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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:

Asymmetric connectedness on the U.S. stock market: Bad and good volatility spillovers
Jozef Baruník, Evžen Kočenda, Lukáš Vácha
Journal of Financial Markets (2015) Vol. 27, pp. 55-78
Closed Access | Times Cited: 389

Showing 1-25 of 389 citing articles:

Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions
Nikolaos Antonakakis, Ioannis Chatziantoniou, David Gabauer
Journal of risk and financial management (2020) Vol. 13, Iss. 4, pp. 84-84
Open Access | Times Cited: 926
Dynamic connectedness and integration in cryptocurrency markets
Qiang Ji, Elie Bouri, Chi Keung Marco Lau, et al.
International Review of Financial Analysis (2018) Vol. 63, pp. 257-272
Open Access | Times Cited: 502
Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
Tomohiro Ando, Matthew Greenwood‐Nimmo, Yongcheol Shin
Management Science (2022) Vol. 68, Iss. 4, pp. 2401-2431
Closed Access | Times Cited: 459
Asymmetric volatility connectedness on the forex market
Jozef Baruník, Evžen Kočenda, Lukáš Vácha
Journal of International Money and Finance (2017) Vol. 77, pp. 39-56
Open Access | Times Cited: 239
High frequency volatility co-movements in cryptocurrency markets
Paraskevi Katsiampa, Shaen Corbet, Brian M. Lucey
Journal of International Financial Markets Institutions and Money (2019) Vol. 62, pp. 35-52
Open Access | Times Cited: 227
High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets
Jiawen Luo, Qiang Ji
Energy Economics (2018) Vol. 76, pp. 424-438
Open Access | Times Cited: 202
Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States
Weiju Xu, Feng Ma, Wang Chen, et al.
Energy Economics (2019) Vol. 80, pp. 310-320
Closed Access | Times Cited: 202
Do cryptocurrencies and traditional asset classes influence each other?
Josef Kurka
Finance research letters (2019) Vol. 31, pp. 38-46
Closed Access | Times Cited: 195
Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?
Manel Youssef, Khaled Mokni, Ahdi Noomen Ajmi
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 188
Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest
Nikolaos Antonakakis, Ioannis Chatziantoniou, George Filis
International Review of Financial Analysis (2017) Vol. 50, pp. 1-26
Open Access | Times Cited: 180
Asymmetric volatility spillover among Chinese sectors during COVID-19
Syed Jawad Hussain Shahzad, Muhammad Abubakr Naeem, Zhe Peng, et al.
International Review of Financial Analysis (2021) Vol. 75, pp. 101754-101754
Open Access | Times Cited: 172
Are cryptocurrencies connected to forex? A quantile cross-spectral approach
Eduard Baumöhl
Finance research letters (2018) Vol. 29, pp. 363-372
Open Access | Times Cited: 165
Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals
Aviral Kumar Tiwari, Samia Nasreen, Muhammad Shahbaz, et al.
Energy Economics (2019) Vol. 85, pp. 104529-104529
Closed Access | Times Cited: 160
Volatility Spillovers between Stock and Energy Markets during Crises: A Comparative Assessment between the 2008 Global Financial Crisis and the Covid-19 Pandemic Crisis
Ikram Jebabli, Noureddine Kouaissah, Mohamed El Hédi Arouri
Finance research letters (2021) Vol. 46, pp. 102363-102363
Closed Access | Times Cited: 151
Asymmetric spillovers between green bonds and commodities
Muhammad Abubakr Naeem, Oluwasegun B. Adekoya, Johnson A. Oliyide
Journal of Cleaner Production (2021) Vol. 314, pp. 128100-128100
Open Access | Times Cited: 138
A tale of two tails among carbon prices, green and non-green cryptocurrencies
Linh Pham, Sitara Karim, Muhammad Abubakr Naeem, et al.
International Review of Financial Analysis (2022) Vol. 82, pp. 102139-102139
Closed Access | Times Cited: 131
Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis
Jieru Wan, Libo Yin, You Wu
International Review of Economics & Finance (2023) Vol. 89, pp. 397-428
Closed Access | Times Cited: 127
Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers
Syed Jawad Hussain Shahzad, Elie Bouri, Ladislav Krištoufek, et al.
Financial Innovation (2021) Vol. 7, Iss. 1
Open Access | Times Cited: 124
Green bonds and other assets: Evidence from extreme risk transmission
Muhammad Abubakr Naeem, Thomas Conlon, John Cotter
Journal of Environmental Management (2021) Vol. 305, pp. 114358-114358
Closed Access | Times Cited: 110
Do oil price changes really matter for clean energy returns?
Jiang-Bo Geng, Changyu Liu, Qiang Ji, et al.
Renewable and Sustainable Energy Reviews (2021) Vol. 150, pp. 111429-111429
Closed Access | Times Cited: 106
Quantifying the asymmetric spillovers in sustainable investments
Najaf Iqbal, Muhammad Abubakr Naeem, Muhammad Tahir Suleman
Journal of International Financial Markets Institutions and Money (2021) Vol. 77, pp. 101480-101480
Closed Access | Times Cited: 104
Asymmetric dynamic spillover effect between cryptocurrency and China's financial market: Evidence from TVP-VAR based connectedness approach
Guangxi Cao, Wenhao Xie
Finance research letters (2022) Vol. 49, pp. 103070-103070
Closed Access | Times Cited: 70
Do green financial markets offset the risk of cryptocurrencies and carbon markets?
Md Abubakar Siddique, Haitham Nobanee, Sitara Karim, et al.
International Review of Economics & Finance (2023) Vol. 86, pp. 822-833
Closed Access | Times Cited: 62
Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities
Sang Hoon Kang, José Arreola Hernández, Mobeen Ur Rehman, et al.
Resources Policy (2023) Vol. 81, pp. 103286-103286
Closed Access | Times Cited: 46
Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets
Ruirui Wu, Zhongfeng Qin
Energy (2024) Vol. 292, pp. 130504-130504
Closed Access | Times Cited: 36
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