Vol. 119, pp. 106537-106537
Closed Access | Times Cited: 25
Risk-return profile of environmentally friendly assets: Evidence from the NASDAQ OMX green economy index family
Sercan Demiralay, Gaye Gencer, Erhan Kılınçarslan
Journal of Environmental Management (2023) Vol. 337, pp. 117683-117683
Open Access | Times Cited: 22
Risk spillovers across geopolitical risk and global financial markets
Jinlin Zheng, Baoyu Wen, Yaohui Jiang, et al.
Energy Economics (2023) Vol. 127, pp. 107051-107051
Closed Access | Times Cited: 22
Spillovers from the Russia-Ukraine conflict
Yajie Yang, Longfeng Zhao, Zhu Yipin, et al.
Research in International Business and Finance (2023) Vol. 66, pp. 102006-102006
Closed Access | Times Cited: 21
Interconnectedness and systemic risk: Evidence from global stock markets
Emrah İsmail Çevik, Hande Caliskan Terzioglu, Yunus Kılıç, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102282-102282
Closed Access | Times Cited: 12
From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management
Mohamed Yousfi, Ramzi Farhani, Houssam Bouzgarrou
Economic Analysis and Policy (2024) Vol. 81, pp. 1178-1197
Closed Access | Times Cited: 11
Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants
Chunlin Lang, Yang Hu, Shaen Corbet, et al.
Journal of Behavioral and Experimental Finance (2024) Vol. 41, pp. 100889-100889
Open Access | Times Cited: 10
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
Do market conditions affect interconnectedness pattern of socially responsible equities?
Muhammad Abubakr Naeem, Zaheer Anwer, Ashraf Khan, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 611-630
Closed Access | Times Cited: 9
The effect of COVID‐19 on the global stock market
Pattanaporn Chatjuthamard, Pavitra Jindahra, Pattarake Sarajoti, et al.
Accounting and Finance (2021) Vol. 61, Iss. 3, pp. 4923-4953
Open Access | Times Cited: 44
Assessment of sustainable green financial environment: the underlying structure of monetary seismic aftershocks of the COVID-19 pandemic
Weiqiong Fu, Kashif Abbass, Abdul Aziz Khan Niazi, et al.
Environmental Science and Pollution Research (2022) Vol. 30, Iss. 22, pp. 61496-61510
Open Access | Times Cited: 36
Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic
Giang Thi Huong Vuong, Huu Manh Nguyen, Anh Ngoc Quang Huynh
The Journal of Economic Asymmetries (2022) Vol. 26, pp. e00276-e00276
Open Access | Times Cited: 36
Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic
Zaheer Anwer, Ashraf Khan, Muhammad Abubakr Naeem, et al.
Annals of Operations Research (2022)
Open Access | Times Cited: 34
Analysis of risk correlations among stock markets during the COVID-19 pandemic
Junfeng Wu, Chao Zhang, Yun Chen
International Review of Financial Analysis (2022) Vol. 83, pp. 102220-102220
Open Access | Times Cited: 28
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