Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

Volatility spillover and multivariate volatility impulse response analysis of GFC news events
David E. Allen, Michael McAleer, Robert Powell, et al.
Applied Economics (2016) Vol. 49, Iss. 33, pp. 3246-3262
Open Access | Times Cited: 20

Showing 20 citing articles:

Good and bad volatility spillovers: An asymmetric connectedness
Ahmed BenSaïda
Journal of Financial Markets (2018) Vol. 43, pp. 78-95
Closed Access | Times Cited: 126
Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs
Syed Kumail Abbas Rizvi, Bushra Naqvi, Nawazish Mirza
Annals of Operations Research (2021) Vol. 313, Iss. 1, pp. 495-524
Open Access | Times Cited: 71
Does the US-China trade war affect co-movements between US and Chinese stock markets?
Yujie Shi, Liming Wang, Jian-yu Ke
Research in International Business and Finance (2021) Vol. 58, pp. 101477-101477
Open Access | Times Cited: 61
Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic
Sun‐Yong Choi
Economic Analysis and Policy (2021) Vol. 73, pp. 179-193
Open Access | Times Cited: 57
Political uncertainty, COVID-19 pandemic and stock market volatility transmission
George Apostolakis, Christos Floros, Κωνσταντίνος Γκίλλας, et al.
Journal of International Financial Markets Institutions and Money (2021) Vol. 74, pp. 101383-101383
Closed Access | Times Cited: 45
How social media expedites the crisis spillover effect: A case study of Tesla's recall event
Jinghong Xu, Difan Guo, Zi’an Zhao, et al.
Public Relations Review (2024) Vol. 50, Iss. 1, pp. 102432-102432
Closed Access | Times Cited: 7
Bitcoin price volatility transmission between spot and futures markets
George Apostolakis
International Review of Financial Analysis (2024) Vol. 94, pp. 103251-103251
Closed Access | Times Cited: 5
Analyzing interconnection among selected commodities in the 2008 global financial crisis and the COVID-19 pandemic
Majid Mirzaee Ghazani, Reza Khosravi, Massimiliano Caporin
Resources Policy (2022) Vol. 80, pp. 103157-103157
Closed Access | Times Cited: 19
Volatility spillovers across the spot and futures oil markets after news announcements
George Apostolakis, Christos Floros, Κωνσταντίνος Γκίλλας, et al.
The North American Journal of Economics and Finance (2023) Vol. 69, pp. 102002-102002
Closed Access | Times Cited: 5
On the Volatility Spillover between Agricultural Commodities and Latin American Stock Markets
Vincenzo Candila, Salvatore Farace
Risks (2018) Vol. 6, Iss. 4, pp. 116-116
Open Access | Times Cited: 15
Risk transference between climate variability and financial derivatives: Implications for global food security
Hamid Yahyaei, Vassili Kitsios, Lurion De Mello
Journal of Climate Finance (2024) Vol. 7, pp. 100038-100038
Open Access | Times Cited: 1
Dynamic causality between the U.S. stock market, the Chinese stock market and the global gold market: implications for individual investors’ diversification strategies
Ganghua Mei, Robert McNown
Applied Economics (2019) Vol. 51, Iss. 43, pp. 4742-4756
Closed Access | Times Cited: 8
Financial contagion in the futures markets amidst global geo-economic events
Ahmad Danial Zainudin, Azhar Mohamad
The Quarterly Review of Economics and Finance (2021) Vol. 81, pp. 288-308
Closed Access | Times Cited: 7
Spillover effects of the US stock market and the predictability of returns: international evidence based on daily data
Yi-Chieh Wen, Bin Li, Xiaoyue Chen, et al.
Applied Economics (2022) Vol. 55, Iss. 45, pp. 5251-5266
Closed Access | Times Cited: 5
Tail dependence analysis of stock markets using extreme value theory
Abhay K. Singh, David E. Allen, Robert Powell
Applied Economics (2017) Vol. 49, Iss. 45, pp. 4588-4599
Closed Access | Times Cited: 6
International linkages of emerging market index futures, under the closure of underlying spot market – evidence from Indian Nifty futures
Sivakumar Sundararajan, Senthil Arasu Balasubramanian
Managerial Finance (2022) Vol. 49, Iss. 3, pp. 577-593
Closed Access | Times Cited: 4
Lan truyền rủi ro từ thị trường chứng khoán Mỹ vào thị trường chứng khoán Việt Nam: Bằng chứng thực nghiệm từ VAR-DCC-GARCH và hồi quy phân vị
Anh Trần Thị Tuấn
Tạp chí Kinh tế và Phát triển (2023), pp. 15-29
Closed Access | Times Cited: 1
Volatility and co-movements of the equity markets in Central Europe – evidence from Poland and Hungary
Anna Chmielewska
Economic and Environmental Studies (2018) Vol. 18, Iss. 46, pp. 499-513
Open Access | Times Cited: 1
Xác định sự kết nối động giữa tỷ suất sinh lợi của thị trường chứng khoán các quốc gia Đông Nam Á: Tiếp cận bằng chỉ số lan truyền
Trần Thị Tuấn Anh
Can Tho University Journal of Science (2020) Vol. 56(3), pp. 223-223
Open Access
The Volatility Connectedness Between Oil and Stocks: Evidence from the G7 Markets
Houda BenMabrouk
Contributions to finance and accounting (2022), pp. 67-99
Closed Access
Page 1

Scroll to top