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:
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: 11
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: 11
Showing 11 citing articles:
Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis
Yi Zhang, Long Zhou, Baoxiu Wu, et al.
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102164-102164
Open Access | Times Cited: 2
Yi Zhang, Long Zhou, Baoxiu Wu, et al.
The North American Journal of Economics and Finance (2024) Vol. 73, pp. 102164-102164
Open Access | Times Cited: 2
The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis
Zishu Cheng, Mingchen Li, Ruhong Cui, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103454-103454
Closed Access | Times Cited: 2
Zishu Cheng, Mingchen Li, Ruhong Cui, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103454-103454
Closed Access | Times Cited: 2
Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study
Sen Qiao, Chang Yuan, Xi Xi, et al.
Energy Economics (2024), pp. 107919-107919
Closed Access | Times Cited: 1
Sen Qiao, Chang Yuan, Xi Xi, et al.
Energy Economics (2024), pp. 107919-107919
Closed Access | Times Cited: 1
Multiscale non-linear tale risk spillover effect from oil to stocks – The case of East European emerging markets
Dejan Živkov, Boris Kuzman, Nataša Papić-Blagojević
E+M Ekonomie a Management (2024) Vol. 27, Iss. 3, pp. 186-200
Open Access | Times Cited: 1
Dejan Živkov, Boris Kuzman, Nataša Papić-Blagojević
E+M Ekonomie a Management (2024) Vol. 27, Iss. 3, pp. 186-200
Open Access | Times Cited: 1
Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain
Xiu Jin, Yueli Liu, Jinming Yu, et al.
Energy Economics (2024) Vol. 139, pp. 107908-107908
Closed Access | Times Cited: 1
Xiu Jin, Yueli Liu, Jinming Yu, et al.
Energy Economics (2024) Vol. 139, pp. 107908-107908
Closed Access | Times Cited: 1
Systemic Financial Risk of Stock Market Based on Multiscale Networks
Youtao Xiang, Sumuya Borjigin
Computational Economics (2024)
Closed Access
Youtao Xiang, Sumuya Borjigin
Computational Economics (2024)
Closed Access
The asymmetric effects of oil prices on the exchange rate in BRICS: evidence from an advanced quantile approach
Xiaoying Zhou, Yaqi Wu, Xiaomei Zhu, et al.
Applied Economics Letters (2024), pp. 1-8
Closed Access
Xiaoying Zhou, Yaqi Wu, Xiaomei Zhu, et al.
Applied Economics Letters (2024), pp. 1-8
Closed Access
Oil Price Implications for the Petroleum and Pharmaceutical Industry: the Quantile Regression Approach
Sanja Bakić
Prague Economic Papers (2024) Vol. 33, Iss. 6, pp. 709-730
Open Access
Sanja Bakić
Prague Economic Papers (2024) Vol. 33, Iss. 6, pp. 709-730
Open Access
Connectedness Structure and Volatility Dynamics Between BRICS Markets and International Volatility Indices: An Investigation
Halilibrahim Gökgöz, Salha Ben Salem, Azza Béjaoui, et al.
International Journal of Finance & Economics (2024)
Open Access
Halilibrahim Gökgöz, Salha Ben Salem, Azza Béjaoui, et al.
International Journal of Finance & Economics (2024)
Open Access
High-Low Volatility Spillover Network in Chinese Financial Market from a Multiscale Perspective
Youtao Xiang, Sumuya Borjigin
(2023)
Closed Access
Youtao Xiang, Sumuya Borjigin
(2023)
Closed Access
Analyzing Spillover Effects Among BRICS Stock Markets: Application of Copula and DCC-MGARCH Model
Naliniprava Tripathy, Pradiptarathi Panda
Review of Pacific Basin Financial Markets and Policies (2023) Vol. 26, Iss. 04
Closed Access
Naliniprava Tripathy, Pradiptarathi Panda
Review of Pacific Basin Financial Markets and Policies (2023) Vol. 26, Iss. 04
Closed Access
