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:

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

Showing 1-25 of 26 citing articles:

Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain
Zisheng Ouyang, Xuewei Zhou, Yongzeng Lai
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101973-101973
Closed Access | Times Cited: 24
Knowledge-based multiplex network reconstruction and influential substructure identification of stock time series: An application to the Chinese A-share market
Xiaoqi Zhang, Peilin Du, Yanqiao Zheng, et al.
Finance research letters (2025), pp. 106821-106821
Closed Access
Hidden causality between oil prices and exchange rates
Tao Wu, Feng An, Xiangyun Gao, et al.
Resources Policy (2023) Vol. 82, pp. 103512-103512
Closed Access | Times Cited: 9
Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets
Yun-Shi Dai, Pengfei Dai, Wei‐Xing Zhou
Journal of International Financial Markets Institutions and Money (2023) Vol. 88, pp. 101820-101820
Open Access | Times Cited: 8
High-dimensional CoVaR risk spillover network from oil market to global stock markets—Lessons from the Kyoto Protocol
Jiliang Sheng, Juchao Li, Jun Yang, et al.
Frontiers in Environmental Science (2023) Vol. 11
Open Access | Times Cited: 6
An interpretable model for stock price movement prediction based on the hierarchical belief rule base
Xiuxian Yin, Xin Zhang, Hongyu Li, et al.
Heliyon (2023) Vol. 9, Iss. 6, pp. e16589-e16589
Open Access | Times Cited: 6
Institutional investor heterogeneity and systemic financial risk: Evidence from China
Wenli Huang, Yuanhao Zhu, Shi Li, et al.
Research in International Business and Finance (2023) Vol. 68, pp. 102162-102162
Closed Access | Times Cited: 5
Sudden crisis events and firms' stock price fluctuations: A multidimensional heterogeneity perspective
Meng Tian, Xinyi Wang, Jiaxin Xie, et al.
Journal of Contingencies and Crisis Management (2024) Vol. 32, Iss. 1
Closed Access | Times Cited: 1
Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets
Walid Mensi, Remzi Gök, Eray Gemi̇ci̇, et al.
International Economics (2024) Vol. 181, pp. 100570-100570
Closed Access | Times Cited: 1
Drivers of risk correlation among financial institutions: A study based on a textual risk disclosure perspective
Guowen Li, Zhongbo Jing, Jingyu Li, et al.
Economic Modelling (2023) Vol. 128, pp. 106468-106468
Closed Access | Times Cited: 4
Exploring the impacts of major events on the systemic risk of the international energy market
Ming-Tao Zhao, Suwan Lu, Lianbiao Cui
Petroleum Science (2023) Vol. 21, Iss. 2, pp. 1444-1457
Open Access | Times Cited: 4
Unraveling Systemic Risk Transmission: An Empirical Exploration of Network Dynamics and Market Liquidity in the Financial Sector
Xin Liu
Journal of the Knowledge Economy (2024)
Closed Access | Times Cited: 1
Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis
Jing Deng, Zihan Xu, Xiaoyun Xing
Energy (2024) Vol. 306, pp. 132345-132345
Closed Access | Times Cited: 1
An Interpretable Bearing Fault Diagnosis Method Based on Belief Rule Base With Interval Structured
Haifeng Wan, Mingyuan Liu, Hailong Zhu, et al.
IEEE Access (2024) Vol. 12, pp. 116939-116955
Open Access | Times Cited: 1
Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
Yan-Hong Yang, Ying-Hui Shao, Wei‐Xing Zhou
Finance research letters (2024) Vol. 71, pp. 106374-106374
Closed Access | Times Cited: 1
International stock market volatility: A global tail risk sight
Xinjie Lu, Qing Zeng, Juandan Zhong, et al.
Journal of International Financial Markets Institutions and Money (2023) Vol. 91, pp. 101904-101904
Closed Access | Times Cited: 2
Integration of Effective Models to Provide a Novel Method to Identify the Future Trend of Nikkei 225 Stocks Index
Jiang Zhu, Haiyan Wu
International Journal of Advanced Computer Science and Applications (2024) Vol. 15, Iss. 3
Open Access
Core Systemic Risk in Global Stock Markets
Shoukun Jiao, Wuyi Ye
(2024)
Closed Access
The impact of climate policy on the risk contagion in China’s stock markets
Xiaoyun Xing, Xiuya Wang, Qiang Ji
Applied Economics Letters (2024), pp. 1-6
Closed Access
Presenting a Hybrid Method to Overcome the Challenges of Determining the Uncertainty of Future Stock Price Identification
Zhiqiong Zou, Guangyu Xiao
International Journal of Advanced Computer Science and Applications (2024) Vol. 15, Iss. 3
Open Access
The comovements of tail risks in time and frequency domains: evidence from US and emerging Asian stock markets
Boubekeur Baba
Future Business Journal (2024) Vol. 10, Iss. 1
Open Access
Systemic Risk and Network Contagion in Rcep Financial Markets: Evidence from the Tednqr Model
Yan Chen, Qiong Luo, Feipeng Zhang
(2024)
Closed Access
Systemic risk and network effects in RCEP financial markets: Evidence from the TEDNQR model
Yan Chen, Qiong Luo, Feipeng Zhang
The North American Journal of Economics and Finance (2024), pp. 102317-102317
Closed Access
Oil supply and oil price determination among OPEC and non-OPEC countries: Bayesian Granger network analysis
David Oluseun Olayungbo, Aziza Zhuparova, Mamdouh Abdulaziz Saleh Al‐Faryan
Economic Change and Restructuring (2023) Vol. 56, Iss. 6, pp. 4603-4628
Closed Access | Times Cited: 1
A Component Expected Shortfall Approach to Systemic Risk: An Application in the South African Financial Industry
Mathias Mandla Manguzvane, Sibusiso Blessing Ngobese
International Journal of Financial Studies (2023) Vol. 11, Iss. 4, pp. 146-146
Open Access | Times Cited: 1
Page 1 - Next Page

Scroll to top