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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:

Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis
Imran Yousaf, Beljid Makram, Anis Chaibi, et al.
Pacific-Basin Finance Journal (2022) Vol. 73, pp. 101764-101764
Closed Access | Times Cited: 37

Showing 1-25 of 37 citing articles:

Decomposed oil price shocks and GCC stock market sector returns and volatility
Nedal Al‐Fayoumi, Elie Bouri, Bana Abuzayed
Energy Economics (2023) Vol. 126, pp. 106930-106930
Closed Access | Times Cited: 17
Revisiting the impact of geopolitical risk on Sukuk, stocks, oil and gold markets during the crises period: fresh evidence from wavelet-based approach
Mustafa Raza Rabbani, M. Kabir Hassan, Syed Ahsan Jamil, et al.
Managerial Finance (2023) Vol. 50, Iss. 3, pp. 514-533
Closed Access | Times Cited: 16
Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises
Ijaz Younis, Muhammad Abubakr Naeem, Waheed Ullah Shah, et al.
Research in International Business and Finance (2024) Vol. 73, pp. 102548-102548
Open Access | Times Cited: 6
Quantile-based extended joint connectedness between trade policy uncertainty and GCC Islamic stock sectoral volatility
Mosab I. Tabash, Umaid A. Sheikh, Walid Mensi, et al.
Borsa Istanbul Review (2024) Vol. 24, Iss. 6, pp. 1146-1165
Open Access | Times Cited: 5
Dynamic Dependence Between Sectoral Indexes of BRIC Countries and the Baltic Dirty Tanker Index: An Investigation Using the Generalized R2 Approach
Şerife Akıncı Tok, Savaş Tarkun
Borsa Istanbul Review (2025)
Open Access
Does the crisis period affect the properties of various financial assets: evidence from G7, BRIC, GCC countries
Marwa Eleuch, Nada Souissi, Mourad Mroua
Cogent Business & Management (2025) Vol. 12, Iss. 1
Open Access
The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19
Spyros Papathanasiou, Dimitrios Vasiliou, Anastasios Magoutas, et al.
Australian Journal of Management (2023)
Closed Access | Times Cited: 14
Impact of Russia–Ukraine conflict on Russian financial market: Evidence from TVP-VAR and quantile-VAR analysis
Mirzat Ullah, Kazi Sohag, Shabeer Khan, et al.
Russian Journal of Economics (2023) Vol. 9, Iss. 3, pp. 284-305
Open Access | Times Cited: 13
Intellectual Capital and a Firm’s Sustainable Performance and Growth before and during the COVID-19 Crisis: A Comparative Analysis of Small and Large European Hospitality Firms
Sumaira Ashraf, Misbah Sadiq, Paulo Ferreira, et al.
Sustainability (2023) Vol. 15, Iss. 12, pp. 9743-9743
Open Access | Times Cited: 12
Economic Policy Uncertainty and Stock Market Index: Fresh Insights from Augmented-ARDL and Multiple Structural Breaks
Joseph Chukwudi Odionye, Ethelbert Ukachukwu Ojiaku, Godwin Chigozie Okpara, et al.
Journal of International Commerce Economics and Policy (2024) Vol. 15, Iss. 02
Closed Access | Times Cited: 4
Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence
Muhammad Asif Khan, Farhad Ali Khan, Arshian Sharif, et al.
Resources Policy (2022) Vol. 80, pp. 103213-103213
Closed Access | Times Cited: 19
Dynamic Conditional Correlation and Volatility Spillover between Conventional and Islamic Stock Markets: Evidence from Developed and Emerging Countries
Mohammad Sahabuddin, Md. Aminul Islam, Mosab I. Tabash, et al.
Journal of risk and financial management (2023) Vol. 16, Iss. 2, pp. 111-111
Open Access | Times Cited: 11
A Pandemic's grip: Volatility spillovers in Asia-Pacific equity markets during the onset of Covid-19
Kinan Salim, Mustafa Disli, Ruslan Nagayev, et al.
Borsa Istanbul Review (2024) Vol. 24, Iss. 5, pp. 898-907
Open Access | Times Cited: 3
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
Burcu Kapar, Mabruk Billah, Faisal Rana, et al.
International Review of Economics & Finance (2023) Vol. 89, pp. 1442-1467
Open Access | Times Cited: 9
Dynamic Dependence and Hedging of Stock Markets: Evidence From Time-Varying Copula With Asymmetric Markovian Models
Wang Jia, MengChu Zhou, Xiwang Guo, et al.
IEEE Transactions on Computational Social Systems (2024) Vol. 11, Iss. 3, pp. 3391-3406
Closed Access | Times Cited: 2
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis
Emmanuel Joel Aikins Abakah, Aviral Kumar Tiwari, Paul Alagidede, et al.
Empirical Economics (2023) Vol. 65, Iss. 3, pp. 1027-1103
Closed Access | Times Cited: 7
Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage
Miklesh Prasad Yadav, Sabia Tabassum, Anas Ali Al-Qudah, et al.
Computational Economics (2024) Vol. 63, Iss. 3, pp. 1047-1070
Closed Access | Times Cited: 2
Higher-order contagion effects in Russian fuel export markets: Evidence from COVID-19 pandemic and Russia-Ukraine war
Jeff Yunze Xue, Cody Yu‐Ling Hsiao, Pengyang Li, et al.
Energy Strategy Reviews (2024) Vol. 53, pp. 101419-101419
Open Access | Times Cited: 2
Wavelet-based systematic risk estimation for GCC stock markets and impact of the embargo on the Qatar case
Anouar Ben Mabrouk, Sabrine Arfaoui, Mohamed Essaied Hamrita
Quantitative Finance and Economics (2023) Vol. 7, Iss. 2, pp. 287-336
Closed Access | Times Cited: 5
Global Financial Market Integration: A Literature Survey
Sama Haddad
Journal of risk and financial management (2023) Vol. 16, Iss. 12, pp. 495-495
Open Access | Times Cited: 5
The GCC's regional roller coaster: Do regional factors affect stock market dynamics in the GCC Region? Evidence from non-parametric quantile regression
Amal Essayem, Şakir Görmüş, Güven Murat
Borsa Istanbul Review (2022) Vol. 23, Iss. 2, pp. 473-494
Open Access | Times Cited: 9
How do stock markets react to dividend announcements during the COVID-19 pandemic? Evidence from the GCC markets
Jamal Ali Al‐Khasawneh, Heba Ali, Ahmed Hassanein
International Journal of Islamic and Middle Eastern Finance and Management (2024) Vol. 17, Iss. 4, pp. 746-769
Closed Access | Times Cited: 1
Are Exchange Rate Contagions Asymmetric? Evidence from Emerging Market Economies
Muhammad Abubakr Naeem, Zaheer Anwer, Sitara Karim, et al.
Emerging Markets Finance and Trade (2023) Vol. 59, Iss. 15, pp. 4107-4124
Closed Access | Times Cited: 4
Market uncertainty and information content in complex seasonality of prices
Wenjin Tang, Hui Bu, Yuqiong Ji, et al.
Pacific-Basin Finance Journal (2024) Vol. 86, pp. 102430-102430
Closed Access | Times Cited: 1
Economic policy uncertainty and equity index in sub-Saharan African (SSA) countries: accounting for multiple structural breaks in a panel framework
Joseph Chukwudi Odionye, Ethelbert Ukachukwu Ojiaku, Ndubuisi Agoh, et al.
SN Business & Economics (2024) Vol. 4, Iss. 6
Closed Access
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