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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:

Networks of volatility spillovers among stock markets
Eduard Baumöhl, Evžen Kočenda, Štefan Lyócsa, et al.
Physica A Statistical Mechanics and its Applications (2017) Vol. 490, pp. 1555-1574
Open Access | Times Cited: 76

Showing 1-25 of 76 citing articles:

COVID–19 media coverage and ESG leader indices
Md Akhtaruzzaman, Sabri Boubaker, Zaghum Umar
Finance research letters (2021) Vol. 45, pp. 102170-102170
Open Access | Times Cited: 168
The network connectedness of volatility spillovers across global futures markets
Sang Hoon Kang, Jang Woo Lee
Physica A Statistical Mechanics and its Applications (2019) Vol. 526, pp. 120756-120756
Closed Access | Times Cited: 100
Volatility connectedness in global foreign exchange markets
Tiange Wen, Gang‐Jin Wang
Journal of Multinational Financial Management (2020) Vol. 54, pp. 100617-100617
Closed Access | Times Cited: 91
Forecasting performance of global economic policy uncertainty for volatility of Chinese stock market
Honghai Yu, Libing Fang, Wencong Sun
Physica A Statistical Mechanics and its Applications (2018) Vol. 505, pp. 931-940
Closed Access | Times Cited: 86
Two decades of contagion effect on stock markets: Which events are more contagious?
Małgorzata Iwanicz‐Drozdowska, Karol Rogowicz, Łukasz Kurowski, et al.
Journal of Financial Stability (2021) Vol. 55, pp. 100907-100907
Closed Access | Times Cited: 60
Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R connectedness approach
Hailing Li, Xiaoyun Pei, Yimin Yang, et al.
Energy Economics (2024) Vol. 132, pp. 107475-107475
Closed Access | Times Cited: 11
Identifying influential energy stocks based on spillover network
Ze Wang, Xiangyun Gao, Haizhong An, et al.
International Review of Financial Analysis (2019) Vol. 68, pp. 101277-101277
Closed Access | Times Cited: 67
Quantile coherency networks of international stock markets
Eduard Baumöhl, Syed Jawad Hussain Shahzad
Finance research letters (2019) Vol. 31, pp. 119-129
Open Access | Times Cited: 59
High-frequency return and volatility spillovers among cryptocurrencies
Ahmet Şensoy, Thiago Christiano Silva, Shaen Corbet, et al.
Applied Economics (2021) Vol. 53, Iss. 37, pp. 4310-4328
Open Access | Times Cited: 46
The size of good and bad volatility shocks does matter for spillovers
Elie Bouri, Étienne Harb
Journal of International Financial Markets Institutions and Money (2022) Vol. 80, pp. 101626-101626
Closed Access | Times Cited: 29
A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets
Archi Roy, Anchal Soni, Soudeep Deb
Energy Economics (2023) Vol. 124, pp. 106830-106830
Closed Access | Times Cited: 20
Riding the waves: A study of return spillovers and inter-sector linkages in US equity markets during the COVID-19 pandemic
Umar Nawaz Kayani, Ahmet Faruk Aysan, Mrestyal Khan, et al.
Heliyon (2024) Vol. 10, Iss. 4, pp. e25203-e25203
Open Access | Times Cited: 6
FinTech and fan tokens: Understanding the risks spillover of digital asset investment
Matteo Foglia, Giampiero Maci, Vincenzo Pacelli
Research in International Business and Finance (2023) Vol. 68, pp. 102190-102190
Open Access | Times Cited: 15
Stock-level sentiment contagion and the cross-section of stock returns
Liyun Zhou, Dongqiao Chen, Jialiang Huang
The North American Journal of Economics and Finance (2023) Vol. 68, pp. 101966-101966
Closed Access | Times Cited: 14
Volatility spillover among the sectors of emerging and developed markets: a hedging perspective
Satyaban Sahoo, Sanjay Kumar
Cogent Economics & Finance (2024) Vol. 12, Iss. 1
Open Access | Times Cited: 5
Contemporaneous Spillovers Across Foreign Exchange Markets
Ahmed BenSaïda
International Journal of Finance & 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
Return spillovers around the globe: A network approach
Štefan Lyócsa, Tomáš Výrost, Eduard Baumöhl
Economic Modelling (2017) Vol. 77, pp. 133-146
Open Access | Times Cited: 41
Spatial connectedness of volatility spillovers in G20 stock markets: Based on block models analysis
Weiping Zhang, Zhuang Xin-tian, Dongmei Wu
Finance research letters (2019) Vol. 34, pp. 101274-101274
Closed Access | Times Cited: 41
An analysis of CEE equity market integration and their volatility spillover effects
Ngô Thái Hưng
European Journal of Management and Business Economics (2019) Vol. 29, Iss. 1, pp. 23-40
Open Access | Times Cited: 39
Dynamic volatility spillover and network connectedness across ASX sector markets
Ki-Hong Choi, Ron McIver, Salvatore Ferraro, et al.
Journal of Economics and Finance (2021) Vol. 45, Iss. 4, pp. 677-691
Closed Access | Times Cited: 28
Connectedness between cryptocurrencies, gold and stock markets in the presence of the COVID-19 pandemic
Achraf Ghorbel, Sahar Loukil, Walid Bahloul
European Journal of Management and Business Economics (2022) Vol. 33, Iss. 4, pp. 466-487
Open Access | Times Cited: 22
Interconnectedness between convertible bonds and underlying stocks in the Chinese capital market: A multilayer network perspective
Yu-Xiu Ling, Chi Xie, Gang‐Jin Wang
Emerging Markets Review (2022) Vol. 52, pp. 100912-100912
Closed Access | Times Cited: 20
The stability of Chinese stock network and its mechanism
Weiping Zhang, Zhuang Xin-tian
Physica A Statistical Mechanics and its Applications (2018) Vol. 515, pp. 748-761
Closed Access | Times Cited: 32
Does the world smile together? A network analysis of global index option implied volatilities
Jing Chen, Qian Han, Doojin Ryu, et al.
Journal of International Financial Markets Institutions and Money (2022) Vol. 77, pp. 101497-101497
Open Access | Times Cited: 17
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