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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 network for 20 stock markets using DCCA
Éder Johnson de Area Leão Pereira, Paulo Ferreira, Marcus Fernandes da Silva, et al.
Physica A Statistical Mechanics and its Applications (2019) Vol. 529, pp. 121542-121542
Closed Access | Times Cited: 40

Showing 1-25 of 40 citing articles:

Brazilian policy and agribusiness damage the Amazon rainforest
Éder Johnson de Area Leão Pereira, Luiz Carlos de Santana Ribeiro, Lúcio Flávio da Silva Freitas, et al.
Land Use Policy (2020) Vol. 92, pp. 104491-104491
Closed Access | Times Cited: 141
COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach
Peterson Owusu, Siaw Frimpong, Anokye M. Adam, et al.
Mathematical Problems in Engineering (2021) Vol. 2021, pp. 1-19
Open Access | Times Cited: 61
Information Flow from COVID‐19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN‐Induced Transfer Entropy Analysis
Ahmed Bossman
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 61
Flights‐to‐and‐from‐Quality with Islamic and Conventional Bonds in the COVID‐19 Pandemic Era: ICEEMDAN‐Based Transfer Entropy
Ahmed Bossman, Samuel Kwaku Agyei, Peterson Owusu, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 51
Renewable energy stocks forecast using Twitter investor sentiment and deep learning
Gabriel Paes Herrera, Michel Constantino, Jen‐Je Su, et al.
Energy Economics (2022) Vol. 114, pp. 106285-106285
Closed Access | Times Cited: 43
Identifying the comovement of price between China's and international crude oil futures: A time-frequency perspective
Xiaohong Huang, Shupei Huang
International Review of Financial Analysis (2020) Vol. 72, pp. 101562-101562
Closed Access | Times Cited: 60
COVID-19 pandemic and global financial market interlinkages: a dynamic temporal network analysis
Prasenjit Chakrabarti, Mohammad Shameem Jawed, Manish Sarkhel
Applied Economics (2021) Vol. 53, Iss. 25, pp. 2930-2945
Closed Access | Times Cited: 47
Can Global Economic Policy Uncertainty Drive the Interdependence of Agricultural Commodity Prices? Evidence from Partial Wavelet Coherence Analysis
Siaw Frimpong, Emmanuel Numapau Gyamfi, Zangina Ishaq, et al.
Complexity (2021) Vol. 2021, Iss. 1
Open Access | Times Cited: 47
A new ICEEMDAN-based transfer entropy quantifying information flow between real estate and policy uncertainty
Ahmed Bossman, Zaghum Umar, Samuel Kwaku Agyei, et al.
Research in Economics (2022) Vol. 76, Iss. 3, pp. 189-205
Closed Access | Times Cited: 26
Impacts of COVID-19 on the Return and Volatility Nexus among Cryptocurrency Market
Xin Sui, Guifen Shi, Guanchong Hou, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 16
Nonlinear Contagion and Causality Nexus between Oil, Gold, VIX Investor Sentiment, Exchange Rate and Stock Market Returns: The MS-GARCH Copula Causality Method
Melike Bildirici, Memet Salman, Özgür Ömer Ersin
Mathematics (2022) Vol. 10, Iss. 21, pp. 4035-4035
Open Access | Times Cited: 15
Market-based versus bank-based financial structure in China: From the perspective of financial risk
Chao Liu, Yixin Fan, Qiwei Xie, et al.
Structural Change and Economic Dynamics (2022) Vol. 62, pp. 24-39
Closed Access | Times Cited: 13
Multifrequency network for SADC exchange rate markets using EEMD-based DCCA
Anokye M. Adam, Kwabena A. Kyei, Simiso Moyo, et al.
Journal of Economics and Finance (2021) Vol. 46, Iss. 1, pp. 145-166
Closed Access | Times Cited: 15
The structure of the South African stock market network during COVID-19 hard lockdown
Vusisizwe Moses Mbatha, Sedjro Aaron Alovokpinhou
Physica A Statistical Mechanics and its Applications (2021) Vol. 590, pp. 126770-126770
Closed Access | Times Cited: 13
Dynamic identification of systemically important financial markets in the spread of contagion: A ripple network based collective spillover effect approach
Zhi Su, Fuwei Xu
Journal of Multinational Financial Management (2021) Vol. 60, pp. 100681-100681
Closed Access | Times Cited: 12
Multiscale and partial correlation networks analysis of risk connectedness in global equity markets
Yinghua Ren, Wanru Zhao, Wanhai You, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 573, pp. 125911-125911
Closed Access | Times Cited: 11
Impact of Russia-Ukraine war on the hierarchical structure of government bond markets
İbrahim Yağlı, Bayram Deviren
The European Physical Journal Plus (2023) Vol. 138, Iss. 3
Open Access | Times Cited: 3
Dynamics of the Global Stock Market Networks Generated by DCCA Methodology
Ki-Hong Shin, Gyuchang Lim, Seungsik Min
Applied Sciences (2020) Vol. 10, Iss. 6, pp. 2171-2171
Open Access | Times Cited: 8
Network dynamic and stability on European Union
Hernane Borges de Barros Pereira, Raphael Silva do Rosário, Éder Johnson de Area Leão Pereira, et al.
Physica A Statistical Mechanics and its Applications (2021) Vol. 587, pp. 126532-126532
Open Access | Times Cited: 8
From Big Data to Econophysics and Its Use to Explain Complex Phenomena
Paulo Ferreira, Éder J. A. L. Pereira, Hernane Borges de Barros Pereira
Journal of risk and financial management (2020) Vol. 13, Iss. 7, pp. 153-153
Open Access | Times Cited: 6
How Connected Is China’s Systemic Financial Risk Contagion Network?—A Dynamic Network Perspective Analysis
Beibei Zhang, Xuemei Xie, LI Chun-mei
Mathematics (2023) Vol. 11, Iss. 10, pp. 2267-2267
Open Access | Times Cited: 2
Multiscale Tail Risk Connectedness of Global Stock Markets: A LASSO-Based Network Topology Approach
Yuting Du, Xu Zhang, Zhijing Ding, et al.
Complexity (2022) Vol. 2022, Iss. 1
Open Access | Times Cited: 3
Evaluating the connectedness of commodity future markets via the cross-correlation network
Lei Hou, Yueling Pan
Frontiers in Physics (2022) Vol. 10
Open Access | Times Cited: 3
PageRank and Regression as a Two-Step Approach to Analysing a Network of Nasdaq Firms During a Recession: Insights from Minimum Spanning Tree Topology
Artur F. Tomeczek, Tomasz M. Napiórkowski
Gospodarka Narodowa (2024) Vol. 319, Iss. 3, pp. 56-69
Open Access
Detrended partial cross-correlation analysis-random matrix theory for denoising network construction
Fang Wang, Zehui Zhang, Min Wang, et al.
Applied Intelligence (2024) Vol. 55, Iss. 1
Closed Access
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