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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:

The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?
Wasim Ahmad, José Arreola Hernández, Seema Saini, et al.
Resources Policy (2021) Vol. 72, pp. 102102-102102
Closed Access | Times Cited: 59

Showing 1-25 of 59 citing articles:

Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets
Walid Mensi, Imran Yousaf, Xuan Vinh Vo, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 76, pp. 101487-101487
Closed Access | Times Cited: 114
Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets
Muhammad Abubakr Naeem, Sitara Karim, Gazi Salah Uddin, et al.
International Review of Financial Analysis (2022) Vol. 83, pp. 102283-102283
Open Access | Times Cited: 79
Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets
Wasim Ahmad, Ali M. Kutan, Smarth Gupta
International Review of Economics & Finance (2021) Vol. 75, pp. 546-557
Closed Access | Times Cited: 65
IMPACT OF COVID-19 ON VOLATILITY SPILLOVERS ACROSS INTERNATIONAL MARKETS: EVIDENCE FROM VAR ASYMMETRIC BEKK GARCH MODEL
Nadia Arfaoui, Imran Yousaf
Annals of Financial Economics (2022) Vol. 17, Iss. 01
Closed Access | Times Cited: 63
Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis
Walid Mensi, Xuan Vinh Vo, Hee-Un Ko, et al.
Economic Analysis and Policy (2022) Vol. 77, pp. 558-580
Open Access | Times Cited: 51
COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Muhammad Abubakr Naeem, Sitara Karim, Larisa Yarovaya, et al.
Energy Economics (2023) Vol. 122, pp. 106677-106677
Open Access | Times Cited: 30
Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
Imran Yousaf, Saba Qureshi, Fiza Qureshi, et al.
Annals of Operations Research (2023)
Open Access | Times Cited: 22
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
Quantifying systemic risk in US industries using neural network quantile regression
Muhammad Abubakr Naeem, Sitara Karim, Aviral Kumar Tiwari
Research in International Business and Finance (2022) Vol. 61, pp. 101648-101648
Closed Access | Times Cited: 29
Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases
Nadia Arfaoui, Imran Yousaf, Francisco Jareño
Economic Analysis and Policy (2022) Vol. 77, pp. 617-634
Open Access | Times Cited: 22
Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets
Yarema Okhrin, Gazi Salah Uddin, Muhammad Yahya
Energy Economics (2023) Vol. 125, pp. 106853-106853
Closed Access | Times Cited: 13
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
Reserve currency and the time-varying link between uncertainties in commodity and financial markets
Barış Kocaarslan
Financial markets and portfolio management (2025)
Closed Access
COVID-19 and connectedness between Sustainable and Islamic equity markets
Muhammad Abubakr Naeem, Saqib Farid, Muhammad Arif, et al.
Borsa Istanbul Review (2022) Vol. 23, Iss. 1, pp. 1-21
Open Access | Times Cited: 19
Risk synchronization in Australia stock market: A sector analysis
Emmanuel Asafo‐Adjei, Aviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, et al.
International Review of Economics & Finance (2024) Vol. 93, pp. 582-610
Closed Access | Times Cited: 4
Quantum Machine Learning for Finance ICCAD Special Session Paper
Marco Pistoia, Syed Farhan Ahmad, Akshay Ajagekar, et al.
2015 IEEE/ACM International Conference on Computer-Aided Design (ICCAD) (2021)
Closed Access | Times Cited: 25
COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan
Wasim Ahmad, Ali M. Kutan, Rishman Jot Kaur Chahal, et al.
International Review of Financial Analysis (2021) Vol. 78, pp. 101888-101888
Open Access | Times Cited: 24
Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock market
Gaoxiu Qiao, Xuekun Ma, Gongyue Jiang, et al.
International Review of Economics & Finance (2024) Vol. 92, pp. 415-437
Closed Access | Times Cited: 3
How do the reserve currency and uncertainties in major markets affect the uncertainty of oil prices over time?
Barış Kocaarslan, Uğur Soytaş
International Journal of Finance & Economics (2024)
Closed Access | Times Cited: 3
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference
Lin Wen Sheng, Gazi Salah Uddin, Ding Sen, et al.
International Review of Financial Analysis (2023) Vol. 91, pp. 102964-102964
Open Access | Times Cited: 7
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
Asseing the impact of the coronavirus pandemic and non-pharmaceutical interventions on Bursa Malaysia KLCI Index using GARCH-M (1,1) models
Noor Aldeen Kassem Al-Alawnh, Muzafar Shah Habibullah, Ahmad Marei, et al.
Investment Management and Financial Innovations (2024) Vol. 21, Iss. 3, pp. 222-236
Open Access | Times Cited: 2
COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies
Walid Mensi, Khamis Hamed Al‐Yahyaee, Xuan Vinh Vo, et al.
International Economics (2024) Vol. 180, pp. 100554-100554
Closed Access | Times Cited: 2
Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets
Nicholas Apergis, Ioannis Chatziantoniou, David Gabauer
Applied Economics (2022) Vol. 55, Iss. 24, pp. 2740-2754
Closed Access | Times Cited: 12
Uncertainty and US stock market dynamics
Raquel López Garcí­a, María Caridad Sevillano, Francisco Jareño
Global Finance Journal (2022) Vol. 56, pp. 100779-100779
Open Access | Times Cited: 12
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