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:

Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?
Aktham Maghyereh, Hussein Abdoh, Basel Awartani
Journal of commodity markets (2021) Vol. 26, pp. 100194-100194
Closed Access | Times Cited: 22

Showing 22 citing articles:

Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war
Jonathan A. Batten, Sabri Boubaker, Harald Kinateder, et al.
Journal of Economic Behavior & Organization (2023) Vol. 215, pp. 325-350
Open Access | Times Cited: 41

Dynamic connectedness, portfolio performance, and hedging effectiveness of the hydrogen economy, renewable energy, equity, and commodity markets: Insights from the COVID-19 pandemic and the Russia-Ukraine war
Ghulame Rubbaniy, Aktham Maghyereh, Walid Cheffi, et al.
Journal of Cleaner Production (2024) Vol. 452, pp. 142217-142217
Closed Access | Times Cited: 8

Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure
Stephanos Papadamou, Athanasios Fassas, Dimitris Kenourgios, et al.
The Journal of Economic Asymmetries (2023) Vol. 28, pp. e00317-e00317
Open Access | Times Cited: 19

Options-driven volatility forecasting
Nikolas Michael, Mihai Cucuringu, Sam Howison
Quantitative Finance (2025), pp. 1-28
Open Access

Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks
Shaobo Long, Jiaqi Guo
Research in International Business and Finance (2022) Vol. 62, pp. 101689-101689
Open Access | Times Cited: 26

Can news-based economic sentiment predict bubbles in precious metal markets?
Aktham Maghyereh, Hussein Abdoh
Financial Innovation (2022) Vol. 8, Iss. 1
Open Access | Times Cited: 23

Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes
Aktham Maghyereh, Salem Adel Ziadat
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 3

COVID-19 pandemic and volatility interdependence between gold and financial assets
Aktham Maghyereh, Hussein Abdoh
Applied Economics (2021) Vol. 54, Iss. 13, pp. 1473-1486
Closed Access | Times Cited: 21

The Causality and Uncertainty of the COVID-19 Pandemic to Bursa Malaysia Financial Services Index’s Constituents
Daeng Ahmad Zuhri Zuhud, Muhammad Hasannudin Musa, Munira Ismail, et al.
Entropy (2022) Vol. 24, Iss. 8, pp. 1100-1100
Open Access | Times Cited: 12

Pricing of European currency options considering the dynamic information costs
Wael Dammak, Salah Ben Hamad, Christian de Peretti, et al.
Global Finance Journal (2023) Vol. 58, pp. 100897-100897
Open Access | Times Cited: 7

National Culture and Banks Stock Volatility
Koresh Galil, Eva Varon
Journal of International Financial Markets Institutions and Money (2024) Vol. 91, pp. 101932-101932
Closed Access | Times Cited: 2

Can COVID-19 deaths and confirmed cases predict the uncertainty indexes? A multiscale analysis
Walid Mensi, Vinh Vo, Sang Hoon Kang
Studies in Economics and Finance (2023) Vol. 40, Iss. 3, pp. 569-587
Closed Access | Times Cited: 4

Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis
Mohammad Al‐Shboul, Aktham Maghyereh
Journal of Economic Structures (2023) Vol. 12, Iss. 1
Open Access | Times Cited: 4

Asymmetric Information Flow between Exchange Rate, Oil, and Gold: New Evidence from Transfer Entropy Approach
Moinak Maiti, Parthajit Kayal
Journal of risk and financial management (2022) Vol. 16, Iss. 1, pp. 2-2
Open Access | Times Cited: 6

Examining the asymmetric information flow between pairs of gold, silver, and oil: a transfer entropy approach
Parthajit Kayal, Moinak Maiti
SN Business & Economics (2023) Vol. 3, Iss. 10
Closed Access | Times Cited: 3

Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices
Aktham Maghyereh, Basel Awartani, Nader Virk
Resources Policy (2022) Vol. 79, pp. 103108-103108
Closed Access | Times Cited: 5

The effect of macroeconomic news announcements on the implied volatility of commodities: The role of survey releases
Adrian Fernández-Pérez, Raquel López Garcí­a
Journal of Futures Markets (2023) Vol. 43, Iss. 11, pp. 1499-1530
Closed Access | Times Cited: 2

Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach
Michael Gaete Morales, Rodrigo Herrera
Journal of commodity markets (2023) Vol. 32, pp. 100363-100363
Open Access | Times Cited: 2

Options-driven Volatility Forecasting
Nikolas Michael, Mihai Cucuringu, Sam Howison
SSRN Electronic Journal (2024)
Closed Access

Evolving energies: Analyzing stability amidst recent challenges in the natural gas market
Tarek Bouazizi, Ilyes Abid, Khaled Guesmi, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103346-103346
Closed Access

Which implied volatilities contain more information? Evidence from China
Linyu Wang, Yifan Ji, Zhongxin Ni
International Journal of Finance & Economics (2023) Vol. 29, Iss. 2, pp. 1896-1919
Closed Access | Times Cited: 1

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