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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:

How do sovereign credit default swap spreads behave under extreme oil price movements? Evidence from G7 and BRICS countries
Jun Wang, Xiaolei Sun, Jianping Li
Finance research letters (2019) Vol. 34, pp. 101350-101350
Closed Access | Times Cited: 42

Showing 1-25 of 42 citing articles:

Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic
Pengfei Zhu, Yong Tang, Yu Wei, et al.
Energy (2021) Vol. 231, pp. 120949-120949
Open Access | Times Cited: 72
What drives cross-border spillovers among sovereign CDS, foreign exchange and stock markets?
Qianqian Feng, Yijing Wang, Xiaolei Sun, et al.
Global Finance Journal (2022) Vol. 56, pp. 100773-100773
Closed Access | Times Cited: 33
Sovereign ratings change under climate risks
Xiaolei Sun, Yiran Shen, Kun Guo, et al.
Research in International Business and Finance (2023) Vol. 66, pp. 102040-102040
Closed Access | Times Cited: 19
Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective
Wei-Qiang Huang, Peipei Liu
International Review of Financial Analysis (2023) Vol. 90, pp. 102875-102875
Closed Access | Times Cited: 17
Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict
Yiran Shen, Qianqian Feng, Xiaolei Sun
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102204-102204
Closed Access | Times Cited: 7
Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries
Zhipeng He, Shuguang Zhang
Finance research letters (2024) Vol. 62, pp. 105267-105267
Closed Access | Times Cited: 6
Spillovers between sovereign CDS and exchange rate markets: The role of market fear
Qianqian Feng, Xiaolei Sun, Chang Liu, et al.
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101308-101308
Closed Access | Times Cited: 42
Forecasting China’s sovereign CDS with a decomposition reconstruction strategy
Jianping Li, Jun Hao, Xiaolei Sun, et al.
Applied Soft Computing (2021) Vol. 105, pp. 107291-107291
Closed Access | Times Cited: 35
Linkage dynamics of sovereign credit risk and financial markets: A bibliometric analysis
Vimmy Bajaj, Pawan Kumar, Vipul Kumar Singh
Research in International Business and Finance (2021) Vol. 59, pp. 101566-101566
Closed Access | Times Cited: 35
Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis
Massaporn Cheuathonghua, Maria E. de Boyrie, Ivelina Pavlova, et al.
International Review of Financial Analysis (2022) Vol. 80, pp. 102033-102033
Closed Access | Times Cited: 24
Investor sentiment and the Chinese new energy stock market: A risk–return perspective
Yiran Shen, Chang Liu, Xiaolei Sun, et al.
International Review of Economics & Finance (2022) Vol. 84, pp. 395-408
Closed Access | Times Cited: 23
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Can-Zhong Yao, Min-Jian Li
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101910-101910
Closed Access | Times Cited: 15
Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters
Nader Naifar
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102205-102205
Closed Access | Times Cited: 5
Markov switching volatility connectedness across international CDS markets
Walid Mensi, Eray Gemi̇ci̇, Müslüm Polat, et al.
International Review of Economics & Finance (2025), pp. 103839-103839
Open Access
Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach
Pawan Kumar, Vipul Kumar Singh
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Predictive power of oil prices on CDS spread dynamics of oil-producing countries
Christoph Wegener, Tobias Basse, Stefano Maiani, et al.
Energy Economics (2025), pp. 108375-108375
Closed Access
Connectedness and systemic risk of the banking industry along the Belt and Road
Gang‐Jin Wang, Yusen Feng, Yufeng Xiao, et al.
Journal of Management Science and Engineering (2021) Vol. 7, Iss. 2, pp. 303-329
Open Access | Times Cited: 31
A dynamic ensemble learning with multi-objective optimization for oil prices prediction
Jun Hao, Qianqian Feng, Jiaxin Yuan, et al.
Resources Policy (2022) Vol. 79, pp. 102956-102956
Closed Access | Times Cited: 21
Time-frequency comovements between sovereign CDS and exchange rates: The role of sentiments
Chang Liu, Xiaolei Sun, Jianping Li
Global Finance Journal (2022) Vol. 56, pp. 100775-100775
Closed Access | Times Cited: 19
COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis
Qiwei Xie, Cheng Lu, Ranran Liu, et al.
Finance research letters (2022) Vol. 52, pp. 103545-103545
Open Access | Times Cited: 18
Oil price bubbles: The role of network centrality on idiosyncratic sovereign risk
Lu Yang
Resources Policy (2023) Vol. 82, pp. 103493-103493
Closed Access | Times Cited: 10
Sovereign debt and sovereign risk: a systematic review and meta-analysis
Xiaolei Sun, Yiran Shen, Guowen Li
Applied Economics (2024), pp. 1-17
Closed Access | Times Cited: 3
Contagion of fear: Is the impact of COVID‐19 on sovereign risk really indiscriminate?
Serhan Cevik, Belma Öztürkkal
International Finance (2021) Vol. 24, Iss. 2, pp. 134-154
Open Access | Times Cited: 22
Spatial tale of G-7 and BRICS stock markets during COVID-19: An event study
Sanket Ledwani, Suman Chakraborty, Sandeep S Shenoy
Investment Management and Financial Innovations (2021) Vol. 18, Iss. 2, pp. 20-36
Open Access | Times Cited: 17
Systemwide directional connectedness from Crude Oil to sovereign credit risk
Vimmy Bajaj, Pawan Kumar, Vipul Kumar Singh
Journal of commodity markets (2022) Vol. 30, pp. 100272-100272
Closed Access | Times Cited: 12
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