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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:

Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis
Changqing Luo, Lan Liu, Da Wang
The North American Journal of Economics and Finance (2021) Vol. 58, pp. 101512-101512
Closed Access | Times Cited: 60

Showing 1-25 of 60 citing articles:

Does the Russia-Ukraine war lead to currency asymmetries? A US dollar tale
Sana Gaied Chortane, Dharen Kumar Pandey
The Journal of Economic Asymmetries (2022) Vol. 26, pp. e00265-e00265
Closed Access | Times Cited: 132
Border disputes, conflicts, war, and financial markets research: A systematic review
Dharen Kumar Pandey, Brian M. Lucey, Satish Kumar
Research in International Business and Finance (2023) Vol. 65, pp. 101972-101972
Open Access | Times Cited: 50
Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach
Xu Zhang, Zhiyu Lv, Muhammad Abubakr Naeem, et al.
Finance research letters (2024) Vol. 63, pp. 105371-105371
Open Access | Times Cited: 15
Impacts of COVID-19 outbreak, macroeconomic and financial stress factors on price spillovers among green bond
Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo
International Review of Financial Analysis (2022) Vol. 81, pp. 102125-102125
Open Access | Times Cited: 38
Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources
Songsong Li, Weiqian Zhang, Wei Zhang
Resources Policy (2023) Vol. 82, pp. 103554-103554
Closed Access | Times Cited: 34
Measurement and prediction of systemic risk in China’s banking industry
Xiaoming Zhang, Xinsong Zhang, Chien‐Chiang Lee, et al.
Research in International Business and Finance (2023) Vol. 64, pp. 101874-101874
Closed Access | Times Cited: 32
Multilayer networks in the frequency domain: Measuring extreme risk connectedness of Chinese financial institutions
Zisheng Ouyang, Xuewei Zhou
Research in International Business and Finance (2023) Vol. 65, pp. 101944-101944
Closed Access | Times Cited: 28
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: 25
Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method
Zhengzheng Li, Yameng Li, Chia-Yun Huang, et al.
Energy Economics (2023) Vol. 119, pp. 106542-106542
Closed Access | Times Cited: 22
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: 9
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: 8
Financial contagion intensity during the COVID-19 outbreak: A copula approach
Ramzi Benkraiem, Riadh Garfatta, Faten Lakhal, et al.
International Review of Financial Analysis (2022) Vol. 81, pp. 102136-102136
Open Access | Times Cited: 34
Dynamic spillover effects among international crude oil markets from the time-frequency perspective
Chien‐Chiang Lee, Hegang Zhou, Chao Xu, et al.
Resources Policy (2022) Vol. 80, pp. 103218-103218
Closed Access | Times Cited: 30
Does climate impact the relationship between the energy price and the stock market? The Colombian case
Carlos Villa-Loaiza, Irvin Taype-Huaman, Julián Benavides-Franco, et al.
Applied Energy (2023) Vol. 336, pp. 120800-120800
Open Access | Times Cited: 13
Financial contagion in the US, European and Chinese stock markets during global shocks
Марина Малкина
Journal of New Economy (2025) Vol. 25, Iss. 4, pp. 47-67
Open Access
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
Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness
Yueli Liu, Jin Xiu, YU Jing-tao
Computational Economics (2025)
Closed Access
Navigating Uncertainty in an Emerging Market: Data-Centric Portfolio Strategies and Systemic Risk Assessment in the Johannesburg Stock Exchange
John Weirstrass Muteba Mwamba, Jules Clément, Anaclet K. Kitenge
International Journal of Financial Studies (2025) Vol. 13, Iss. 1, pp. 32-32
Open Access
Application and Innovation in Financial Market Risk Management Based on Big Data and Artificial Intelligence
Ruimei Wang
Applied Mathematics and Nonlinear Sciences (2025) Vol. 10, Iss. 1
Open Access
Global volatility connectedness and the determinants: evidence from multilayer networks
Xuewei Zhou, Zisheng Ouyang, Min Lu
European Journal of Finance (2025), pp. 1-36
Closed Access
Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?
Umaid A. Sheikh, Muhammad Tahir Suleman
The North American Journal of Economics and Finance (2025), pp. 102429-102429
Closed Access
The role of uncertainty in return spillovers among digital, green, and traditional financial assets: New insights from the shock of unprecedented events
Yang Zhou, Chi Xie, Gang‐Jin Wang, et al.
International Review of Financial Analysis (2025), pp. 104225-104225
Closed Access
How does the volatility of ESG stock indices spillover in times of high geopolitical risk? New insights from emerging and developed markets
Renata Karkowska, Szczepan Urjasz
Journal of Sustainable Finance & Investment (2025), pp. 1-47
Open Access
COVID-19 and extreme risk spillovers between oil and BRICS stock markets: A multiscale perspective
Xiu Jin, Yueli Liu, Jinming Yu, et al.
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101967-101967
Closed Access | Times Cited: 12
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Yi Zhang, Long Zhou, Yajiao Chen, et al.
The North American Journal of Economics and Finance (2022) Vol. 61, pp. 101688-101688
Open Access | Times Cited: 17
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