Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Identifying influential energy stocks based on spillover network
Ze Wang, Xiangyun Gao, Haizhong An, et al.
International Review of Financial Analysis (2019) Vol. 68, pp. 101277-101277
Closed Access | Times Cited: 67

Showing 1-25 of 67 citing articles:

Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020
Yang Gao, Yangyang Li, Yaojun Wang
The North American Journal of Economics and Finance (2021) Vol. 57, pp. 101386-101386
Closed Access | Times Cited: 109
Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility
Qian Ding, Jianbai Huang, Jinyu Chen
Energy Economics (2021) Vol. 102, pp. 105514-105514
Closed Access | Times Cited: 77
Modeling return and volatility spillover networks of global new energy companies
Jiang-Bo Geng, Ya-Juan Du, Qiang Ji, et al.
Renewable and Sustainable Energy Reviews (2020) Vol. 135, pp. 110214-110214
Closed Access | Times Cited: 74
Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework
Weiping Zhang, Zhuang Xin-tian, Lu Yang, et al.
International Review of Financial Analysis (2020) Vol. 71, pp. 101454-101454
Closed Access | Times Cited: 71
Time-frequency volatility spillovers across the international crude oil market and Chinese major energy futures markets: Evidence from COVID-19
Jingyu Li, Ranran Liu, Yanzhen Yao, et al.
Resources Policy (2022) Vol. 77, pp. 102646-102646
Closed Access | Times Cited: 54
The impact of the Russia–Ukraine conflict on the energy subsector stocks in China: A network-based approach
Xiaoyun Xing, Zihan Xu, Ying Chen, et al.
Finance research letters (2023) Vol. 53, pp. 103645-103645
Closed Access | Times Cited: 23
Physical climate risk attention and dynamic volatility connectedness among new energy stocks
Xu Gong, Qin Liao
Energy Economics (2024) Vol. 136, pp. 107711-107711
Closed Access | Times Cited: 10
Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective
Xiaohong Huang, Shupei Huang
International Review of Financial Analysis (2020) Vol. 72, pp. 101562-101562
Closed Access | Times Cited: 60
Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain
Yang Gao, Yangyang Li, Chengjie Zhao, et al.
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101619-101619
Closed Access | Times Cited: 48
A network perspective of comovement and structural change: Evidence from the Chinese stock market
Chuangxia Huang, Yunke Deng, Xiaoguang Yang, et al.
International Review of Financial Analysis (2021) Vol. 76, pp. 101782-101782
Closed Access | Times Cited: 46
Connectedness mechanisms in the “Carbon-Commodity-Finance” system: Investment and management policy implications for emerging economies
Tingting Tian, Kee‐hung Lai, Christina W.Y. Wong
Energy Policy (2022) Vol. 169, pp. 113195-113195
Open Access | Times Cited: 34
Spatial spillover effects and risk contagion around G20 stock markets based on volatility network
Weiping Zhang, Zhuang Xin-tian, Yang Lü
The North American Journal of Economics and Finance (2019) Vol. 51, pp. 101064-101064
Closed Access | Times Cited: 44
Measuring systemic risk contribution of global stock markets: A dynamic tail risk network approach
Ze Wang, Xiangyun Gao, Shupei Huang, et al.
International Review of Financial Analysis (2022) Vol. 84, pp. 102361-102361
Closed Access | Times Cited: 26
Volatility connectedness and its determinants of global energy stock markets
Qichang Xie, Chao Luo, Xiaoping Cong, et al.
Economic Systems (2024) Vol. 48, Iss. 2, pp. 101193-101193
Closed Access | Times Cited: 5
Can ESG Stocks Be a Safe Haven during Global Crises? Evidence from the COVID-19 Pandemic and the Russia-Ukraine War with Time-Frequency Wavelet Analysis
Ioannis Katsampoxakis, Stylianos Xanthopoulos, Charalampos Basdekis, et al.
Economies (2024) Vol. 12, Iss. 4, pp. 89-89
Open Access | Times Cited: 4
Using deep learning to predict energy stock risk spillover based on co-investor attention
Jingjian Si, Xiangyun Gao, Jinsheng Zhou
Finance research letters (2025) Vol. 74, pp. 106759-106759
Closed Access
Impact Mechanism of Human Resource Attention and Financial Agglomeration on Regional Innovation Capability
Yamin Zhang, Zihan Ding, Zhaoxi Liu
Finance research letters (2025), pp. 106857-106857
Closed Access
Price volatility spreaders in China's coal market in the carbon neutrality context: an evolution analysis based on a transfer entropy network and rank aggregation
Chan Liu, Han Hu, Zhigang Wang, et al.
International Journal of Coal Science & Technology (2025) Vol. 12, Iss. 1
Open Access
The Benefit of Being Central: Stock Network Centrality and Stock Price Crashes
Chuangxia Huang, Yanchen Deng, Xiaoguang Yang, et al.
Journal of Systems Science and Complexity (2025)
Closed Access
Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis
Md. Mostafa Kamal, Eduardo Roca, Bin Li, et al.
Resources Policy (2025) Vol. 103, pp. 105553-105553
Closed Access
The impact of oil price shocks on energy stocks from the perspective of investor attention
Si Jingjian, Xiangyun Gao, Jinsheng Zhou, et al.
Energy (2023) Vol. 278, pp. 127987-127987
Closed Access | Times Cited: 11
Credit risk and financial integration: An application of network analysis
Mita Bhattacharya, John Nkwoma Inekwe, Maria Rebecca Valenzuela
International Review of Financial Analysis (2020) Vol. 72, pp. 101588-101588
Closed Access | Times Cited: 29
Multi-scale pattern causality of the price fluctuation in energy stock market
Qingru Sun, Wenqi Zhao, Zishuo Bai, et al.
Nonlinear Dynamics (2024) Vol. 112, Iss. 9, pp. 7291-7307
Closed Access | Times Cited: 3
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network
Chuangxia Huang, Xian Zhao, Yunke Deng, et al.
International Review of Economics & Finance (2021) Vol. 78, pp. 81-94
Closed Access | Times Cited: 21
The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war
Sun‐Yong Choi
Heliyon (2023) Vol. 9, Iss. 9, pp. e19726-e19726
Open Access | Times Cited: 8
Page 1 - Next Page

Scroll to top