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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:

Shift contagion and minimum causal intensity portfolio during the COVID-19 and the ongoing Russia-Ukraine conflict
Amine Ben Amar, Mondher Bouattour, Makram Bellalah, et al.
Finance research letters (2023) Vol. 55, pp. 103853-103853
Open Access | Times Cited: 11

Showing 11 citing articles:

Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6
Surachai Chancharat, Parichat Sinlapates
Finance research letters (2023) Vol. 57, pp. 104249-104249
Closed Access | Times Cited: 20
Portfolio diversification during recent stress and stress-free episodes: insights from three alternative portfolio methods
Amine Ben Amar, Chiheb Féki, Makram Bellalah
Annals of Operations Research (2025)
Closed Access
Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH
Binlin Li, Nils Haneklaus, Mohammad Mafizur Rahman
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 3
Resilience Amidst Turbulence: Unraveling COVID-19’s Impact on Financial Stability through Price Dynamics and Investor Behavior in GCC Markets
Mariem Talbi, Monia Ferchichi, Fatma Ismaalia, et al.
International Journal of Economics and Finance (2024) Vol. 16, Iss. 4, pp. 22-22
Open Access | Times Cited: 3
Asymmetric spillover and quantile linkage between the United States and ASEAN+6 stock returns under uncertainty
Surachai Chancharat, Nongnit Chancharat
Journal of Open Innovation Technology Market and Complexity (2024) Vol. 10, Iss. 3, pp. 100317-100317
Open Access | Times Cited: 1
Causal interactions and financial contagion among the BRICS stock markets under rare events: a Liang causality analysis
Xunfa Lu, Jingjing Sun, Wei Guo, et al.
International Journal of Emerging Markets (2023)
Closed Access | Times Cited: 4
Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict
Yi Zhang, Long Zhou, Zhidong Liu, et al.
The North American Journal of Economics and Finance (2024) Vol. 75, pp. 102308-102308
Closed Access | Times Cited: 1
Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach
Amal Abricha, Amine Ben Amar, Makram Bellalah
The Quarterly Review of Economics and Finance (2023) Vol. 93, pp. 229-246
Closed Access | Times Cited: 3
Are African Stock Markets Affected by Global Shocks in the Very Short Term?
Oussama Kchaou, Salim Ben Sassi
(2024)
Closed Access

Л С Кабир, Марина Малкина, Yu Dmitry, et al.
Financial Journal (2024) Vol. 16, Iss. 2
Open Access
Contagion in Commodity Markets under Financial Stress
Марина Малкина
Finance Theory and Practice (2024) Vol. 28, Iss. 3, pp. 194-205
Open Access
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