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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:

Realized higher-order moments spillovers across cryptocurrencies
Nicholas Apergis
Journal of International Financial Markets Institutions and Money (2023) Vol. 85, pp. 101763-101763
Closed Access | Times Cited: 19

Showing 19 citing articles:

Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?
Xu Zhang, Muhammad Abubakr Naeem, Yuting Du, et al.
Journal of Behavioral and Experimental Finance (2024) Vol. 41, pp. 100904-100904
Open Access | Times Cited: 12
Deciphering asymmetric spillovers in US industries: Insights from higher-order moments
Muhammad Shafiullah, Arunachalam Senthilkumar, Brian M. Lucey, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102313-102313
Closed Access | Times Cited: 9
How connected is the oil-bank network? Firm-level and high-frequency evidence
Yunhan Zhang, David Gabauer, Rangan Gupta, et al.
Energy Economics (2024) Vol. 136, pp. 107684-107684
Closed Access | Times Cited: 6
Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data
Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo, et al.
Economic Analysis and Policy (2024) Vol. 82, pp. 449-479
Closed Access | Times Cited: 5
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
Multidimensional information spillover between cryptocurrencies and China’s financial markets under shocks from stringent government regulations
Mingyuan Yang, Zhe-Kai Chen, Jingwen Hu, et al.
Journal of International Financial Markets Institutions and Money (2025) Vol. 100, pp. 102134-102134
Closed Access
Examining Perceived Spillovers among Climate Risk, Fossil Fuel, Renewable Energy, and Carbon Markets: A Higher-Order Moment and Quantile Analysis
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2025), pp. 100470-100470
Closed Access
Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes
Walid Mensi, Anoop Kumar, Hee-Un Ko, et al.
Eurasian economic review (2024) Vol. 14, Iss. 2, pp. 507-538
Closed Access | Times Cited: 4
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
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
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
Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework
Bin-xia Chen, Yan-Lin Sun
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102036-102036
Closed Access | Times Cited: 7
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
Cryptocurrency market spillover in times of uncertainty
Wei-Peng Chen, Chih‐Chiang Wu, Withz Aimable
The North American Journal of Economics and Finance (2024), pp. 102347-102347
Closed Access | Times Cited: 1
Geopolitical Risks and Dynamic Higher-Order Moments in Cryptocurrency Market
Wang Yan-feng, Mengru Hu
(2024)
Closed Access
Revisiting the dynamics of major cryptocurrencies
Osman Gülseven, Bashar Yaser Almansour, Jesús Cuauhtémoc Téllez Gaytán
Business Management and Economics Engineering (2024) Vol. 22, Iss. 02, pp. 357-381
Open Access
Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications
Najaf Iqbal, Zaghum Umar, Shaoyong Zhang, et al.
Energy Economics (2024), pp. 108077-108077
Closed Access
Multidimensional Information Spillover between Cryptocurrencies and China's Financial Markets Under Shocks from Stringent Government Regulations
Mingyuan Yang, Zhe-Kai Chen, Jingwen Hu, et al.
(2024)
Closed Access
Twitter-based economic uncertainties and time-frequency connectedness among cryptocurrencies
Mustafa Koçoğlu, Xuan‐Hoa Nghiem, Ehsan Nikbakht
Managerial Finance (2024)
Closed Access
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