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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:

Global financial crisis and spillover effects among the U.S. and BRICS stock markets
Walid Mensi, Shawkat Hammoudeh, Duc Khuong Nguyen, et al.
International Review of Economics & Finance (2015) Vol. 42, pp. 257-276
Closed Access | Times Cited: 201

Showing 1-25 of 201 citing articles:

Return connectedness across asset classes around the COVID-19 outbreak
Elie Bouri, Oğuzhan Çepni, David Gabauer, et al.
International Review of Financial Analysis (2020) Vol. 73, pp. 101646-101646
Open Access | Times Cited: 483
Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre
Shaen Corbet, Yang Hou, Yang Hu, et al.
International Review of Economics & Finance (2020) Vol. 71, pp. 55-81
Open Access | Times Cited: 210
How do equity markets react to COVID-19? Evidence from emerging and developed countries
Maretno A. Harjoto, Fabrizio Rossi, Robert Lee, et al.
Journal of Economics and Business (2020) Vol. 115, pp. 105966-105966
Open Access | Times Cited: 176
Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies
Walid Mensi, Muhammad Shafiullah, Xuan Vinh Vo, et al.
Resources Policy (2021) Vol. 71, pp. 102002-102002
Closed Access | Times Cited: 106
Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network
Rabeh Khalfaoui, Shawkat Hammoudeh, Mohd Ziaur Rehman
Emerging Markets Review (2023) Vol. 54, pp. 101002-101002
Closed Access | Times Cited: 48
Structural breaks and volatility forecasting in the copper futures market
Xu Gong, Boqiang Lin
Journal of Futures Markets (2017) Vol. 38, Iss. 3, pp. 290-339
Closed Access | Times Cited: 148
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?
Syed Jawad Hussain Shahzad, Naveed Raza, Mehmet Balcılar, et al.
Resources Policy (2017) Vol. 53, pp. 208-218
Closed Access | Times Cited: 124
Connectedness and risk spillovers in China’s stock market: A sectoral analysis
Fei Wu, Dayong Zhang, Zhiwei Zhang
Economic Systems (2019) Vol. 43, Iss. 3-4, pp. 100718-100718
Closed Access | Times Cited: 105
Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model
Elie Bouri, Rangan Gupta, Seyed Mehdi Hosseini, et al.
Emerging Markets Review (2017) Vol. 34, pp. 124-142
Open Access | Times Cited: 99
Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets
Ron McIver, Sang Hoon Kang
Research in International Business and Finance (2020) Vol. 54, pp. 101276-101276
Closed Access | Times Cited: 85
The Influential Factors of Financial Cycle Spillover: Evidence from China
Yue Liu, Zhenghui Li, Manrui Xu
Emerging Markets Finance and Trade (2019) Vol. 56, Iss. 6, pp. 1336-1350
Closed Access | Times Cited: 82
Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Sang Hoon Kang, José Arreola Hernández, Perry Sadorsky, et al.
Energy Economics (2021) Vol. 99, pp. 105278-105278
Closed Access | Times Cited: 78
Spillovers among energy commodities and the Russian stock market
Michele Costola, Marco Lorusso
Journal of commodity markets (2022) Vol. 28, pp. 100249-100249
Open Access | Times Cited: 66
Does the US-China trade war affect co-movements between US and Chinese stock markets?
Yujie Shi, Liming Wang, Jian-yu Ke
Research in International Business and Finance (2021) Vol. 58, pp. 101477-101477
Open Access | Times Cited: 61
Effects of structural changes on the prediction of downside volatility in futures markets
Xu Gong, Boqiang Lin
Journal of Futures Markets (2021) Vol. 41, Iss. 7, pp. 1124-1153
Closed Access | Times Cited: 59
Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic
Sun‐Yong Choi
Economic Analysis and Policy (2021) Vol. 73, pp. 179-193
Open Access | Times Cited: 57
Asymmetric Effects of Energy Inflation, Agri-inflation and CPI on Agricultural Output: Evidence from NARDL and SVAR Models for the UK
Alaa M. Soliman, Chi Keung Marco Lau, Yifei Cai, et al.
Energy Economics (2023) Vol. 126, pp. 106920-106920
Closed Access | Times Cited: 24
Analyzing fossil fuel commodities' return spillovers during the Russia and Ukraine crisis in the energy market
Umar Nawaz Kayani, Amir Hasnaoui, Maaz Khan, et al.
Energy Economics (2024) Vol. 135, pp. 107651-107651
Closed Access | Times Cited: 12
Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants
Chunlin Lang, Yang Hu, Shaen Corbet, et al.
Journal of Behavioral and Experimental Finance (2024) Vol. 41, pp. 100889-100889
Open Access | Times Cited: 10
Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters
Yufeng Chen, Zulkifr Abdallah Msofe, Chuwen Wang
Resources Policy (2024) Vol. 90, pp. 104849-104849
Closed Access | Times Cited: 10
Extreme time-frequency connectedness across U.S. sector stock and commodity futures markets
Purba Bhattacherjee, Sibanjan Mishra, Sang Hoon Kang
International Review of Economics & Finance (2024) Vol. 93, pp. 1176-1197
Closed Access | Times Cited: 9
Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets
Chunlin Lang, Danyang Xu, Shaen Corbet, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103152-103152
Closed Access | Times Cited: 8
Impact of Indices on Stock Price Volatility of BRICS Countries During Crises: Comparative Study
Nursel Selver Ruzgar
International Journal of Financial Studies (2025) Vol. 13, Iss. 1, pp. 8-8
Open Access | Times Cited: 1
Stock market volatility spillovers from U.S. to China: The pivotal role of Hong Kong
Yu‐Lun Chen, J. Jimmy Yang, Yu‐Ting Chang
Pacific-Basin Finance Journal (2025), pp. 102670-102670
Closed Access | Times Cited: 1
Exploring the impact of economic recession indicators on global financial markets: A QVAR analysis
Emre Bulut, Cumali Marangoz
International Review of Financial Analysis (2025), pp. 103966-103966
Closed Access | Times Cited: 1
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