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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:

Dynamic spillover and connectedness in higher moments of European stock sector markets
Ramzi Nekhili, Walid Mensi, Xuan Vinh Vo, et al.
Research in International Business and Finance (2023) Vol. 68, pp. 102164-102164
Closed Access | Times Cited: 15

Showing 15 citing articles:

Extreme connectedness and network across financial assets and commodity futures markets
Oğuzhan Özçelebi, Sang Hoon Kang
The North American Journal of Economics and Finance (2024) Vol. 71, pp. 102099-102099
Closed Access | Times Cited: 10
Deciphering asymmetric spillovers in US industries: Insights from higher-order moments
Muhammad Shafiullah, Arunachalam Senthilkumar, Brian M. Lucey, et al.
Research in International Business and Finance (2024) Vol. 70, pp. 102313-102313
Closed Access | Times Cited: 9
The higher-order moments connectedness between rare earth and clean energy markets and the role of geopolitical risk:New insights from a TVP-VAR framework
Wang Gao, Jiajia Wei, Hongwei Zhang, et al.
Energy (2024) Vol. 305, pp. 132280-132280
Closed Access | Times Cited: 7
How connected is the oil-bank network? Firm-level and high-frequency evidence
Yunhan Zhang, David Gabauer, Rangan Gupta, et al.
Energy Economics (2024) Vol. 136, pp. 107684-107684
Closed Access | Times Cited: 6
Risk spillover across Chinese industries: novel evidence from multilayer connectedness networks
Xiu Jin, YU Jing-tao, Yueli Liu, et al.
Kybernetes (2025)
Closed Access
Extreme time–frequency connectedness between oil shocks and sectoral markets in the United States
Oğuzhan Özçelebi, José Pérez-Montiel, Sang Hoon Kang
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
The effects of skewness and kurtosis on production and hedging decisions: a Gram-Charlier expansion approach
Xuejun Jiang, Likun Cheng, Xiongxin Dai
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Quantile Connectedness among Climate Policy Uncertainty, News Sentiment, Oil and Renewables in China
Wan‐Lin Yan, Adrian Cheung
Research in International Business and Finance (2025), pp. 102814-102814
Closed Access
Examining Perceived Spillovers among Climate Risk, Fossil Fuel, Renewable Energy, and Carbon Markets: A Higher-Order Moment and Quantile Analysis
Jinxin Cui, Aktham Maghyereh
Journal of commodity markets (2025), pp. 100470-100470
Closed Access
Prediction of Chinese stock volatility: Harnessing higher-order moments information of stock and futures markets
Gaoxiu Qiao, Ying Wang, Wenwen Liu
Research in International Business and Finance (2025), pp. 102863-102863
Closed Access
Interplay of crises: Unpacking intraday spillovers in oil and European equities in the shadow of the COVID-19 and the Ukraine-Russia war
Muneer M. Alshater, Waqas Hanif, Rim El Khoury, et al.
Borsa Istanbul Review (2024) Vol. 24, Iss. 4, pp. 747-771
Open Access | Times Cited: 4
Are base layer blockchains establishing a new sector? Evidence from a connectedness approach
Geul Lee, Doojin Ryu
Research in International Business and Finance (2024) Vol. 73, pp. 102654-102654
Closed Access | Times Cited: 1
Information Flow between Stock Returns of Advanced Markets and Emerging/Frontier African Economies
Umar‐Farouk Atipaga, Paul Alagidede, George Tweneboah
(2024)
Closed Access
Information Flow between Stock Returns of Advanced Markets and Emerging African Economies.
Umar‐Farouk Atipaga, Paul Alagidede, George Tweneboah
Research in International Business and Finance (2024) Vol. 73, pp. 102603-102603
Open Access
Forecasting the Realized Volatility of Stock Markets: The Roles of Jumps and Asymmetric Spillovers
Abdel Razzaq Al Rababa’a, Walid Mensi, David G. McMillan, et al.
Journal of Forecasting (2024)
Open Access
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