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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:

Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management
Ramzi Nekhili, Elie Bouri
Energy Economics (2023) Vol. 119, pp. 106596-106596
Closed Access | Times Cited: 32

Showing 1-25 of 32 citing articles:

Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2023) Vol. 33, pp. 100380-100380
Closed Access | Times Cited: 21
Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters
Yi Wang, Shoaib Ali, Muhammad Ayaz
Energy Economics (2024) Vol. 134, pp. 107548-107548
Closed Access | Times Cited: 13
Higher-order moment connectedness between stock and commodity markets and portfolio management
Walid Mensi, Hee-Un Ko, Ahmet Şensoy, et al.
Resources Policy (2024) Vol. 89, pp. 104647-104647
Closed Access | Times Cited: 7
Spillover in higher‐order moments across carbon and energy markets: A portfolio view
Rizwan Ahmed, Elie Bouri, Seyed Mehdi Hosseini, et al.
European Financial Management (2024) Vol. 30, Iss. 5, pp. 2556-2595
Open Access | Times Cited: 6
The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers
Xie He, Shigeyuki Hamori
International Review of Financial Analysis (2024) Vol. 95, pp. 103359-103359
Open Access | Times Cited: 5
The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach
Wang Gao, Xiaoman Jin, Hongwei Zhang, et al.
Energy Economics (2025), pp. 108171-108171
Closed Access
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
Early warning of regime switching in a complex financial system from a spillover network dynamic perspective
Sufang An, Xiangyun Gao, An Feng, et al.
iScience (2025) Vol. 28, Iss. 3, pp. 111924-111924
Open Access
Connectedness of China’s green bond and green stock markets at the low- and high-order moments: The role of economic and climate policy uncertainty
Yu Wang, Adrian Cheung, Wan‐Lin Yan, et al.
The North American Journal of Economics and Finance (2025), pp. 102410-102410
Closed Access
Mapping Complex Interdependencies through Higher Order Moments: Cross-Market Spillovers and Shocks in BRICS
Muhammad Ijaz, Robert W. Faff, Mahrukh Khurram, et al.
Finance research letters (2025), pp. 107091-107091
Closed Access
Dynamic spillover and connectedness in higher moments of European stock sector markets
Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo, et al.
Research in International Business and Finance (2023) Vol. 68, pp. 102164-102164
Closed Access | Times Cited: 15
Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks
Mohammad Alomari, Refk Selmi, Walid Mensi, et al.
The Quarterly Review of Economics and Finance (2023) Vol. 93, pp. 210-228
Closed Access | Times Cited: 10
Coskewness and the short-term predictability for Bitcoin return
Yan Chen, Yakun Liu, Feipeng Zhang
Technological Forecasting and Social Change (2024) Vol. 200, pp. 123196-123196
Closed Access | Times Cited: 3
Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments
Donghai Zhou, Xiaoxing Liu, Chun Tang
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102192-102192
Closed Access | Times Cited: 3
Multi-objective optimization method for medium and long-term power supply and demand balance considering the spatiotemporal correlation of source and load
Jiaxi Li, Zhuomin Zhou, Ming Wen, et al.
Energy Strategy Reviews (2024) Vol. 54, pp. 101463-101463
Open Access | Times Cited: 3
The interaction of information diffusion and epidemic transmission in time-varying multiplex networks with simplicial complexes and asymmetric activity levels
Xiaoxiao Xie, Liang’an Huo, Yafang Dong, et al.
Physica Scripta (2024) Vol. 99, Iss. 3, pp. 035211-035211
Closed Access | Times Cited: 2
Link cascade failure in directed networks with higher-order structures
Jiayin He, An Zeng
Physics Letters A (2023) Vol. 478, pp. 128908-128908
Closed Access | Times Cited: 7
Gold and crude oil: A time-varying causality across various market conditions
Bechir Raggad, Elie Bouri
Resources Policy (2023) Vol. 86, pp. 104273-104273
Closed Access | Times Cited: 7
Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets
Jinxin Cui, Muneer M. Alshater, Walid Mensi
Resources Policy (2023) Vol. 86, pp. 104286-104286
Closed Access | Times Cited: 7
Dynamic connectedness in the higher moments between clean energy and oil prices
Wei Hao, Linh Pham
Energy Economics (2024) Vol. 140, pp. 107987-107987
Open Access | Times Cited: 2
Dynamic spillovers across global stock markets during the COVID-19 pandemic: Evidence from jumps and higher moments
Ying Yuan, Xinyu Du
Physica A Statistical Mechanics and its Applications (2023) Vol. 628, pp. 129166-129166
Closed Access | Times Cited: 5
Market Volatility Spillover, Network Diffusion, and Financial Systemic Risk Management: Financial Modeling and Empirical Study
Sun Meng, Yan Chen
Mathematics (2023) Vol. 11, Iss. 6, pp. 1396-1396
Open Access | Times Cited: 4
Time-frequency Higher-order Moment Co-movement and Connectedness between Chinese Stock and Commodity Markets
Huiming Zhu, Xiling Xia, Liya Hau, et al.
International Review of Economics & Finance (2024) Vol. 96, pp. 103580-103580
Closed Access | Times Cited: 1
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments
Elie Bouri, Rangan Gupta, Christian Pierdzioch, et al.
Finance research letters (2024), pp. 106179-106179
Closed Access | Times Cited: 1
Higher moment connectedness of cryptocurrencies: a time-frequency approach
Kingstone Nyakurukwa, Yudhvir Seetharam
Journal of Economics and Finance (2023) Vol. 47, Iss. 3, pp. 793-814
Open Access | Times Cited: 2
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