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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:

Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network
Weiping Zhang, Zhuang Xin-tian, Jian Wang, et al.
The North American Journal of Economics and Finance (2020) Vol. 54, pp. 101248-101248
Closed Access | Times Cited: 99

Showing 1-25 of 99 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
Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence
Rim El Khoury, Nohade Nasrallah, Khaled Hussainey, et al.
Journal of International Financial Management and Accounting (2023) Vol. 34, Iss. 2, pp. 279-317
Open Access | Times Cited: 82
Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak
Imran Yousaf, Shoaib Ali, mohamed marei, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 1126-1151
Open Access | Times Cited: 15
Analysis of the impact of COVID-19 pandemic on G20 stock markets
Yanshuang Li, Zhuang Xin-tian, Jian Wang, et al.
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101530-101530
Closed Access | Times Cited: 77
Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic
Ioannis Chatziantoniou, David Gabauer, Fernando Pérez de Gracia
Energy Economics (2022) Vol. 111, pp. 106051-106051
Open Access | Times Cited: 67
Does economic policy uncertainty drive nonlinear risk spillover in the commodity futures market?
Yinghua Ren, Anqi Tan, Huiming Zhu, et al.
International Review of Financial Analysis (2022) Vol. 81, pp. 102084-102084
Closed Access | Times Cited: 63
Multilayer network analysis of investor sentiment and stock returns
Gang‐Jin Wang, Xiong Lu, You Zhu, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101707-101707
Closed Access | Times Cited: 56
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
Media sentiment and short stocks performance during a systemic crisis
Zaghum Umar, Oluwasegun B. Adekoya, Johnson A. Oliyide, et al.
International Review of Financial Analysis (2021) Vol. 78, pp. 101896-101896
Closed Access | Times Cited: 53
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: 49
COVID-19 and Tail-event Driven Network Risk in the Eurozone
Toan Luu Duc Huynh, Matteo Foglia, John A. Doukas
Finance research letters (2021) Vol. 44, pp. 102070-102070
Closed Access | Times Cited: 47
Analysis of risk correlations among stock markets during the COVID-19 pandemic
Junfeng Wu, Chao Zhang, Yun Chen
International Review of Financial Analysis (2022) Vol. 83, pp. 102220-102220
Open Access | Times Cited: 29
Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors
Qingli Dong, Yanzhi Zhao, Xiaojun Ma, et al.
Energy Economics (2023) Vol. 129, pp. 107228-107228
Closed Access | Times Cited: 18
Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks
Youtao Xiang, Sumuya Borjigin
International Review of Economics & Finance (2023) Vol. 88, pp. 1337-1374
Closed Access | Times Cited: 16
Sectoral uncertainty spillovers in emerging markets: A quantile time–frequency connectedness approach
Tam Hoang‐Nhat Dang, Faruk Balli, Hatice Ozer Balli, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 121-139
Open Access | Times Cited: 6
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: 6
Quantile connectedness between Sukuk bonds and the impact of COVID-19
Muhammad Abubakr Naeem, Mabruk Billah, mohamed marei, et al.
Applied Economics Letters (2021) Vol. 29, Iss. 15, pp. 1378-1387
Closed Access | Times Cited: 39
Intersectoral systemic risk spillovers between energy and agriculture under the financial and COVID-19 crises
Bo Zhu, Renda Lin, Yuanyue Deng, et al.
Economic Modelling (2021) Vol. 105, pp. 105651-105651
Closed Access | Times Cited: 38
GARCH-MIDAS-GAS-copula model for CoVaR and risk spillover in stock markets
Can-Zhong Yao, Min-Jian Li
The North American Journal of Economics and Finance (2023) Vol. 66, pp. 101910-101910
Closed Access | Times Cited: 15
Tail risk spillovers between Shanghai oil and other markets
Muhammad Abubakr Naeem, Raazia Gul, Muhammad Shafiullah, et al.
Energy Economics (2023) Vol. 130, pp. 107182-107182
Closed Access | Times Cited: 15
Risk spillover network in the supply chain system during the COVID-19 crisis: Evidence from China
Zhinan Li, Shan Pei, Ting Li, et al.
Economic Modelling (2023) Vol. 126, pp. 106403-106403
Open Access | Times Cited: 13
Systemic risk prediction using machine learning: Does network connectedness help prediction?
Gang‐Jin Wang, Yan Chen, You Zhu, et al.
International Review of Financial Analysis (2024) Vol. 93, pp. 103147-103147
Closed Access | Times Cited: 5
Tail-risk contagion across key industrial chains of China
R Huang, Shuhang Guo, Zhou Qi, et al.
Empirical Economics (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
Dynamic network topology and market performance: A case of the Chinese stock market
Chuangxia Huang, Xian Zhao, Renli Su, et al.
International Journal of Finance & Economics (2020) Vol. 27, Iss. 2, pp. 1962-1978
Closed Access | Times Cited: 35
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