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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:

Fear connectedness among asset classes
Julián Andrada Félix, Adrian Fernández-Pérez, Simón Sosvilla‐Rivero
Applied Economics (2018) Vol. 50, Iss. 39, pp. 4234-4249
Open Access | Times Cited: 33

Showing 1-25 of 33 citing articles:

Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga
Oluwasegun B. Adekoya, Johnson A. Oliyide, OlaOluwa S. Yaya, et al.
Resources Policy (2022) Vol. 77, pp. 102728-102728
Closed Access | Times Cited: 218
Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness
Mabruk Billah, Sitara Karim, Muhammad Abubakr Naeem, et al.
Research in International Business and Finance (2022) Vol. 62, pp. 101680-101680
Closed Access | Times Cited: 99
Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives
Jinxin Cui, Mark Goh, Binlin Li, et al.
Energy (2020) Vol. 216, pp. 119302-119302
Closed Access | Times Cited: 82
Global financial uncertainties and China’s crude oil futures market: Evidence from interday and intraday price dynamics
Kun Yang, Yu Wei, Shouwei Li, et al.
Energy Economics (2021) Vol. 96, pp. 105149-105149
Closed Access | Times Cited: 58
Are sustainable investments interdependent? The international evidence
Nawazish Mirza, Muhammad Abubakr Naeem, Thi Thu Ha Nguyen, et al.
Economic Modelling (2022) Vol. 119, pp. 106120-106120
Open Access | Times Cited: 41
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Mabruk Billah, Amine Ben Amar, Faruk Balli
Pacific-Basin Finance Journal (2023) Vol. 77, pp. 101936-101936
Closed Access | Times Cited: 24
Extreme connectedness of agri-commodities with stock markets and its determinants
Mabruk Billah, Faruk Balli, Indrit Hoxha
Global Finance Journal (2023) Vol. 56, pp. 100824-100824
Closed Access | Times Cited: 22
Mapping fear in financial markets: Insights from dynamic networks and centrality measures
Muhammad Abubakr Naeem, Arunachalam Senthilkumar, Nadia Arfaoui, et al.
Pacific-Basin Finance Journal (2024) Vol. 85, pp. 102368-102368
Closed Access | Times Cited: 12
Dynamic and directional network connectedness of crude oil and currencies: Evidence from implied volatility
Vipul Kumar Singh, Shreyank Nishant, Pawan Kumar
Energy Economics (2018) Vol. 76, pp. 48-63
Closed Access | Times Cited: 76
The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices
Meiyu Tian, Wanyang Li, Fenghua Wen
The North American Journal of Economics and Finance (2020) Vol. 55, pp. 101310-101310
Closed Access | Times Cited: 51
Do financial volatilities mitigate the risk of cryptocurrency indexes?
Muhammad Abubakr Naeem, Brian M. Lucey, Sitara Karim, et al.
Finance research letters (2022) Vol. 50, pp. 103206-103206
Closed Access | Times Cited: 29
Tail risk transmission in technology-driven markets
Muhammad Abubakr Naeem, Mohammad Rahim Shahzad, Sitara Karim, et al.
Global Finance Journal (2023) Vol. 57, pp. 100855-100855
Closed Access | Times Cited: 16
Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks
Zynobia Barson, Kwame Simpe Ofori, Peterson Owusu, et al.
Journal of Emerging Market Finance (2024) Vol. 23, Iss. 3, pp. 306-335
Closed Access | Times Cited: 5
Spillover and risk transmission in the components of the term structure of eurozone yield curve
Zaghum Umar, Yasir Riaz, Adam Zaremba
Applied Economics (2021) Vol. 53, Iss. 18, pp. 2141-2157
Closed Access | Times Cited: 25
Time‐frequency dynamics between fear connectedness of stocks and alternative assets
Muhammad Abubakr Naeem, Mudassar Hasan, Abraham Agyemang, et al.
International Journal of Finance & Economics (2021) Vol. 28, Iss. 2, pp. 2188-2201
Closed Access | Times Cited: 25
Time-frequency information transmission among financial markets: evidence from implied volatility
Muhammad Abubakr Naeem, Fiza Qureshi, Saqib Farid, et al.
Annals of Operations Research (2021) Vol. 334, Iss. 1-3, pp. 701-729
Open Access | Times Cited: 25
What drives the return and volatility spillover between DeFis and cryptocurrencies?
Ata Assaf, Ender Demir, Oğuz Ersan
International Journal of Finance & Economics (2024)
Closed Access | Times Cited: 2
Flight-to-safety across time and market conditions
Elie Bouri, Naji Jalkh
International Review of Economics & Finance (2024) Vol. 94, pp. 103363-103363
Closed Access | Times Cited: 2
The exposure of the US tourism subsector stocks to global volatility and uncertainty factors
Dlawar Mahdi Hadi, Muhammad Abubakr Naeem, Sitara Karim
Current Issues in Tourism (2022) Vol. 26, Iss. 4, pp. 603-616
Closed Access | Times Cited: 11
Time and frequency uncertainty spillover among macro uncertainty, financial stress and asset markets
Ujjawal Sawarn, Pradyumna Dash
Studies in Economics and Finance (2023) Vol. 40, Iss. 3, pp. 500-526
Closed Access | Times Cited: 6
Fear Linkages Between the US and BRICS Stock Markets: A Frequency-Domain Causality
Elie Bouri, Donald Lien, David Roubaud, et al.
International Journal of the Economics of Business (2018) Vol. 25, Iss. 3, pp. 441-454
Closed Access | Times Cited: 20
Market quality and the connectedness of steel rebar and other industrial metal futures in China
Ivan Indriawan, Qingfu Liu, Yiuman Tse
Journal of Futures Markets (2019) Vol. 39, Iss. 11, pp. 1383-1393
Open Access | Times Cited: 16
Spillover between investor sentiment and volatility: The role of social media
Ni Yang, Adrian Fernández-Pérez, Ivan Indriawan
International Review of Financial Analysis (2024) Vol. 96, pp. 103643-103643
Open Access | Times Cited: 1
The Relations of Oil Price Change with Fear Gauges in Global Political and Economic Environment
Jeng-Bau Lin, Wei Der Tsai
Energies (2019) Vol. 12, Iss. 15, pp. 2982-2982
Open Access | Times Cited: 13
A Bayesian Entropy Approach to Sectoral Systemic Risk Modeling
Radu Lupu, Adrian Cantemir Călin, Cristina Georgiana Zeldea, et al.
Entropy (2020) Vol. 22, Iss. 12, pp. 1371-1371
Open Access | Times Cited: 9
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