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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:

Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday
Sun‐Yong Choi
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101614-101614
Open Access | Times Cited: 52

Showing 1-25 of 52 citing articles:

Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework
Zaghum Umar, Onur Polat, Sun‐Yong Choi, et al.
Pacific-Basin Finance Journal (2022) Vol. 76, pp. 101876-101876
Closed Access | Times Cited: 48
Research on spillover effect between carbon market and electricity market: Evidence from Northern Europe
Yihang Zhao, Zhenxi Zhou, Kaiwen Zhang, et al.
Energy (2022) Vol. 263, pp. 126107-126107
Closed Access | Times Cited: 35
Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict
Imran Yousaf, Ahmed Imran Hunjra, Muneer M. Alshater, et al.
Pacific-Basin Finance Journal (2023) Vol. 82, pp. 102163-102163
Closed Access | Times Cited: 19
An analysis of stock markets integration and dynamics of volatility spillover in emerging nations
Imran Khan
Journal of economic and administrative sciences. (2023)
Closed Access | Times Cited: 17
Geopolitical threats, equity returns, and optimal hedging
Syed Riaz Mahmood Ali, Kaysul Islam Anik, Mohammad Nurul Hasan, et al.
International Review of Financial Analysis (2023) Vol. 90, pp. 102835-102835
Open Access | Times Cited: 12
Dynamic volatility among fossil energy, clean energy and major assets: evidence from the novel DCC-GARCH
Oktay Özkan, Salah Abosedra, Arshian Sharif, et al.
Economic Change and Restructuring (2024) Vol. 57, Iss. 3
Open Access | Times Cited: 3
Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach
Seo-Yeon Lim, Sun‐Yong Choi
The North American Journal of Economics and Finance (2024) Vol. 74, pp. 102251-102251
Closed Access | Times Cited: 3
Connectedness between (un)conventional monetary policy and islamic and advanced equity markets: A returns and volatility spillover analysis
Sun‐Yong Choi, Andrew Phiri, Тамара Теплова, et al.
International Review of Economics & Finance (2024) Vol. 91, pp. 348-363
Closed Access | Times Cited: 2
Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness
Onur Polat
Financial Innovation (2024) Vol. 10, Iss. 1
Open Access | Times Cited: 2
Dynamic volatility spillover and market emergency: Matching and forecasting
Wei Zhou, Yan Chen, Jin Chen
The North American Journal of Economics and Finance (2024) Vol. 71, pp. 102110-102110
Closed Access | Times Cited: 2
Impact of firm characteristics and country-level governance on global energy stocks during crises
Dharen Kumar Pandey, Waleed M. Alahdal, Warren Rusere, et al.
Research in International Business and Finance (2024) Vol. 72, pp. 102500-102500
Closed Access | Times Cited: 2
Exploration of industrial risk contagion characteristics and mechanism under geopolitical events: evidence from China
Yong Li, Tong Niu, Xingyi Wang
Applied Economics (2023) Vol. 56, Iss. 30, pp. 3582-3599
Closed Access | Times Cited: 7
Volatility spillovers across sectors and their magnitude: A sector-based analysis for Australia
Duc Hong Vo
PLoS ONE (2023) Vol. 18, Iss. 6, pp. e0286528-e0286528
Open Access | Times Cited: 7
The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war
Sun‐Yong Choi
Heliyon (2023) Vol. 9, Iss. 9, pp. e19726-e19726
Open Access | Times Cited: 7
Sectoral volatility spillovers and their determinants in Vietnam
Tam Hoang‐Nhat Dang, Nhan Thien Nguyen, Duc Hong Vo
Economic Change and Restructuring (2022) Vol. 56, Iss. 1, pp. 681-700
Open Access | Times Cited: 11
A Study on Volatility Spillovers among International Stock Markets during the Russia‐Ukraine Conflict
Sixu Mu, Guangdong Huang, Ping Li, et al.
Discrete Dynamics in Nature and Society (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 11
Spillovers across global stock markets before and after the declaration of Russia’s invasion of Ukraine
Satya Krishna Sharma Raavinuthala, Girish Jain, Gokulananda Patel
Investment Management and Financial Innovations (2024) Vol. 21, Iss. 2, pp. 130-143
Open Access | Times Cited: 1
Market Volatility Spillover, Network Diffusion, and Financial Systemic Risk Management: Financial Modeling and Empirical Study
Sun Meng, Yan Chen
Mathematics (2023) Vol. 11, Iss. 6, pp. 1396-1396
Open Access | Times Cited: 4
Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion
Wandi Zhao, Yang Gao
Emerging Markets Review (2024) Vol. 59, pp. 101110-101110
Closed Access | Times Cited: 1
Analysis of the impact of COVID-19 on the dynamic volatility spillover network in the Saudi stock market
Nadia Belkhir, Mouna Boujelbène-Abbes
International Journal of Asian Social Science (2024) Vol. 14, Iss. 1, pp. 26-49
Open Access | Times Cited: 1
Drivers of S&P 500’s Profitability: Implications for Investment Strategy and Risk Management
Marek Nagy, Katarína Valašková, Erika Kovalová, et al.
Economies (2024) Vol. 12, Iss. 4, pp. 77-77
Open Access | Times Cited: 1
Does Geopolitical Risk Matter for Cross‐Industry Risk Contagion: The Roles of Real Linkage and Information Channels*
Yuanyue Deng, Ying Wu
Asia-Pacific Journal of Financial Studies (2024) Vol. 53, Iss. 5, pp. 555-595
Closed Access | Times Cited: 1
Asymmetric TVP-VAR connectedness between highly traded commodities and hedging strategies: Evidence from major contagions
Kamesh Anand K, Aswini Kumar Mishra
Borsa Istanbul Review (2024) Vol. 24, Iss. 6, pp. 1248-1262
Open Access | Times Cited: 1
African and international financial markets interdependencies: Does Covid-19 media coverage make any difference?
Godfred Amewu, Mohammed Armah, Saint Kuttu, et al.
Research in Globalization (2024) Vol. 9, pp. 100249-100249
Open Access | Times Cited: 1
Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market
Sun‐Yong Choi
Journal of Multinational Financial Management (2024) Vol. 76, pp. 100874-100874
Closed Access | Times Cited: 1
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