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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:

Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets
Gang‐Jin Wang, Li Wan, Yusen Feng, et al.
International Review of Financial Analysis (2023) Vol. 86, pp. 102518-102518
Closed Access | Times Cited: 68

Showing 1-25 of 68 citing articles:

Revisiting the Currency-Commodity Nexus: New Insights into the R2 Decomposed Connectedness and the Role of Global Shocks
Jionghao Huang, Hao Li, Baifan Chen, et al.
International Review of Economics & Finance (2025), pp. 103852-103852
Open Access | Times Cited: 1
Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector
Zisheng Ouyang, Xuewei Zhou
International Review of Financial Analysis (2023) Vol. 90, pp. 102892-102892
Closed Access | Times Cited: 26
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
Quantile and asymmetric return connectedness among BRICS stock markets
Kingstone Nyakurukwa, Yudhvir Seetharam
The Journal of Economic Asymmetries (2023) Vol. 27, pp. e00303-e00303
Closed Access | Times Cited: 22
African stock markets’ connectedness: Quantile VAR approach
OlaOluwa S. Yaya, Olayinka Adenikinju, Hammed A. Olayinka
Modern Finance (2024) Vol. 2, Iss. 1, pp. 51-68
Open Access | Times Cited: 13
Imported financial risk in global stock markets: Evidence from the interconnected network
Zisheng Ouyang, Xuewei Zhou, Min Lu, et al.
Research in International Business and Finance (2024) Vol. 69, pp. 102300-102300
Closed Access | Times Cited: 8
Interconnectedness between stock and credit markets: The role of European G-SIBs in a multilayer perspective
Matteo Foglia, Caterina Di Tommaso, Gang‐Jin Wang, et al.
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101942-101942
Closed Access | Times Cited: 7
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions
Zisheng Ouyang, Xuewei Zhou, Gang‐Jin Wang, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 909-928
Closed Access | Times Cited: 7
Quantile connectedness and the determinants between FinTech and traditional financial institutions: Evidence from China
Yan Chen, Gang‐Jin Wang, You Zhu, et al.
Global Finance Journal (2023) Vol. 58, pp. 100906-100906
Closed Access | Times Cited: 19
Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries
Zhipeng He, Shuguang Zhang
Finance research letters (2024) Vol. 62, pp. 105267-105267
Closed Access | Times Cited: 6
Quantifying connectedness between extreme risk and investor sentiment: Evidence from interconnected multilayer networks
Zhongzhe Ouyang, Xuewei Zhou, Zisheng Ouyang
Communication in Statistics- Theory and Methods (2025), pp. 1-29
Closed Access
Imported risk in global financial markets: Evidence from cross-market connectedness
Zisheng Ouyang, Zhen Chen, Xuewei Zhou, et al.
The North American Journal of Economics and Finance (2025), pp. 102374-102374
Closed Access
Risk contagion between global commodity and financial markets based on two-layer networks and SIS model
Yulian An, Yi Wang
Advances in Continuous and Discrete Models (2025) Vol. 2025, Iss. 1
Open Access
Contagion of commodity futures price bubbles: perspectives from futures-level sentiment contagion
Liyun Zhou, J Li
Journal of Economic Interaction and Coordination (2025)
Closed Access
Interconnectedness and idiosyncratic risks in sub-Saharan forex markets: Implications for investment, portfolio management, and policy formulation
Mariya Gubareva, Vincent Adela, Xuan Vinh Vo
Borsa Istanbul Review (2025)
Open Access
Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification
Saswat Patra, Kunjana Malik
Global Finance Journal (2025), pp. 101094-101094
Closed Access
Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion
Jiaojiao Sun, Chen Zhang, Rongrong Zhang, et al.
Pacific-Basin Finance Journal (2025), pp. 102713-102713
Closed Access
Systemic risk propagation in the Eurozone: A multilayer network approach
Matteo Foglia, Vincenzo Pacelli, Gang‐Jin Wang
International Review of Economics & Finance (2023) Vol. 88, pp. 332-346
Closed Access | Times Cited: 14
A multi-layer modelling approach for mining versatile ports of a global maritime transportation network
Peng Peng, Christophe Claramunt, Shifen Cheng, et al.
International Journal of Digital Earth (2023) Vol. 16, Iss. 1, pp. 2129-2151
Open Access | Times Cited: 11
A new multilayer network for measuring interconnectedness among the energy firms
Zhifeng Dai, Rui Tang, Xiaotong Zhang
Energy Economics (2023) Vol. 124, pp. 106880-106880
Closed Access | Times Cited: 11
Forecasting multi‐frequency intraday exchange rates using deep learning models
Muhammad Arslan, Ahmed Imran Hunjra, Wajid Shakeel Ahmed, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 5, pp. 1338-1355
Closed Access | Times Cited: 3
Portfolio optimization based on network centralities: Which centrality is better for asset selection during global crises?
Gang‐Jin Wang, Huahui Huai, You Zhu, et al.
Journal of Management Science and Engineering (2024) Vol. 9, Iss. 3, pp. 348-375
Open Access | Times Cited: 3
Interconnectedness in the FOREX market during the high inflation regime: A network analysis
Shamima Ahmed, Md Akhtaruzzaman, Van Le, et al.
Research in International Business and Finance (2024) Vol. 71, pp. 102467-102467
Closed Access | Times Cited: 3
How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options
Jue Gong, Gang‐Jin Wang, Chi Xie, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103440-103440
Closed Access | Times Cited: 3
Volatility spillovers and Asymmetric effects of Chinese A-share markets—Enterprise-Level data Based on high-dimensional social network models
Haifeng Wu, Qichang Xie
Applied Economics (2023), pp. 1-25
Closed Access | Times Cited: 9
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